A primer on hedge funds

Asset allocation

1992 • 1,628 citations

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

1997 • 1,349 citations

Survivorship Bias and Investment Style in the Returns of CTAs

1997 • 219 citations

Hedge Funds and Financial Market Dynamics

1998 • 167 citations

Benefits and Limitations of Diversification Among Commodity Trading Advisors

1996 • 79 citations