Suspicious Patterns in Hedge Fund Returns and the Risk of Fraud

Earnings Management to Avoid Earnings Decreases and Losses

David Burgstahler, Ilia D. Dichev · SSRN Electronic Journal · 1997 · 387 citations · Full text

Business, Accounting, Business Economics +9

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

David A. Hsieh, William Fung · 2001 · 284 citations

Business, Economics, Finance +17

An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns

Mila Getmansky Sherman, Andrew W. Lo, Igor Makarov · SSRN Electronic Journal · 2003 · 270 citations · Full text

Business, Economics, Finance +17

High-Water Marks and Hedge Fund Management Contracts

William N. Goetzmann, Jonathan E. Ingersoll, Stephen A. Ross · SSRN Electronic Journal · 1998 · 228 citations · Full text

Business, Economics, Finance +14

Hedge Fund Benchmarks: A Risk-Based Approach

William Fung, David A. Hsieh · CFA Digest · 2004 · 152 citations

Business, Economics, Finance +15