Standard risk metrics tend to underestimate the true risks of hedge funds because of serial
correlation in the reported returns. derive mean, variance, Sharpe ratio, and beta formulae …

This paper examines hedge fund inceptions in a competitive market. Using the recursive
demeaning estimation method, we find hedge fund inceptions are positively related to …

Alternative assets such as private equity, hedge funds, real estate, and infrastructure now
form a substantial part of the portfolios of institutional investors, with their popularity having …

This paper explores the gamma trading, timing and managerial skills of individual hedge
funds across categories. We replicate the non-linear payoffs of hedge funds with traded …

I study whether increased transparency of mutual fund portfolio disclosures affects the
riskiness of funds' portfolios. Exploiting the staggered adoption of the SEC's Form N-PORT …

Using 13F position valuations, we show that hedge fund advisors intentionally mismark their
stock positions. We document manipulation even after eliminating issues inherent in the …

In this study, I document patterns in hedge fund returns that suggest that reporting
manipulation is significant and pervasive for hedge funds with discretion in valuing their …

Eighty-two percent of Jamaican workers are employed by micro, small, and medium-sized
enterprises, but only 5.1% of private sector entrepreneurial endeavors remain open after 42 …

Poor hedge fund performance can impede the financial performance of a business
organization. Despite the success of hedge funds, they incurred a loss of 33% during the …

This study examines the most optimal hedging portfolio for some selected emerging and
developed markets by employing dynamic conditional variances and dynamic conditional …