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References.(Portfolio Performance Evaluation)

Ackermann, C., R. McEnally, and D. Ravenscraft (1999), 'The performance of hedge funds: Risk, return, and incentives'. Journal of Finance 54, 833-874.

Admati, A. R., S. Bhattacharya, P. Pfleiderer, and S. A. Ross (1986), 'On timing and selectivity'. Journal of Finance 41, 715-730.

Admati, A. R. and P. Pfleiderer (1997), 'Does it all add up? Benchmarks and the compensation of portfolio managers'. Journal of Business 70, 323-350.

Agarwal, V. and N. Naik (2004), 'Risks and portfolio decisions involving hedge funds'. Review of Financial Studies 17, 63-98.

Amihud, Y. and H. Mendelson (1986), 'Asset pricing and the bid-ask spread'. Journal of Financial Economics ...

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