Style Analysis and Classification of Hedge Funds

被引:12
|
作者
Ben Dor, Arik [1 ]
Dynkin, Lev [1 ]
Gould, Tony [1 ]
机构
[1] Lehman Bros, New York, NY 10020 USA
来源
JOURNAL OF ALTERNATIVE INVESTMENTS | 2006年 / 9卷 / 02期
关键词
D O I
10.3905/jai.2006.655934
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:10 / 29
页数:20
相关论文
共 50 条
  • [1] Generalised style analysis of hedge funds
    V Agarwal
    N Y Naik
    [J]. Journal of Asset Management, 2000, 1 (1) : 93 - 109
  • [2] The style consistency of hedge funds
    Gibson, Rajna
    Gyger, Sebastien
    [J]. EUROPEAN FINANCIAL MANAGEMENT, 2007, 13 (02) : 287 - 308
  • [3] Hedge funds with style - Style analysis and management are crucial to success.
    Brown, SJ
    Goetzmann, WN
    [J]. JOURNAL OF PORTFOLIO MANAGEMENT, 2003, 29 (02): : 101 - +
  • [4] Different in Nature, Common in Style: View Commonality of Single Hedge Funds and Funds of Hedge Funds
    Konstantinov, Gueorgui
    Rebmann, Jonas
    [J]. JOURNAL OF ALTERNATIVE INVESTMENTS, 2020, 23 (02): : 49 - 66
  • [5] Style and Skill: Hedge Funds, Mutual Funds, and Momentum
    Grinblatt, Mark
    Jostova, Gergana
    Petrasek, Lubomir
    Philipov, Alexander
    [J]. MANAGEMENT SCIENCE, 2020, 66 (12) : 5505 - 5531
  • [6] Hedge funds, soviet-style
    Baldwin, W
    [J]. FORBES, 2005, 175 (02): : 22 - 22
  • [7] Style analysis and Value-at-Risk of Asia-focused hedge funds
    Weng, Haijie
    Trueck, Stefan
    [J]. PACIFIC-BASIN FINANCE JOURNAL, 2011, 19 (05) : 491 - 510
  • [8] Asset-based style factors for hedge funds
    Fung, W
    Hsieh, DA
    [J]. FINANCIAL ANALYSTS JOURNAL, 2002, 58 (05) : 16 - 27
  • [9] The profiles of merged hedge funds, funds of hedge funds, and CTA
    Gregoriou G.N.
    Kooli M.
    [J]. Journal of Asset Management, 2017, 18 (1) : 49 - 63
  • [10] Reviewing the hedge funds literature I: Hedge funds and hedge funds' managerial characteristics
    El Kalak, Izidin
    Azevedo, Alcino
    Hudson, Robert
    [J]. INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2016, 48 : 85 - 97