Arindam Bandopadhyaya; James L. Grant
A Survey of Demographics and Performance in the Hedge Fund Industry
2007, Journal of Investing, Volume Summer

Chris Veld; Yulia V. Veld-Merkoulova
Portfolio Diversification Benefits of Investing In Stamps
2007, Journal of Alternative Investments, Volume Summer

David E. Kuenzi; Xu Shi
Asset Based Style Analysis for Equity Strategies: The Role of the Volatility Factor
2007, Journal of Alternative Investments, Volume Summer

Ivilina Popova; David P. Morton; Elmira Popova; Jot Yau
Optimizing Benchmark-Based Portfolios with Hedge Funds
2007, Journal of Alternative Investments, Volume Summer

Manuel Ammann; Patrick Moerth
Impact of Fund Size and Fund Flows on Hedge Fund Performance
2008, Journal of Alternative Investments, Volume Summer

Mark Anson; Ho Ho
Building a Hedge Fund Portfolio with Kurtosis and Skewness
2007, Journal of Alternative Investments, Volume Summer

Acito, Christopher J.; Fisher, F. Peter
Fund of Hedge Funds: Rethinking Resource Requirements
2002, Journal of Alternative Investments, Volume 4, Number 4, pp. 25 - 35

Ackermann C.; McEnally R.; Ravenscraft D.
The Performance of Hedge Funds: Risk, Return, and Incentives
1999, Journal of Finance, Volume 54, Number 3, pp. 833-874

Agarwal, Vikas; Daniel, Naveen D. ; Naik, Narayan Y.
Flows, Performance, and Managerial Incentives in the Hedge Fund Industry
2003, Social Science Research Network Electronic Library

Agarwal, Vikas; Naik Narayan Y.
Generalised Style Analysis of Hedge Funds
2000, Journal of Asset Management, Volume 1, Number 1, pp. 93-109

Agarwal, Vikas; Naik, Narayan Y.
Multi-Period Performance Persistence Analysis of Hedge Funds
2000, Journal of Financial and Quantitative Analysis, Volume 35, Number 3

Agarwal, Vikas; Naik, Narayan Y.
On Taking the "Alternative" Route: The Risks, Rewards, and Performance Persistence of Hedge Funds
2000, Journal of Alternative Investments, Volume 2, Number 4, pp. 6 - 23

Agarwal, Vikas; Naik, Narayan Y.
Risks and Portfolio Decisions involving Hedge Funds
2003, Review of Financial Studies

Agarwal, Vikas; Naik, Narayan Y.
Does Gain-Loss Analysis Outperform Mean-Variance Analysis? Evidence from Portfolios of Hedge Funds and Passive Strategies
2000, Journal of Empirical Finance

Alex Grecu; Burton G. Malkiel; Atanu Saha
Why Do Hedge Funds Stop Reporting Performance?
2007, Journal of Portfolio Management, Volume Fall

Alexander S. Cherny, Raphael Douady, Stanislav Molchanov
On Measuring Risk with Scarce Observations
2008, Social Science Research Network Electronic Library

Alon Brav, Wei Jiang, Frank Partnoy, Randall S. Thomas
The Returns to Hedge Fund Activism
2008, Social Science Research Network Electronic Library

Amenc, Noel; El Bied, Sina; Martellini, Lionel
Predictability in Hedge Fund Returns
2003, Financial Analysts Journal, Volume 59, Number 5, pp. 32-46

Amenc, Noel; Martellini, Lionel
Portfolio Optimization and Hedge Fund Style Allocation Decisions
2002, Journal of Alternative Investments, Volume 5, Number 2, pp. 7-20

Amenc, Noel; Martellini, Lionel
Its Time for Asset Allocation
2001, Journal of Financial Transformation

Amenc, Noel; Martellini, Lionel
The Brave New World of Hedge Fund Indices
2002, Edhec Publications

Amenc, Noel; Martellini, Lionel
The Alpha and Omega of Hedge Fund Performance Measurement
2003, Edhec Publications

Amenc, Noel; Martellini, Lionel; Mathieu Vaissi
Benefits and Risks of Alternative Investment Strategies
2002, Edhec Publications

Andrew Ang, Matthew Rhodes-Kropf, Rui Zhao
Do Funds-of-Funds Deserve Their Fees-on-Fees?
2008, Social Science Research Network Electronic Library

Andrew W Lo
Risk Management for Hedge Funds: Introduction and Overview
2001, Financial Analysts Journal, Volume 57, Number 6, pp. 16

