The Convexity and Concavity of the Flow-Performance Relationship for Hedge Funds

SSRN Electronic Journal
doi 10.2139/ssrn.2336118
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

The Diversification Benefits of Hedge Funds and Funds of Hedge Funds

Derivatives Use, Trading & Regulation
2007English

Carry Trades and the Performance of Currency Hedge Funds

Journal of International Money and Finance
EconomicsEconometricsFinance
2013English

The Life Cycle of Hedge Funds: Fund Flows, Size and Performance

SSRN Electronic Journal
2005English

Risk and Return in Hedge Funds and Funds of Hedge Funds: A Cross-Sectional Approach

SSRN Electronic Journal
2010English

The Convexity and the Concavity Derived From Newton's Inequality

Mathematical Inequalities and Applications
MathematicsApplied Mathematics
2012English

Convexity or Concavity Inequalities for Hermitian Operators

Mathematical Inequalities and Applications
MathematicsApplied Mathematics
2004English

Equity Markets and the Performance of Hedge Funds: How Stable Is Persistence?

2013English

Investment Mandates for Hedge Funds

Pensions: An International Journal
2003English

Performance Measurement of Hedge Funds Using Data Envelopment Analysis

Financial Markets and Portfolio Management
2006English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy