The DOI matches its Crossref record; 34 of the 34 references it cites were found in a registry or an index.
Do hedge funds deliver alpha? A Bayesian and bootstrap analysis☆
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Cites
An Introduction to the Bootstrap
Efron, B., & Tibshirani, R. J. (1994) · doi:10.1201/9780429246593 · Cited by 40,500
Bootstrap methods: another look at the jackknife
Efron, B. (1979) · The Annals of Statistics · doi:10.1214/aos/1176344552 · Cited by 17,602
On Persistence in Mutual Fund Performance
Carhart, M. M. (1997) · The Journal of Finance · doi:10.1111/j.1540-6261.1997.tb03808.x · Cited by 17,283
A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix
Newey, W., & West, K. (1986) · National Bureau of Economic Research · doi:10.3386/t0055 · Cited by 12,278
Estimating and Testing Linear Models with Multiple Structural Changes
Bai, J., & Perron, P. (1998) · Econometrica · doi:10.2307/2998540 · Cited by 6,112
Politis, D. N., & Romano, J. P. (1994) · Journal of the American Statistical Association · doi:10.1080/01621459.1994.10476870 · Cited by 2,649
The Bootstrap and Edgeworth Expansion.
Beran, R., & Hall, P. (1993) · Journal of the American Statistical Association · doi:10.2307/2290736 · Cited by 1,886
Hot Hands in Mutual Funds: Short‐Run Persistence of Relative Performance, 1974–1988
HENDRICKS, D., PATEL, J., & ZECKHAUSER, R. (1993) · The Journal of Finance · doi:10.1111/j.1540-6261.1993.tb04703.x · Cited by 1,219
Risks and Portfolio Decisions Involving Hedge Funds
Agarwal, V., & Naik, N. Y. (2004) · Review of Financial Studies · doi:10.1093/rfs/hhg044 · Cited by 1,212
Self-citationThe Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
Fung, W., & Hsieh, D. A. (2001) · Review of Financial Studies · doi:10.1093/rfs/14.2.313 · Cited by 1,197
Cited by
… and the Cross-Section of Expected Returns
Harvey, C. R., Liu, Y., & Zhu, H. (2016) · Review of Financial Studies · doi:10.1093/rfs/hhv059 · Cited by 2,119
Technical trading revisited: False discoveries, persistence tests, and transaction costs
Bajgrowicz, P., & Scaillet, O. (2012) · Journal of Financial Economics · doi:10.1016/j.jfineco.2012.06.001 · Cited by 253
The performance of emerging hedge funds and managers☆
Aggarwal, R. K., & Jorion, P. (2010) · Journal of Financial Economics · doi:10.1016/j.jfineco.2009.12.010 · Cited by 258
Liang, H., Sun, L., & Teo, M. (2022) · Review of Finance · doi:10.1093/rof/rfac028 · Cited by 167
Self-citation
Metadata
- Authors
- KOSOWSKI, R., NAIK, N., & TEO, M.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 2007-04
- Volume
- 84
- Issue
- 1
- Pages
- 229-264
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W3125058002
- Cited by
- 594
- References
- 34
- FWCI
- 62.59
- Type
- journal article
- Language
- en
- Open access
- green
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- KOSOWSKI, R., NAIK, N., & TEO, M. (2007). Do hedge funds deliver alpha? A Bayesian and bootstrap analysis☆. Journal of Financial Economics. https://doi.org/10.1016/j.jfineco.2005.12.009
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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