Anne-Valere Amo; Helene Harasty; Pierre Hillion
Diversification Benefits of Funds of Hedge Funds: Identifying the Optimal Number of Hedge Funds
2007, Journal of Alternative Investments, Volume Fall

Anson, Mark
Financial Market Dislocations and Hedge Fund Returns
2002, Journal of Alternative Investments, Volume 5, Number 3, pp. 78-88

Anson, Mark
Hedge Fund Transparency
2002, Journal of Wealth Management, Volume 5, Number 2, pp. 79 - 83

Anson, Mark J.P.
Hedge Fund Incentive Fees
2001, Journal of Alternative Investments, Volume 4, Number 2, pp. 43 - 48

Anson, Mark J.P.
An Institutional View of the Hedge Fund World
2001, Journal of Investing, Volume 10, Number 2, pp. 83 - 90

Anson, Mark J.P.
Selecting a Hedge Fund Manager
2000, Journal of Wealth Management, Volume 3, Number 3, pp. 45 - 52

Anson, Mark J.P.
Should Hedge Funds Be Institutionalized?
2001, Journal of Investing, Volume 10, Number 3, pp. 69 - 74

Anson, Mark J.P.
Symmetrical Performance Measures and Asymmetrical Trading Strategies: A Cautionary Example
2002, Journal of Alternative Investments, Volume 5, Number 1, pp. 81-85

APRIL KLEIN and EMANUEL ZUR
Entrepreneurial Shareholder Activism: Hedge Funds and Other Private Investors
2008, Journal of Finance

Asness, Clifford S.; Krail, Robert J.; Liew, John M.
Alternative Investments: Do Hedge Funds Hedge?
2001, Journal of Portfolio Management, Volume 28, Number 1, pp. 6-19

Baghai-Wadji , Ramin;El-Berry , Rami;Klocker, Stefan; Schwaiger, Markus S.
Changing Investment Styles - Style Creep and Style Gaming in the Hedge Fund Industry
2006, Social Science Research Network Electronic Library

Baghai-Wadji, Ramin; El-Berry, Rami; Klocker, Stefan; Schwaiger, Markus S.
Changing Investment Styles - Style Creep and Style Gaming in the Hedge Fund Industry
2006, Social Science Research Network Electronic Library

Baquero, Guillermo; ter Horst, Jenke R.; Verbeek, Marno
Survival, Look-Ahead Bias and the Performance of Hedge Funds
2002, EconPapers

Bares, Pierre-Antoine; Gibson, Rajna; Gyger, Sebastien
Hedge Fund Allocation with Survival Uncertainty and Investment Constraints
2002, Social Science Research Network Electronic Library

Bares, Pierre-Antoine; Gibson, Rajna; Gyger, Sebastien
Style Consistency and Survival Probability in the Hedge Funds Industry
2003, University of Zurich

Barr, Dean; Beeman, David; Russell, Craig; Weinreich, Joshua; Yip, Kenneth
Evolution of an Essential Asset Class--Absolute Return Strategies
2000, Journal of Investing, Volume 9, Number 4, pp. 9 - 24

Berenyi, Zsolt
Measuring Hedge Fund Risk with Multi-moment Risk Measures
2002, Social Science Research Network Electronic Library

Bill Ding, Hany A. Shawky, Jianbo Tian
Liquidity Shocks, Size and the Relative Performance of Hedge Fund Strategies
2008, Social Science Research Network Electronic Library

Bing Liang
Hedge Fund Performance: 19901999
2000, Financial Analysts Journal, Volume 57, Number 1, pp. 11

Bing Liang
On the performance of hedge funds
2000, Financial Analysts Journal, Volume 55, Number 4, pp. 72

Bing Liang
Hedge fund performance: 1990-1999
2001, Financial Analysts Journal, Volume 57, Number 1, pp. 11

Bollen, Nicolas; Whaley, Robert
Hedge Fund Risk Dynamics: Implications for Performance Appraisal
2007, Social Science Research Network Electronic Library

Bortnick, Jeffrey S.; Cohen, James R.; Jacob, Nancy L.
Tax-Efficient Livesting Using Private Placement Variable Life Insurance and Annuities
1999, Journal of Wealth Management, Volume 2, Number 3, pp. 27 - 35

Bouges, Janie Casello
Why the SEC's First Attempt at Hedge Fund Adviser Registration Failed
2006, Journal of Alternative Investments, Volume Winter

