References and Additional Reading
Ackermann, C., R. McEnally, and D. Ravenscraft. “The Performance of Hedge Funds: Risk, Return, and Incentives.” The Journal of Finance 54 (1999): 833–874. doi: 10.1111/0022-1082. 00129.
Amenc, N., and L. Martellini. “Portfolio Optimization and Hedge Fund Style Allocation Decisions.” USC FBE Working paper no. 02-4, March 2002.
Asgharian, M., F. Diz, G. N. Gregoriou, and F. Rouah. “The Global Macro Hedge Fund Cemetery.” Journal of Derivatives Accounting 1, no. 2 (2004): 187–194.
Ding, B., and H. A. Shawky. “The Performance of Hedge Fund Strategies and the Asymmetry of Return Distributions.” European Financial Management, 13, no. 2, (2007): 309–331.
Fins.com. www.fins.com/Finance/Companies/140/Moore-Capital-Management.
Forbes.com. www.forbes.com/profile/louis-bacon.
Fung, W., and D. A. Hsieh. “Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds.” Review of Financial Studies 10, no. 2 (1997): 275–303.
Fung, W. and D. A. Hsieh. “A Primer on Hedge Funds.” Journal of Empirical Finance 6, no.3 (1999): 309–331, ISSN 0927-5398, 10.1016/S0927-5398(99) 00006-7.
Institutional Investor. “Louis Bacon, Macro Maestro.” www.institutionalinvestor.com/Popups/PrintArticle.aspx?ArticleID=2855575.
Pruchnicka-Grabias, I. “Global Macro Hedge Funds Investment Results during Different Market Conditions.” Pravni Vjesnik 10, no. 3/4 (2010): 149–164.
Stockpickr.com, www.stockpickr.com/pro/portfolio/moore-capital/?page=1.
Tudor Funds. www.tudorfunds.com/TUDOR/WEB/me.get?dps.home ...
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