Matches in SemOpenAlex for { <https://semopenalex.org/work/W3122300867> ?p ?o ?g. }
- W3122300867 endingPage "401" @default.
- W3122300867 startingPage "362" @default.
- W3122300867 abstract "Abstract The contribution of this paper is to provide an overview and new empirical evidence on hedge fund performance persistence, which has been a controversial issue in the academic literature during the last several years. In the first step, we review recent studies and put them into a joint evaluation of hedge fund performance persistence. In the second step, the methodological framework developed in the overview is used to present new empirical evidence. We find different levels of performance persistence depending on the statistical methodology and the hedge fund strategy employed. In our study, performance persistence cannot be explained by the use of option‐like strategies, but it can be partially explained by survivorship and backfilling bias. Differences among hedge fund strategies might be explained by return smoothing. Finally, we develop a rationale for choosing between different methodologies to measure performance persistence and conclude that the multi‐period Kolmogorov‐Smirnov test is the most useful for evaluating performance persistence of hedge funds." @default.
- W3122300867 created "2021-02-01" @default.
- W3122300867 creator A5064432251 @default.
- W3122300867 date "2009-03-01" @default.
- W3122300867 modified "2023-10-16" @default.
- W3122300867 title "Does Hedge Fund Performance Persist? Overview and New Empirical Evidence" @default.
- W3122300867 cites W137253867 @default.
- W3122300867 cites W1552362148 @default.
- W3122300867 cites W1580422023 @default.
- W3122300867 cites W1753190901 @default.
- W3122300867 cites W1888425785 @default.
- W3122300867 cites W1921832629 @default.
- W3122300867 cites W1967346054 @default.
- W3122300867 cites W1969056503 @default.
- W3122300867 cites W1972874959 @default.
- W3122300867 cites W1980071406 @default.
- W3122300867 cites W1982202473 @default.
- W3122300867 cites W1992897607 @default.
- W3122300867 cites W1995834279 @default.
- W3122300867 cites W2016334400 @default.
- W3122300867 cites W2019111570 @default.
- W3122300867 cites W2021458729 @default.
- W3122300867 cites W2028203519 @default.
- W3122300867 cites W2037119150 @default.
- W3122300867 cites W2039352825 @default.
- W3122300867 cites W2041188887 @default.
- W3122300867 cites W2055626764 @default.
- W3122300867 cites W2056700911 @default.
- W3122300867 cites W2057445524 @default.
- W3122300867 cites W2061197358 @default.
- W3122300867 cites W2063941465 @default.
- W3122300867 cites W2064069416 @default.
- W3122300867 cites W2068046750 @default.
- W3122300867 cites W2076618358 @default.
- W3122300867 cites W2077791698 @default.
- W3122300867 cites W2091637085 @default.
- W3122300867 cites W2098996963 @default.
- W3122300867 cites W2101434526 @default.
- W3122300867 cites W2101833972 @default.
- W3122300867 cites W2103104088 @default.
- W3122300867 cites W2106513880 @default.
- W3122300867 cites W2106572203 @default.
- W3122300867 cites W2107539208 @default.
- W3122300867 cites W2117178635 @default.
- W3122300867 cites W2118320195 @default.
- W3122300867 cites W2136120210 @default.
- W3122300867 cites W2144209007 @default.
- W3122300867 cites W2164818691 @default.
- W3122300867 cites W2167423526 @default.
- W3122300867 cites W2186415529 @default.
- W3122300867 cites W2222922075 @default.
- W3122300867 cites W3022442630 @default.
- W3122300867 cites W3023539864 @default.
- W3122300867 cites W3122187992 @default.
- W3122300867 cites W3122221663 @default.
- W3122300867 cites W3122840957 @default.
- W3122300867 cites W3123289848 @default.
- W3122300867 cites W3123722107 @default.
- W3122300867 cites W3124650021 @default.
- W3122300867 cites W3124792793 @default.
- W3122300867 cites W3125058002 @default.
- W3122300867 cites W3125429255 @default.
- W3122300867 cites W3125500800 @default.
- W3122300867 cites W3126060244 @default.
- W3122300867 cites W3126082197 @default.
- W3122300867 cites W4241584625 @default.
- W3122300867 cites W4248290786 @default.
- W3122300867 doi "https://doi.org/10.1111/j.1468-036x.2008.00471.x" @default.
- W3122300867 hasPublicationYear "2009" @default.
- W3122300867 type Work @default.
- W3122300867 sameAs 3122300867 @default.
- W3122300867 citedByCount "63" @default.
- W3122300867 countsByYear W31223008672012 @default.
- W3122300867 countsByYear W31223008672013 @default.
- W3122300867 countsByYear W31223008672014 @default.
- W3122300867 countsByYear W31223008672015 @default.
- W3122300867 countsByYear W31223008672016 @default.
- W3122300867 countsByYear W31223008672017 @default.
- W3122300867 countsByYear W31223008672018 @default.
- W3122300867 countsByYear W31223008672019 @default.
- W3122300867 countsByYear W31223008672020 @default.
- W3122300867 countsByYear W31223008672021 @default.
- W3122300867 countsByYear W31223008672022 @default.
- W3122300867 countsByYear W31223008672023 @default.
- W3122300867 crossrefType "journal-article" @default.
- W3122300867 hasAuthorship W3122300867A5064432251 @default.
- W3122300867 hasBestOaLocation W31223008672 @default.
- W3122300867 hasConcept C10138342 @default.
- W3122300867 hasConcept C105795698 @default.
- W3122300867 hasConcept C106159729 @default.
- W3122300867 hasConcept C111472728 @default.
- W3122300867 hasConcept C120936955 @default.
- W3122300867 hasConcept C127413603 @default.
- W3122300867 hasConcept C138885662 @default.
- W3122300867 hasConcept C141571065 @default.
- W3122300867 hasConcept C149782125 @default.
- W3122300867 hasConcept C162118730 @default.
- W3122300867 hasConcept C162324750 @default.