Branch, Ben; Yang, Taewon
Merger Arbitrage: Evidence of Profitability
2001, Journal of Alternative Investments, Volume 4, Number 2, pp. 17 - 32

Brealey, Richard A.; Kaplanis, Evi
Hedge Funds and Financial Stability: An Analysis of their Factor Exposures
2001, Journal of International Finance, Volume 4, Number 1, pp. 161 - 187

Brittain, Bruce
Hedge Funds and Public Policy: The Search for the Silver Bullet
1999, Journal of Alternative Investments, Volume 2, Number 2, pp. 77 - 95

Brown J. Stephen; William N. Goetzmann; Park, James
Conditions for Survival: Changing Risk and the Performance for Hedge Fund Managers and CTAs
2001, Working Paper-Yale University

Brown, Stephen J.; Goetzmann, William N.
Hedge Funds with Style
2003, Journal of Portfolio Management, Volume 29, Number 2, pp. 101-112

Brown, Stephen J.; Goetzmann, William N.; Park, James M.
Hedge Funds and the Asian Currency Crisis
2000, Journal of Portfolio Management, Volume 26, Number 4, pp. 95 - 101

Brunel, Jean L.P.
Absolute Return Strategies Revisited
2002, Journal of Wealth Management, Volume 4, Number 4, pp. 63 - 75

Burke, John; Pagli, John M., Jr.
Convertible Arbitrage: A Manager
1999, Journal of Alternative Investments, Volume 2, Number 1, pp. 72 - 78

Capital Market Inc.
Hedge Fund Survey: Risk Management Overview
2000, Journal of Alternative Investments, Volume 3, Number 2, pp. 7 - 19

Capocci, Daniel
New Ph.D. Thesis: An Analysis of Hedge Fund Strategies
2007, Albourne Village

Capocci, Daniel; Hubner, Georges
An Analysis of Hedge Fund Performance 1984-2000
2003, Edhec Publications

Center for International Securities and Derivatives Markets
Performance Measurement in Traditional and Alternative Investment Strategies: A Statistical Review
2001, Journal of Alternative Investments, Volume 4, Number 1, pp. 74 - 80

Chan, Nicholas; Getmansky, Mila; Haas, Shane; Lo, Andrew
Do Hedge Funds Increase Systemic Risk
2006, Economic Review - FRB Atlanta, Volume 91, Number 4

Chande, Tushar S.
Controlling Risk And Managing Investor Expectations By Modeling The Dynamics Of Looses In Hedge Funds
1999, Derivatives Quarterly, Volume 5, Number 3, pp. 52 - 58

Chincarini, Ludwig B.
The Amaranth Debacle: Failure of Risk Measures or Failure of Risk Management?
2006, Social Science Research Network Electronic Library

Chris Brooks;Andrew Clare;Nick Motson
The Gross Truth About Hedge Fund Performance and Risk: The Impact of Incentive Fees
2007, Social Science Research Network Electronic Library

Christory, Corentin Daul, Stephane Giraud, Jean-Rene
Quantification of Hedge Fund Default Risk
2006, Journal of Alternative Investments, Volume Fall

Colvin, Barry ; Rostron, Kirk
Multi-Manager Funds: A Manager's Perspective
1999, Journal of Alternative Investments, Volume 2, Number 2, pp. 56-62

Conner, Andrew
Asset Allocation Effects of Adjusting Alternative Assets for Stale Pricing
2003, Journal of Alternative Investments, Volume 6, Number 3, pp. 42-52

Craig French and Damian Ko
How Hedge Funds Beat the Market
2007, Journal of Investment Management

Craig French, Jimmy Liew
Neutralizing Betas without Neutralizing Alphas in Funds of Hedge Funds
2008, Social Science Research Network Electronic Library

Crapple, George E.
Practitioner's Corner: "Are All Alternative Assets Hedge Funds?"
1999, Journal of Alternative Investments, Volume 1, Number 4, pp. 79-84

Crowder, Garry; Hennessee, Lee
Hedge Fund Indices
2001, Journal of Alternative Investments, Volume 4, Number 1, pp. 67 - 73

Cvitanic, Jaksa; Lazrak, Ali; Martellini, Lionel; Zapatero, Fernando
Optimal allocation to hedge funds: an empirical analysis
2003, Quantitative Finance, Volume 3, pp. 1-12

Daniel Giamouridis and Ioannis D. Vrontos
Hedge fund portfolio construction: A comparison of static and dynamic approaches
2007, Journal of Banking and Finance

