This online appendix (OA) contains proofs and additional results to the paper Ebert and
Karehnke (2021)“Skewness Preferences in Choice under Risk.” Online Appendix OA. 1 …

Hedge funds are dynamic, versatile, opaque, and, according to BarclayHedge, their assets
under management have nearly doubled from $2.6 trillion in 2015 to $4.9 trillion in 2021. In …

We use a Bayesian regime switching approach to examine the performance enhancement
of adding US international bond funds to a domestic bond universe pre and post the Global …

We analyze the joint effects of skewness and correlation on risk premia and risk measures.
Returns follow the split bivariate normal distribution, which combines bivariate normal …

Prior academic research on hedge funds focuses predominately on fund strategies in
relation to market timing, stock picking, and performance persistence, among others …

This study examines whether US international equity mutual funds provide out-of-sample
diversification benefits in the presence of no short selling constraints. Ignoring the economic …

Prior academic research on hedge funds focuses predominately on fund strategies in
relation to market timing, stock picking, and performance persistence, among others …

We report systematic, out-of-sample evidence on the benefits to an already well-diversified
investor that may derive from further diversification into various hedge fund strategies. We …

The doctoral dissertation develops the methodology of building the regional hedge funds'
performance measurement models, which underline the importance of the region-specific …

We develop a novel approach to separate alpha and beta under model misspecification. It
comes with formal tests to identify less misspecified models and sharpen the return …