Relevant bibliographies by topics / Hedge funds

Academic literature on the topic 'Hedge funds'

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Published: 4 June 2021
Last updated: 30 July 2024

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Journal articles on the topic "Hedge funds"

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Agarwal, Vikas, Nicole M. Boyson, and Narayan Y. Naik. "Hedge Funds for Retail Investors? An Examination of Hedged Mutual Funds." Journal of Financial and Quantitative Analysis 44, no. 2 (April 2009): 273–305. http://dx.doi.org/10.1017/s0022109009090188.

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AbstractRecently, there has been rapid growth in the assets managed by “hedged mutual funds”—mutual funds mimicking hedge fund strategies. We examine the performance of these funds relative to hedge funds and traditional mutual funds. Despite using similar trading strategies, hedged mutual funds underperform hedge funds. We attribute this finding to hedge funds’ lighter regulation and better incentives. Conversely, hedged mutual funds outperform traditional mutual funds. Notably, this superior performance is driven by managers with experience implementing hedge fund strategies. Our findings have implications for investors seeking hedge-fund-like payoffs at a lower cost and within the comfort of a regulated environment.
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Acito, Christopher J., and F. Peter Fisher. "Fund of Hedge Funds." Journal of Alternative Investments 4, no. 4 (March 31, 2002): 25–35. http://dx.doi.org/10.3905/jai.2002.319029.

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Yuen, Janet. "Do Hedge Funds Hedge?" CFA Digest 32, no. 2 (May 2002): 5–6. http://dx.doi.org/10.2469/dig.v32.n2.1052.

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Asness, Clifford S., Robert J. Krail, and John M. Liew. "Do Hedge Funds Hedge?" Journal of Portfolio Management 28, no. 1 (October 31, 2001): 6–19. http://dx.doi.org/10.3905/jpm.2001.319819.

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El Kalak, Izidin, Alcino Azevedo, and Robert Hudson. "Reviewing the hedge funds literature I: Hedge funds and hedge funds' managerial characteristics." International Review of Financial Analysis 48 (December 2016): 85–97. http://dx.doi.org/10.1016/j.irfa.2016.09.008.

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Agarwal, Vikas, and Narayan Y. Naik. "Hedge Funds." Foundations and Trends® in Finance 1, no. 2 (2005): 103–69. http://dx.doi.org/10.1561/0500000002.

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Caslin, J. J. "Hedge Funds." British Actuarial Journal 10, no. 3 (August 1, 2004): 441–521. http://dx.doi.org/10.1017/s1357321700002671.

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ABSTRACTThe paper opens by showing how certain types of hedge funds can reduce the risk and increase the return on a traditional balanced managed fund. One of the key characteristics of such a hedge fund is that it has a low correlation with the balanced managed fund. The paper puts forward a new way of explaining correlation so that it can be more readily understood, and suggests methods of analysis for dealing with the fact that correlation is unstable. Volatility correlation is also examined because of its importance in reducing the risk of a portfolio.An outline of the characteristics and risks of three types of hedge funds, namely, long/short equity, convertible arbitrage and merger arbitrage, together with some questions investors might put to prospective hedge fund managers is given in Section 5.Some of the very basic statistical analysis techniques used in assessing the past performance of hedge funds are given in Section 6. Considerable emphasis is put on the need to examine daily return data as an insight into the quality of the manager's IT systems, his risk management, evidence of smoothing of returns, and to gain access to a higher number of data points for assessing the repeatability of performance.An entire section of the paper is devoted to gaining a clear understanding of a prospective hedge fund manager's volatility management strategy because of its importance in the context of the fee structure of hedge funds and its importance for assessing the ability of a hedge fund to reduce the risk and increase the returns of a balanced managed fund.Funds of hedge funds are examined in the final section, and the section concludes that large sophisticated institutional investors may wish to create a portfolio of hedge funds rather than invest in a fund of hedge funds.
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Morgan, Jamie. "Hedge funds." Critical perspectives on international business 9, no. 4 (October 21, 2013): 377–97. http://dx.doi.org/10.1108/cpoib-06-2013-0020.

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Yago, Glenn, Lalita Ramesh, and Noah E. Hochman. "Hedge Funds." Journal of Alternative Investments 2, no. 1 (June 30, 1999): 43–56. http://dx.doi.org/10.3905/jai.1999.318914.

