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Volatility of aggregate volatility and hedge funds returns
Agarwal, Vikas; Arisoy, Y. Eser; Naik, Narayan Y. - Institut für Finanzmarktforschung, Wirtschafts- und … - 2015
the performance of hedge funds both in the cross-section and over time. We measure uncertainty via volatility of aggregate …
Persistent link: https://www.econbiz.de/10011193684
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On the relative performance of multi-strategy and funds of hedge funds
Agarwal, Vikas; Kale, Jayant R. - Institut für Finanzmarktforschung, Wirtschafts- und … - 2007
. The superior performance of MS funds continues to hold even when we control for fund characteristics such as size … MS funds and FOFs can co-exist in equilibrium in view of the significant differential in performance? We suggest that … ability in MS funds may be the driving force behind their superior performance relative to FOFs. …
Persistent link: https://www.econbiz.de/10010957220
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Volatility of aggregate volatility and hedge funds returns
Agarwal, Vikas; Arisoy, Y. Eser; Naik, Narayan Y. - 2015
performance of hedge funds both in the cross-section and over time. We measure uncertainty about volatility of the market …-taking incentives arising from performance-based compensation of hedge funds. …
Persistent link: https://www.econbiz.de/10011310183
Cover Image
On the relative performance of multi-strategy and funds of hedge funds
Agarwal, Vikas; Kale, Jayant R. - 2007
. The superior performance of MS funds continues to hold even when we control for fund characteristics such as size … MS funds and FOFs can co-exist in equilibrium in view of the significant differential in performance? We suggest that … ability in MS funds may be the driving force behind their superior performance relative to FOFs. …
Persistent link: https://www.econbiz.de/10010308689
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Volatility of aggregate volatility and hedge funds returns
Agarwal, Vikas; Arisoy, Yakup Eser; Naik, Narayan Y. - 2015 - This version: June 7, 2015
performance of hedge funds both in the cross-section and over time. We measure uncertainty about volatility of the market …-taking incentives arising from performance-based compensation of hedge funds. …
Persistent link: https://www.econbiz.de/10011308590
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Volatility of aggregate volatility and hedge funds returns
Agarwal, Vikas; Arisoy, Yakup Eser; Naik, Narayan Y. - 2015 - This version: January 31, 2015
the performance of hedge funds both in the cross-section and over time. We measure uncertainty via volatility of aggregate …
Persistent link: https://www.econbiz.de/10010485488