The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
William Fung; David A. Hsieh
The Review of Financial Studies, Vol. 14, No. 2. (Summer, 2001), pp. 313-341.
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You have printed the following article:
The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
William Fung; David A. Hsieh
The Review of Financial Studies, Vol. 14, No. 2. (Summer, 2001), pp. 313-341.
Stable URL:
http://links.jstor.org/sici?sici=0893-9454%28200122%2914%3A2%3C313%3ATRIHFS%3E2.0.CO%3B2-Z
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[Footnotes]
3
The Performance of Mutual Funds in the Period 1945-1964
Michael C. Jensen
The Journal of Finance, Vol. 23, No. 2, Papers and Proceedings of the Twenty-Sixth Annual
Meeting of the American Finance Association Washington, D.C. December 28-30, 1967. (May,
1968), pp. 389-416.
Stable URL:
http://links.jstor.org/sici?sici=0022-1082%28196805%2923%3A2%3C389%3ATPOMFI%3E2.0.CO%3B2-G
3
Portfolio Performance Evaluation: Old Issues and New Insights
Mark Grinblatt; Sheridan Titman
The Review of Financial Studies, Vol. 2, No. 3. (1989), pp. 393-421.
Stable URL:
http://links.jstor.org/sici?sici=0893-9454%281989%292%3A3%3C393%3APPEOIA%3E2.0.CO%3B2-8
3
On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for
Market Forecasts
Robert C. Merton
The Journal of Business, Vol. 54, No. 3. (Jul., 1981), pp. 363-406.
Stable URL:
http://links.jstor.org/sici?sici=0021-9398%28198107%2954%3A3%3C363%3AOMTAIP%3E2.0.CO%3B2-I
NOTE: The reference numbering from the original has been maintained in this citation list.
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- Page 2 of 3 -
3
On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating
Forecasting Skills
Roy D. Henriksson; Robert C. Merton
The Journal of Business, Vol. 54, No. 4. (Oct., 1981), pp. 513-533.
Stable URL:
http://links.jstor.org/sici?sici=0021-9398%28198110%2954%3A4%3C513%3AOMTAIP%3E2.0.CO%3B2-D
7
On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for
Market Forecasts
Robert C. Merton
The Journal of Business, Vol. 54, No. 3. (Jul., 1981), pp. 363-406.
Stable URL:
http://links.jstor.org/sici?sici=0021-9398%28198107%2954%3A3%3C363%3AOMTAIP%3E2.0.CO%3B2-I
10
On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for
Market Forecasts
Robert C. Merton
The Journal of Business, Vol. 54, No. 3. (Jul., 1981), pp. 363-406.
Stable URL:
http://links.jstor.org/sici?sici=0021-9398%28198107%2954%3A3%3C363%3AOMTAIP%3E2.0.CO%3B2-I
References
The Pricing of Options and Corporate Liabilities
Fischer Black; Myron Scholes
The Journal of Political Economy, Vol. 81, No. 3. (May - Jun., 1973), pp. 637-654.
Stable URL:
http://links.jstor.org/sici?sici=0022-3808%28197305%2F06%2981%3A3%3C637%3ATPOOAC%3E2.0.CO%3B2-P
Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds
William Fung; David A. Hsieh
The Review of Financial Studies, Vol. 10, No. 2. (Summer, 1997), pp. 275-302.
Stable URL:
http://links.jstor.org/sici?sici=0893-9454%28199722%2910%3A2%3C275%3AECODTS%3E2.0.CO%3B2-J
NOTE: The reference numbering from the original has been maintained in this citation list.
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- Page 3 of 3 -
Path Dependent Options: "Buy at the Low, Sell at the High"
M. Barry Goldman; Howard B. Sosin; Mary Ann Gatto
The Journal of Finance, Vol. 34, No. 5. (Dec., 1979), pp. 1111-1127.
Stable URL:
http://links.jstor.org/sici?sici=0022-1082%28197912%2934%3A5%3C1111%3APDO%22AT%3E2.0.CO%3B2-X
Portfolio Performance Evaluation: Old Issues and New Insights
Mark Grinblatt; Sheridan Titman
The Review of Financial Studies, Vol. 2, No. 3. (1989), pp. 393-421.
Stable URL:
http://links.jstor.org/sici?sici=0893-9454%281989%292%3A3%3C393%3APPEOIA%3E2.0.CO%3B2-8
On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating
Forecasting Skills
Roy D. Henriksson; Robert C. Merton
The Journal of Business, Vol. 54, No. 4. (Oct., 1981), pp. 513-533.
Stable URL:
http://links.jstor.org/sici?sici=0021-9398%28198110%2954%3A4%3C513%3AOMTAIP%3E2.0.CO%3B2-D
The Performance of Mutual Funds in the Period 1945-1964
Michael C. Jensen
The Journal of Finance, Vol. 23, No. 2, Papers and Proceedings of the Twenty-Sixth Annual
Meeting of the American Finance Association Washington, D.C. December 28-30, 1967. (May,
1968), pp. 389-416.
Stable URL:
http://links.jstor.org/sici?sici=0022-1082%28196805%2923%3A2%3C389%3ATPOMFI%3E2.0.CO%3B2-G
On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for
Market Forecasts
Robert C. Merton
The Journal of Business, Vol. 54, No. 3. (Jul., 1981), pp. 363-406.
Stable URL:
http://links.jstor.org/sici?sici=0021-9398%28198107%2954%3A3%3C363%3AOMTAIP%3E2.0.CO%3B2-I
NOTE: The reference numbering from the original has been maintained in this citation list.