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References.(Portfolio Performance Evaluation)
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Foundations and Trends in Finance
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April 1, 2006
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;
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Copyright informationCOPYRIGHT 2006 Now Publishers, Inc. This material is published under license from the publisher through the Gale Group, Farmington Hills, Michigan. All inquiries regarding rights should be directed to the Gale Group. (Hide copyright information)
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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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