Hedge funds: an industry in its adolescence

The Cross‐Section of Expected Stock Returns

1992 • 15,031 citations

Asset allocation

1992 • 1,628 citations

Returns from Investing in Equity Mutual Funds 1971 to 1991

1995 • 1,493 citations

Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds

1997 • 1,349 citations

Risks and Portfolio Decisions Involving Hedge Funds

2003 • 1,309 citations

The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers

2001 • 1,271 citations

The Performance of Hedge Funds: Risk, Return, and Incentives

1999 • 1,170 citations

Survivorship Bias in Performance Studies

1992 • 1,161 citations

Hedge Funds and the Technology Bubble

2004 • 1,119 citations

Hedge Fund Benchmarks: A Risk-Based Approach

2004 • 1,051 citations

An econometric model of serial correlation and illiquidity in hedge fund returns

2004 • 1,039 citations

Does Option Compensation Increase Managerial Risk Appetite?

2000 • 927 citations

Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases

2000 • 871 citations

Hedge Funds: Performance, Risk, and Capital Formation

2008 • 638 citations

Hedge Funds: The Living and the Dead

2000 • 624 citations

High‐Water Marks and Hedge Fund Management Contracts

2003 • 599 citations

On Market Timing and Investment Performance Part I: An Equilibrium Theory of Value for Market Forecasts

2011 • 555 citations

Do Hedge Funds Hedge?

2001 • 488 citations

A primer on hedge funds

1999 • 377 citations

Path Dependent Options: “Buy at the Low, Sell at the High”

1979 • 270 citations

Multifactor Analysis of Hedge Fund, Managed Futures, and Mutual Fund Return and Risk Characteristics

1998 • 192 citations

Hedge Funds and Financial Market Dynamics

1998 • 167 citations

Characteristics of Risk and Return in Risk Arbitrage

2001 • 163 citations

Risk in Fixed-Income Hedge Fund Styles

2002 • 162 citations

Measuring the market impact of hedge funds

2000 • 151 citations

EXTRACTING PORTABLE ALPHAS FROM EQUITY LONG/SHORT HEDGE FUNDS

2005 • 83 citations

Path-dependent options

1992 • 57 citations

Do Hedge Funds Disrupt Emerging Markets?

2000 • 48 citations

Are 'Market Neutral' Hedge Funds Really Market Neutral?

2004 • 44 citations

A Reality Check on Hedge Funds Returns

2003 • 39 citations

Hedge Funds and Investor Protection Regulation

2006 • 11 citations

Risk and Return in Fixed Income Arbitage: Nickels in Front of a Steamroller?

2005 • 7 citations

Corporate governance and hedge fund management

2006 • 2 citations