Dash, Srikant; Moran, Matthew T.
VIX as a Companion for Hedge Fund Portfolios
2005, Journal of Alternative Investments

Dean P. Foster and H. Peyton Young
The Hedge Fund Game: Incentives, Excess Returns, and Piggy‐Backing
2008, Wharton Working Papers

Ding, Bill; Shawky, Hany A.
The Performance of Hedge Fund Strategies and the Asymmetry of Return Distributions
2007, European Financial Management, Volume 13, Number 2, pp. 309-331

Dopfel, Frederick E.
How Hedge Funds Fit
2005, Journal of Portfolio Management, Volume Summer

Dor, Arik Ben Dynkin, Lev Gould, Anthony
Style Analysis and Classification of Hedge Funds
2006, Journal of Alternative Investments, Volume Fall

DOUGLAS CUMMING
Hedge Fund Regulation and Misreported Returns
2008, Social Science Research Network Electronic Library

Drippe, Peter; Eyrick, Dwight
Trading Strategy Forum: Merger Arbitrage
2001, Journal of Alternative Investments, Volume 4, Number 2, pp. 67 - 72

Dubil, Robert; Harjoto, Maretno
Are Venture Capital Firms and Hedge Funds Safer than Mutual Funds? A Theory of Investor Loss Aversion
2003, Journal of Wealth Management, Volume 6, Number 2, pp. 86 - 95

Edwards, Franklin
Hedge Funds and Investor Protection Regulation
2006, Economic Review - FRB Atlanta, Volume 91, Number 4

Edwards, Franklin R.
Do Hedge Funds Have a Future?
1999, Journal of Alternative Investments, Volume 2, Number 2, pp. 63 - 68

Edwards, Franklin R.; Liew, Jimmy
Hedge Funds versus Managed Futures as Asset Classes
1999, Journal of Derivatives, Volume 6, Number 4, pp. 45 - 64

Eling, Martin
Performance measurement of hedge funds using data envelopment analysis
2006, Financial Markets and Portfolio Management

Favre, Laurent ; Galeano, Jose-Antonio
Hedge Funds Allocation: Case Study of a Swiss Institutional Investor
2001, Hedgeworld

Favre, Laurent ; Signer, Andreas
The Difficulties of Measuring the Benefits of Hedge Funds
2002, Journal of Alternative Investments, Volume 5, Number 1, pp. 31-42

Favre, Laurent; Galeano, Jose-Antonio
An Analysis of Hedge Fund Performance Using Loess Fit Regression
2002, Journal of Alternative Investments, Volume 4, Number 4, pp. 8 - 24

Fothergill, Martin; Coke, Carolyn
Funds of Hedge Funds: An Introduction to Multi-Manager Funds
2001, Journal of Alternative Investments, Volume 4, Number 2, pp. 7 - 16

Francois-Eric Racicot; Raymond Theoret
A Study of Dynamic Market Strategies of Hedge Funds Using the Kalman Filter
2007, Journal of Wealth Management, Volume Winter

Fung, William; Hsie, Davie
Hedge Funds: An Industry in Its Adolescence
2006, Economic Review - FRB Atlanta, Volume 91, Number 4

Fung, William; Hsieh, David A.
Hedge-Fund Benchmarks: Information Content and Biases
2002, Journal of Alternative Investments, Volume 58, Number 1

Fung, William; Hsieh, David A.
Performance Characteristics of Hedge Funds and CTA Funds: Natural Versus Spurious Biases
2000, Journal of Financial and Quantitative Analysis, Volume 35, pp. 291-307

Fung, William; Hsieh, David A.
The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
2001, Review of Financial Studies, Volume 14, pp. 313-341

Fung, William; Hsieh, David A.
Asset-based style factors for hedge funds
2002, Financial Analysts Journal, Volume 58, pp. 16-27

Fung, William; Hsieh, David A.
Risk in Fixed-Income Hedge Fund Styles
2002, Journal of Fixed Income, Volume 12, pp. 6-27

Fung, William; Hsieh, David A.
Measuring the Market Impact of Hedge Funds
2000, Journal of Empirical Finance, Volume 7, pp. 1-36

Fung, William; Hsieh, David A.
Is Mean-Variance Analysis Applicable to Hedge Funds?
1999, Economic Letters, Volume 62, pp. 53-58

Fung, William; Hsieh, David A.
A Primer on Hedge Funds
1999, Journal of Empirical Finance, Volume 6, pp. 309-331