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Yago, Glenn, and Lalita Ramesh. "Hedge Funds." Journal of Alternative Investments 2, no. 2 (September 30, 1999): 69–76. http://dx.doi.org/10.3905/jai.1999.318942.

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Dissertations / Theses on the topic "Hedge funds"

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Lee, Hee Soo. "EVALUATION OF FINANCIAL RISK OF HEDGE FUNDS AND FUNDS-OF-HEDGE FUNDS." Thesis, The University of Sydney, 2010. http://hdl.handle.net/2123/7918.

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The primary objective of this thesis is to provide models capable of predicting financial distress in individual hedge funds (HFs) and funds-of-hedge funds (FOHFs). Two approaches were used to build these models. The first approach was based on a cross-sectional model while the second one was on a time-varying model. Using a survival analysis technique known as the Cox Proportional Hazards (CPH) model, the first study not only established a survival/hazard model to determine the factors which contributed most to the survival and failure probabilities, but also provided a forecast of survival probability until a specific failure time for HFs and FOHFs. It focused on the comparison between the financial distress forecasting models of HFs and FOHFs under three alternative risk measures of fund failure. Following the estimation of the model, an out-of-sample forecast for both the HFs and the FOHFs was conducted and the predictive accuracy of the estimated CPH models was tested and compared by using Signal Detection Model, Relative Operating Characteristic (ROC) curve and Area under ROC curve (AUROC). According to the test results of the predictive accuracy of the models, the estimated models exhibited satisfactory accuracy in forecasting the most likely failed funds in an out-of-sample test. The second approach used the CPH model incorporating both time-varying factors and fixed factors. After establishing survival/hazard models with time-varying and fixed covariates under three specifications of CPH model (mixed model, fixed model and time-varying model), the study used the mixed CPH model to predict dynamic changes of survival probabilities over the lifetime of HFs and FOHFs. In an effort to identify the effect that the recent Global Financial Crisis (GFC) has had on the financial distress experienced by hedge funds, modelling and prediction was firstly confined to the pre-GFC period. Further analysis that included data post-GFC, allowed for the evaluation of model stability through the identification of significant predictors that held across both the pre-and post-GFC periods, as distinct from those predictors that were significant in only one of these time periods. A SAS Macro program was developed for generating survival probabilities predicted by the mixed CPH model. Following the generation of survivor curves for all companies during the period that included the GFC, the resulting ROC curves and AUROC statistics confirmed the ability of the dynamic CPH models to provide early warning signals to investors about possible fund failures. The secondary objective of this thesis is to examine whether the available data on HFs and FOHFs can reveal the risk-return trade-off and, if so, to find the best risk measure that captured the cross-sectional variation in HF and FOHF returns. With the “Live Funds” and the “Dead Funds” datasets provided by Hedge Fund Research Inc. (HFR), alternative risk measures such as semi-deviation, value at risk, expected shortfall and tail risk were concentrated and compared with standard deviation in terms of their ability to describe the cross-sectional variation in expected returns of HFs and FOHFs. Firstly, the risk measures were analysed at the portfolio level of HFs and FOHFs by adopting the Fama and French (1992) approach. Secondly, the various estimated risk measures were compared at the individual HF and FOHF levels by using univariate and multivariate cross-sectional regressions. The results showed that the available data on HFs and FOHFs exhibited different risk-return trade-offs. The Cornish-Fisher expected shortfall or Cornish-Fisher tail risk could be an appropriate risk measure for HF return. Although appropriate alternative risk measures for the HFs were found, it was difficult to determine the risk measures that best captured the cross-sectional variation in FOHF returns.
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Palma, Kelly. "Hedge funds and the SEC regulation of Hedge Fund Advisers : /." Staten Island, N.Y. : [s.n.], 2006. http://library.wagner.edu/theses/business/2006/thesis_bus_2006_palma_hedge.pdf.

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Börjesson, Oscar, and Sebastian Rezwanul HaQ. "Do hedge funds yield greater risk-adjusted rate of returns than mutual funds?A quantitative study comparing hedge funds to mutual funds and hedge fund strategies." Thesis, KTH, Matematisk statistik, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-146730.

