Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds
Data up to Jan 2025
Total Citations Per Year
Abstract
References (13)
THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945-1964
1968 • 4,463 citations
The Performance of Mutual Funds in the Period 1945-1964
1968 • 1,763 citations
Asset allocation
1992 • 1,628 citations
Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings
1989 • 1,430 citations
On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills
2015 • 1,341 citations
On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills
1981 • 1,280 citations
Survivorship Bias in Performance Studies
1992 • 1,161 citations
Approximating Expected Utility by a Function of Mean and Variance
1979 • 886 citations
Assessing the Market Training Performance of Managed Portfolios
1986 • 384 citations
A contingent claim approach to performance evaluation
1994 • 273 citations
The empirical nature of Taylor-Series approximations to expected utility
1994 • 133 citations
Global Yield Curve Event Risks
1996 • 5 citations
Market neutral : state-of-the-art strategies for every market environment
1996 • 4 citations