An empirical analysis of hedge fund performance: The case of Australian hedge funds industry

On Persistence in Mutual Fund Performance

Mark M. Carhart · The Journal of Finance · 1997 · 16.7K citations · Full text

Asset Allocation, Portfolio Management, Equity Portfolios +19

On Persistence in Mutual Fund Performance

Mark M. Carhart · The Journal of Finance · 1997 · 3.1K citations

Financial Economics, Asset Pricing, Equity Portfolios +14

Value versus Growth: The International Evidence

Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1998 · 2.1K citations

Empirical Finance, International Economics, Value Theory +22

Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds

William Fung, David A. Hsieh · Review of Financial Studies · 1997 · 1.3K citations

The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers

William Fung, David A. Hsieh · Review of Financial Studies · 2001 · 1.3K citations

Investment Strategy, Financial Economics, Asset Pricing +15