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In recent times, the popularity of hedge funds has undoubtedly increased. There are shared opinions on whether hedge funds generate absolute rates of returns and whether they provide a strong alternative investment to mutual funds. This thesis aims to examine whether hedge funds with different investment strategies create absolute returns and if certain investment strategies outperform others. This thesis compares hedge funds risk-adjusted rate of return towards mutual funds, such as mutual funds, to see if certain investment strategies are more lucrative than the corresponding investments in terms of excess returns to corresponding indices. An econometric approach was applied to search for significant differences in risk-adjusted returns of hedge funds in contrast to mutual funds. Our results show that Swedish hedge funds do not generate as high risk-adjusted returns as Swedish mutual funds. In regard to the best performing hedge fund strategy, the results are inconclusive. Also, we do not find any evidence that hedge funds violate the effective market hypothesis.
Hedgefonder har den senaste tiden ökat i popularitet. Samtidigt finns det delade meningar huruvida hedgefonder genererar absolutavkastning och om de fungerar som bra alternativ till traditionella fonder. Denna uppsats syftar till att undersöka huruvida hedgefonder skapar absolutavkastning samt om det finns investeringsstrategier som presterar bättre än andra. Denna uppsats jämför hedgefonders riskjusterade avkastning med traditionella fonder, för att på sätt se om en viss investeringsstrategi ar mer lukrativ i termer av överavkastning i förhållande till motsvarande index. Vi har använt ekonometriska metoder för att söka efter statistiskt signifikanta skillnader mellan avkastningen för hedgefonder och traditionella fonder. Våra resultat visar att svenska hedgefonder inte genererar högre risk-justerade avkastningar än svenska aktiefonder. Våra resultat visar inga signifikanta skillnader vad gäller avkastning mellan olika strategier. Slutligen finner vi heller inga bevis för att hedgefonder går emot den effektiva marknadshypotesen
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Brecailo, Helizander (Helizander de Oliveira). "Activist hedge funds." Thesis, Massachusetts Institute of Technology, 2008. http://hdl.handle.net/1721.1/44443.

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Thesis (M.B.A.)--Massachusetts Institute of Technology, Sloan School of Management, 2008.
Includes bibliographical references.
Hedge funds have played a significant role in shareholder activism in the U.S. They have appeared quite frequently in the media as the driving force behind changes in firms' management that generate higher returns on their investments. Nonetheless, many wonder whether they really bring long-term value and benefits to firms, stakeholders, or financial markets, or whether hedge funds net returns for their investments only. The purpose of this thesis, which is written as a case study based solely on public information, is to discuss the attributes of activist hedge funds and how they differ from corporate raiders and private equity firms. The case study then maps activists' most common mechanisms for accomplishing their goals. Finally, the restaurant industry-in particular, Wendy's International Inc., which has been highly targeted by activists-offers a platform for studying the outcomes of activists' maneuvers.
by Helizander Brecailo.
M.B.A.
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Werner-Zankl, Simon, Linda Samuelsson, and Emma Jonsson. "Swedish hedge funds : An analysis of the Swedish hedge funds’ investment strategies and risks associated with hedge funds." Thesis, Jönköping University, JIBS, Business Administration, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-1042.

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Background

Out of the different fund categories hedge funds have had the highest development in Sweden since 1994. Swedish investors’ interest in hedge funds doubled from 2005 to 2006. Hedge funds are said to be an investment with a low risk and not being dependent upon business cycle movements. Historically there have been high initial investments, most often over 100 000 SEK, required to invest in hedge funds. This has started to shift towards lower initial investments. This is a reason why hedge funds start to become interesting to private investors and not only to institutional, and wealthy private investors.

Purpose

The purpose of this thesis is to explore what different investment strategies and sub strategies that are used within Swedish hedge funds. Also specific risks and risk measurements, depending on investment strategy, will be investigated and compared.

Method

In order to meet the purpose of this thesis a qualitative approach has been used. A questionnaire, with both closed and open-end questions, was sent to 13 hedge fund managers operating in the Swedish hedge fund market. Afterwards, four semi-structured interviews were conducted. Two of the interviewees are hedge fund managers who also answered the questionnaire. The others were with a person who is a hedge fund analyst and a person working at the Swedish Financial Supervisory Authority (SFSA).

