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Alphabet
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Ackerman,
Carl, Richard McEnally, and David Ravenscraft, 1999, "The
Performance of Hedge Funds: Risk, Return and Incentives," Journal
of Finance, 54, 833-874.
Agarwal,
Vikas and Narayan Y. Naik (2000a), "Multi-Period Performance
persistence Analysis of Hedge Fund," Journal of Financial
and Quantitative Analysis, Vol. 35, No. 2.
Agarwal,
Vikas and Narayan Y. Naik (2000b), "Performance Evaluation
of Hedge Funds with Option-based and Buy-and-Hold Strategies," working
paper, September.
Agarwal,
Vikas and Narayan Y. Naik (2000c), "On Taking the "Alternative"
Route: The Risks, Rewards and Performance Persistence of
Hedge Funds," Journal of Alternative Investments, Vol.
2, No. 4 (Spring), pp 6-23.
AIMR
(1999), Standards of Practice Handbook, Eighth edition.
Amin,
Gaurav S. and Harry Kat (2001), "Hedge Fund Performance
1990-2000 - "Do the "Money Machines" Really Add Value?" working
paper, July.
Amott,
Robert D., and David J. Leinweber (1994), "Long-Short
Strategies Reassessed," Financial Analysts Journal,
Vol. 50, No. 5, September/ October, pp. 76-78.
Bernstein,
Peter L (1999), "Wimps and Consequences," Journal
of Portfolio Management, Vol. 26, No1, Fall, pp. 1.
Bodie,
Zvi; Kane, Alex; and Alan J. Marcus (1993), Investments, 2nd
edition, Irwin.
Brown,
Stephen J., William N. Goetzmann (1995), "Performance
Persistence," Journal of Finance, 50, 679-698
Brown,
Stephen, William Goetzmann, and James Park (1997), "Hedge
Funds and the Asian Currency Crisis of 1997," forthcoming
Journal of Portfolio Management.
Brown,
Stephen, William Goetzmann, and James Park, 1997, "Conditions
for Survival: Changing Risk and the Performance of Hedge Fund
Managers and CTAs," under review, Journal of Finance.
Brown,
Stephen J. and William N. Goetzmann and Roger G. Ibbotson
(1999), "Offshore Hedge Funds: Survival and Performance,
1989 - 1995," Journal of Business, Vol. 72, No. 1 (January),
pp 91-117.
Brown,
Stephen J. and William N. Goetzmann (2001), "Hedge Funds
with Style," National Bureau of Economic Research Working
Paper, March.
Brown,
Stephen J., William N. Goetzmann and James Park (2001), "Careers
and Survival: Competition and Risk in the Hedge Fund and CTA
Industry," Journal of Finance, October.
Brown,
Stephen J. and William N. Goetzmann, Roger G. Ibbotson
and
Stephen A. Ross (1992), "Survivorship Bias in Performance
Studies," Review of Financial Studies, Vol. 5, No. 4
(Winter), pp 553-580.
Brush,
John S. (1997), "Comparisons and Combinations of Long
an Long-Short Strategies," Financial Analysts Journal,
Vol. 53, No. 3, May/June, pp. 81-89.
Past
performance is not necessarily indicative of future results.
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