Managerial Finance: Volume 38 Issue 1

The market timing skills of hedge funds during the financial crisis

Arnaud Cave, Georges Hubner, Danielle Sougne

The purpose of this paper is to gain a better understanding of the market timing skills displayed by hedge fund managers during the 2007‐08 financial crisis.

Hedge fund biases after the financial crisis

Dieter Kaiser, Florian Haberfelner

The purpose of this paper is to explore how hedge fund database biases developed during the 2007‐2009 financial crisis.

Should we give hedge funds clones a chance?

Maher Kooli, Sameer Sharma

The purpose of this paper is to examine the possibility of creating hedge funds “clones” using liquid exchange traded instruments.

Hedge fund replication in turbulent markets

Nils S. Tuchschmid, Erik Wallerstein, Sassan Zaker

Hedge fund replication gained considerable attention during the period surrounding 2007 when it was anticipated to become for hedge fund investors what index funds are for equity…

A joint survival analysis of hedge funds and funds of funds using copulas

Greg N. Gregoriou, Razvan Pascalau

The purpose of this paper is to propose that simple measures of linear association are unable to capture accurately the dependence between the survival of hedge funds and funds of…

Hedge fund return volatility and comovement: recent evidence

Omid Sabbaghi

The purpose of this paper is to investigate the return performance of different investment strategies in the hedge fund sector, with a particular emphasis on the recent US…