Conclusion

Out of the five different investment strategies investigated the two most widely used in Swedish hedge funds are funds of hedge funds and equity hedge. The sub strategies that are used within the Swedish hedge fund market are those with a focus on low risk. Within Swedish hedge funds there are some specific risks and risk measurements that are useful. Sharpe ratio is best used to compare similar funds. Standard deviation is useful to evaluate each specific hedge fund. How much leverage capital that can be used is decided by SFSA. Yet, the risks depend on the hedge fund manager rather than the investment strategy used. This, due to the fact that the hedge fund managers have an own interest in the hedge fund.

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Cui, Wei. "Tail Risk in Funds of Hedge Funds." Thesis, The University of Sydney, 2016. http://hdl.handle.net/2123/17118.

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Funds of hedge funds (FOFs) are portfolios of investment in hedge funds. Marketed to retail investors who are otherwise unable to access hedge fund investments, FOFs are normally depicted as well-diversified investment vehicles that benefit investors with their due-diligence selection process. However, some earlier research has suggested that FOFs work like disaster insurance writers (Stulz, 2007; Agarwal and Naik, 2004). The implication is that they gain stable premium income during normal times but lose dramatically when the insured event occurs. The primary objective of this dissertation is to study the tail risk exposures of FOFs. Compared with hedge funds, which are exposed to tail risk mainly through dynamic trading, large leverage, and holdings of tail-risk-sensitive or illiquid assets (Agarwal et al., 2015), FOFs are obviously exposed to tail risk for different reasons. After conducting a hedge fund tail risk measurement (HFTR), I found that HFTR significantly explains the returns of FOFs. Moreover, HFTR substantially enhances the adjusted R-square of Fung and Hsieh’s (2004a) seven-factor model. Despite FOFs being ostensibly more diversified portfolios, they have even higher exposure to tail risk compared to hedge funds. Moreover, FOFs with short histories, higher management fees and leverage, and shorter lockup periods are more sensitive to tail risk. I further documented a strong return-predictive power in FOFs’ tail risk exposures. In particular, I found that the possible losses to one unit of tail risk exposure in a bearish market are double the possible gains in a bullish market. This non-linear payoff structure is a testimony to the claim that FOFs write crash insurance for hedge funds.
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Enderli, Daniel. "Kreditgeschäft von Hedge Funds." St. Gallen, 2008. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/03604352002/$FILE/03604352002.pdf.

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Gerhardt, Markus. "Hedge Funds als Assetklasse /." Hamburg : Diplomica Verl, 2007. http://www.diplom.de/katalog/arbeit/10559.

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Gerhardt, Markus. "Hedge Funds als Assetklasse." Hamburg Diplomica-Verl, 2006. http://d-nb.info/987196537/04.

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Mokoma, Kaibe. "Strategic asset selection taxonomy : fund of hedge funds." Master's thesis, University of Cape Town, 2010. http://hdl.handle.net/11427/9037.

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Includes bibliographical references (leaves 68-70).
This thesis develops a logical methodology to be used to assess the hedge fund managers' return time series in comparison with their peers. This enables Fund of Hedge Funds portfolio manager to identify those with required factors to be included in a portfolio. The models that had been used as the industry standard for some time are derived on the assumption of normal distribution. Hence they use only mean and standard deviation to explain all data phenomenal attributes of time series. This study project uses higher order moments and some performance measures to rank order feasible portfolios of different hedge fund strategies based on their calculated metrics. Then determine the significance of t-Statistics, thus to observe the likelihood of achieving a particular return level relative to the downside associated with that target return and also on the behavioral hypothesis that investors prefer more to less. The study proposes and examines an alternative performance measures to facilitate the investment decision making. An indication of how this may be applied across a broad range of problems in hedge funds analysis. Some performance measures capture the higher order moments of the return distributions. This method makes intuitive sense since one of the key mandates of the hedge funds is to seek to capture most upside while protecting against downside.
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Books on the topic "Hedge funds"

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Hedges, James R. Hedges on Hedge Funds. New York: John Wiley & Sons, Ltd., 2004.

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Baums, Theodor, and Andreas Cahn, eds. Hedge Funds. Berlin, Boston: DE GRUYTER, 2004. http://dx.doi.org/10.1515/9783110907346.

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Lhabitant, François-Serge. Hedge Funds. Oxford, UK: John Wiley & Sons Ltd, 2004. http://dx.doi.org/10.1002/9781118673546.

