References and Additional Reading
Ackerman, C., R. McEnally, et al. “The Performance of Hedge Funds: Risk, Return and Incentives” Journal of Finance 54 (1999): 833–874.
Agarwal, V., N. D. Daniel, et al. “Flows, Performance and Managerial Incentives in Hedge Funds” Centre for Financial Research, Cologne: 44, 2004.
Agarwal, V., and N. Y. Naik. “On Taking the Alternative Route: Risks, Rewards, Style and Performance Persistence of Hedge Funds” Working paper, 1999.
Agarwal, V., and N. Y. Naik. “Multiperiod Performance Persistence of Hedge Funds” Journal of Quantitative Analysis 35 (2000): 327–342.
Aggarwal, R., and P. Jorion. “The Performance of Emerging Hedge Funds and Managers.” Journal of Finance 96 (May 2010).
Amenc, N., and L. Martellini., “The Alpha and the Omega of Hedge Fund Performance.,” Working paper, Edhec/USC, 2003.
Ammann, M., and P. Moerth. “Impact of Fund Size on Hedge Fund Performance.” The Journal of Asset Management 6, no. 3 (2005): 219–238.
Amenc, N., L. Martellini, et al. “Benefits and Risk of Alternative Investment Strategies.” Journal of Asset Management 4, no. 2 (2003): 96–118.
Amin, G., and H. M. Kat. “Hedge Fund Performance 1990–2000: Do the Money Machines Really Add Value?” Journal of Financial and Quantitative Analysis 38, no. 2 (2003): 251–274.
Baquero, G. J. “Survival, Look Ahead Bias and the Persistence in Hedge Fund Returns.” Working paper, 2002.
Bares, P. A., et al. “Performance in the Hedge Fund Industry: An Analysis of Short and Long Term Persistence.” ...
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