This is a PDF-only article. The first page of the PDF of this article appears above.
Don’t have access? Register today to begin unrestricted access to our database of research.
Log in using your username and password
In this issue
Jump to section
Similar Articles
Cited By...
- Fund Asset Inference Using Machine Learning Methods: Whats in That Portfolio?
- Factors in Time: Fine-Tuning Hedge Fund Replication
- Introducing Objective Benchmark-Based Attribution in Private Equity
- A Machine Learning Approach to Risk Factors: A Case Study Using the Fama-French-Carhart Model
- Optimal Blending of Smart Beta and Multifactor Portfolios
- Do Long-Short and Market Neutral Mutual Funds Sail on an Even Keel?
- Measuring Factor Exposures: Uses and Abuses
- Style Comparison of U.S. Islamic Equity Market Indexes
- Should Preferred Stock Funds Be Included in Mutual * Fund Portfolios?
- Currency Crowdedness Generated by Global Bond Funds
- Factor Investing with Smart Beta Indices
- Classifying Single-Manager Hedge Funds: Some New Insights
- U.S. Presidential Politics and the Asset Allocation * Decisions of Individual Investors
- The Risk of Premiums
- Classifying and Measuring the Performance of Socially Responsible Mutual Funds
- What Is an Index?
- The Association of Hedge Fund Performance with Manager Location, Domicile, and Choice of Service Provider
- A Transparent View into Hedge Fund Portfolios
- International Low-Risk Investing
- Hedge Fund Replication Using Shrinkage Methodologies
- Can Alpha Be Captured by Risk Premia?
- Exploring Limitations of Return-Based Exposure Estimation for Hedge Funds
- The Asset Allocation of Managers and Investors: Evidence from Hybrid Funds
- Send in the Clones? Hedge Fund Replication Using Futures Contracts
- Is There Alpha in Institutional Emerging-Market Equity Funds?
- Hedge Fund Dynamic Market Sensitivity
- Is Traditional Indexation Passe? Vanguard Versus the Enhanced Indexers: DFA, RAFI, and WisdomTree
- Islamic Equity Investing: Alternative * Performance Measures and Style Analysis
- What Drives the Tracking Error of Hedge Fund Clones?
- Funds of Hedge Funds: A Comparative Analysis * Before, During, and After the Housing Bubble
- Risk Budgeting with Asset Class and Risk Class Approaches
- Energy Stocks as a Separate Portfolio Allocation
- The Determinants of the Importance of Asset * Allocation
- Regime-Dependent Nonlinear Analysis of * Hedge Funds
- A Structural Analysis of Mutual Fund Performance: A Comparative Study for Domiciliation Places
- A Statistical Analysis of Mutual Fund Performance Measures: The Relevance of IRs, Betas, and Sharpe Ratios
- The End of the Boutique: Concentration in the Institutional Asset Management Industry
- Enhanced versus Passive Mutual Fund Indexing: Has DFA Outperformed Vanguard by Enough to Justify Its Advisor and Transaction Fees?