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Lhabitant, François-Serge. Hedge Funds. New York: John Wiley & Sons, Ltd., 2009.

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Institute, Practising Law, ed. Hedge funds 2009. New York, N.Y: Practising Law Institute, 2009.

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Capocci, Daniel. The Complete Guide to Hedge Funds and Hedge Fund Strategies. London: Palgrave Macmillan UK, 2013. http://dx.doi.org/10.1057/9781137264442.

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Satchell, Stephen, ed. Derivatives and Hedge Funds. London: Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/9781137554178.

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Vincent, John Konnayil, ed. Profiting from Hedge Funds. Singapore: John Wiley & Sons Singapore Pte. Ltd., 2013. http://dx.doi.org/10.1002/9781118638293.

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Lhabitant, FranÇois-Serge, ed. Handbook of Hedge Funds. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119202028.

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Brown, Stephen J. Hedge funds with style. Cambridge, MA: National Bureau of Economic Research, 2001.

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Book chapters on the topic "Hedge funds"

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Cowell, Frances. "Hedge Funds and Funds of Hedge Funds." In Risk-Based Investment Management in Practice, 313–32. London: Palgrave Macmillan UK, 2013. http://dx.doi.org/10.1057/9781137346407_16.

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Vishwanath, S. R., and Chandrasekhar Krishnamurti. "Hedge Funds." In Investment Management, 589–609. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-540-88802-4_26.

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Fevurly, Keith R. "Hedge Funds." In The Handbook of Professionally Managed Assets, 165–87. Berkeley, CA: Apress, 2013. http://dx.doi.org/10.1007/978-1-4302-6020-2_9.

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Basile, Ignazio. "Hedge Funds." In Asset Management and Institutional Investors, 339–53. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-32796-9_11.

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Donaldson, Thomas. "Hedge Funds." In Finance Ethics, 239–52. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118266298.ch13.

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Sokołowska, Ewelina. "Hedge Funds." In The Principles of Alternative Investments Management, 21–53. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-13215-0_2.

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Taulli, Tom. "Hedge Funds." In The Personal Finance Guide for Tech Professionals, 69–92. Berkeley, CA: Apress, 2022. http://dx.doi.org/10.1007/978-1-4842-8242-7_4.

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"Hedge Funds." In Funds, 35–56. Chichester, UK: John Wiley & Sons, Ltd, 2014. http://dx.doi.org/10.1002/9781118790274.ch3.

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"Hedge Fund Investing." In Fund of Funds Investing, 31–43. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118268216.ch4.

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Wilkens, Kathryn. "Hedge fund indices." In Funds of Hedge Funds, 107–18. Elsevier, 2006. http://dx.doi.org/10.1016/b978-075067984-8.50010-9.

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Conference papers on the topic "Hedge funds"

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Di, Boya, Shuming Zhao, Yuting Lei, ZhiHao Ke, Gaohao Zhu, and Ziyuan Kang. "Do Hedge Funds Hedge in Recent 20 Years?" In 2021 3rd International Conference on Economic Management and Cultural Industry (ICEMCI 2021). Paris, France: Atlantis Press, 2021. http://dx.doi.org/10.2991/assehr.k.211209.056.

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Pareek, Ankur. "Risk analytics for hedge funds." In SPIE Third International Symposium on Fluctuations and Noise, edited by Derek Abbott, Jean-Philippe Bouchaud, Xavier Gabaix, and Joseph L. McCauley. SPIE, 2005. http://dx.doi.org/10.1117/12.599049.

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Groeneveld, Patrick, Rob A. Rutenbar, Jed Pitera, Erik Carlson, and Jinsong Chen. "Oil fields, hedge funds, and drugs." In the 46th Annual Design Automation Conference. New York, New York, USA: ACM Press, 2009. http://dx.doi.org/10.1145/1629911.1630021.

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Markov, Michael, Ilya Muchnik, Vadim Mottl, and Olga Krasotkina. "Machine-Learning for Dynamic Reverse Engineering of Hedge Funds." In 2007 International Conference on Machine Learning and Cybernetics. IEEE, 2007. http://dx.doi.org/10.1109/icmlc.2007.4370625.

