Hedge Fund Performance Persistence: A New Approach
Data up to Jan 2025
Total Citations Per Year
Abstract
References (43)
On Persistence in Mutual Fund Performance
1997 • 16,085 citations
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
1993 • 10,751 citations
THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945-1964
1968 • 4,463 citations
On Persistence in Mutual Fund Performance
1997 • 3,173 citations
The Stationary Bootstrap
1994 • 2,211 citations
Mutual Fund Flows and Performance in Rational Markets
2004 • 1,923 citations
Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses
2000 • 1,890 citations
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
1993 • 1,843 citations
The Performance of Mutual Funds in the Period 1945-1964
1968 • 1,763 citations
Survivorship Bias in Performance Studies
1992 • 1,161 citations
Hot Hands in Mutual Funds: Short‐Run Persistence of Relative Performance, 1974–1988
1993 • 1,152 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
The Persistence of Mutual Fund Performance
1992 • 983 citations
Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios
1993 • 911 citations
Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases
2000 • 871 citations
The Persistence of Risk-Adjusted Mutual Fund Performance
1996 • 830 citations
Short-Term Persistence in Mutual Fund Performance
2004 • 674 citations
Hedge Funds: Performance, Risk, and Capital Formation
2008 • 638 citations
Hedge Funds: The Living and the Dead
2000 • 624 citations
Multi-Period Performance Persistence Analysis of Hedge Funds
2000 • 611 citations
High‐Water Marks and Hedge Fund Management Contracts
2003 • 599 citations
Do Winners Repeat?
1994 • 597 citations
Do hedge funds deliver alpha? A Bayesian and bootstrap analysis☆
2007 • 558 citations
Offshore Hedge Funds: Survival and Performance, 1989–95
1999 • 532 citations
Do Hedge Funds Hedge?
2001 • 488 citations
Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry
2001 • 461 citations
The Stationary Bootstrap
1994 • 460 citations
On the Performance of Hedge Funds
2000 • 290 citations
Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance
2005 • 287 citations
Performance Persistence
1995 • 278 citations
Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988
1993 • 262 citations
On Taking the “Alternative” Route
2000 • 243 citations
The Persistence of Mutual Fund Performance
1992 • 200 citations
Bayesian Alphas and Mutual Fund Persistence
2006 • 165 citations
Role of Managerial Incentives and Discretion in Hedge Fund Performance
2006 • 129 citations
The Life Cycle of Hedge Funds: Fund Flows, Size and Performance
2005 • 123 citations
Performance persistence and the source of returns for hedge funds
2004 • 106 citations
A Portrait of Hedge Fund Investors: Flows, Performance and Smart Money
2009 • 95 citations
Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation
2010 • 89 citations
Do managed futures make good investments?
1996 • 72 citations
Investor Flows and Fund Restrictions in the Hedge Fund Industry
2007 • 67 citations
Performance in the Hedge Funds Industry
2003 • 61 citations