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Li, Gang. "Notice of Retraction: Convergence of private equity and hedge funds." In 2011 International Conference on E-Business and E-Government (ICEE). IEEE, 2011. http://dx.doi.org/10.1109/icebeg.2011.5882333.

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Qian, Dan. "The Impact of the Coronavirus Pandemic on Global Hedge Funds." In 2021 3rd International Conference on Economic Management and Cultural Industry (ICEMCI 2021). Paris, France: Atlantis Press, 2021. http://dx.doi.org/10.2991/assehr.k.211209.458.

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Sun, Zouyi, Wenjun Zhang, and Ying Jin. "The Impact of Macroeconomic Factors on Global Macro Hedge Funds." In ICEBI 2021: 2021 5th International Conference on E-Business and Internet. New York, NY, USA: ACM, 2021. http://dx.doi.org/10.1145/3497701.3497721.

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Xie, Fei, and Liyan Han. "Notice of Retraction: Impacts of Hedge Funds on American Banking Industry." In 2009 International Conference on Management and Service Science (MASS). IEEE, 2009. http://dx.doi.org/10.1109/icmss.2009.5303228.

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Gantenbein, Pascal, Stephan Glatz, and Heinz Zimmermann. "Equity Markets and the Performance of Hedge Funds: How stable is Persistence?" In 3rd Annual International Conference on Qualitative and Quantitative Economics Research (QQE 2013). Global Science and Technology Forum Pte Ltd, 2013. http://dx.doi.org/10.5176/2251-2012_qqe13.29.

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Furuhata, Masabumi, Takanobu Mizuta, and Jihei So. "Paired Evaluators Method to Track Concept Drift: An Application for Hedge Funds Operations." In 2010 IEEE International Conference on Data Mining Workshops (ICDMW). IEEE, 2010. http://dx.doi.org/10.1109/icdmw.2010.131.

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Reports on the topic "Hedge funds"

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Brown, Stephen, and William Goetzmann. Hedge Funds With Style. Cambridge, MA: National Bureau of Economic Research, March 2001. http://dx.doi.org/10.3386/w8173.

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Chen, Joseph, Samuel Hanson, Harrison Hong, and Jeremy Stein. Do Hedge Funds Profit From Mutual-Fund Distress? Cambridge, MA: National Bureau of Economic Research, February 2008. http://dx.doi.org/10.3386/w13786.

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Chan, Nicholas, Mila Getmansky, Shane Haas, and Andrew Lo. Systemic Risk and Hedge Funds. Cambridge, MA: National Bureau of Economic Research, March 2005. http://dx.doi.org/10.3386/w11200.

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Getmansky, Mila, Peter Lee, and Andrew Lo. Hedge Funds: A Dynamic Industry In Transition. Cambridge, MA: National Bureau of Economic Research, August 2015. http://dx.doi.org/10.3386/w21449.

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Sialm, Clemens, Zheng Sun, and Lu Zheng. Home Bias and Local Contagion: Evidence from Funds of Hedge Funds. Cambridge, MA: National Bureau of Economic Research, October 2013. http://dx.doi.org/10.3386/w19570.

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Brown, Stephen, William Goetzmann, and Roger Ibbotson. Offshore Hedge Funds: Survival and Performance 1989-1995. Cambridge, MA: National Bureau of Economic Research, January 1997. http://dx.doi.org/10.3386/w5909.

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raterman, clay. Decentralized ETFs & Hedge Funds In Crypto. ResearchHub Technologies, Inc., March 2022. http://dx.doi.org/10.55277/researchhub.nv9y7pc4.

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Brown, Stephen, William Goetzmann, and James Park. Hedge Funds and the Asian Currency Crisis of 1997. Cambridge, MA: National Bureau of Economic Research, February 1998. http://dx.doi.org/10.3386/w6427.

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Lan, Yingcong, Neng Wang, and Jinqiang Yang. The Economics of Hedge Funds: Alpha, Fees, Leverage, and Valuation. Cambridge, MA: National Bureau of Economic Research, March 2011. http://dx.doi.org/10.3386/w16842.

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10

Aragon, George, and Philip Strahan. Hedge Funds as Liquidity Providers: Evidence from the Lehman Bankruptcy. Cambridge, MA: National Bureau of Economic Research, September 2009. http://dx.doi.org/10.3386/w15336.

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