High-Water Marks and Hedge Fund Management Contracts
暂无分享,去创建一个
William N. Goetzmann | S. Ross | J. Ingersoll | William N. Goetzmann | Jonathan E. Ingersoll | Stephen A. Ross | W. Goetzmann
[1] R. C. Merton,et al. Option pricing when underlying stock returns are discontinuous , 1976 .
[2] Glenn Ellison,et al. Risk Taking by Mutual Funds as a Response to Incentives , 1995, Journal of Political Economy.
[3] William N. Goetzmann,et al. Offshore Hedge Funds: Survival and Performance 1989-1995 , 1997 .
[4] Stephen J. Brown,et al. Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and Ctas , 1997 .
[5] W. Fung,et al. Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds , 1997 .
[6] William N. Goetzmann,et al. COGNITIVE DISSONANCE AND MUTUAL FUND INVESTORS , 1997 .
[7] Richard W. McEnally,et al. The Performance of Hedge Funds: Risk, Return, and Incentives , 1999 .
[8] J. Carpenter,et al. Does Option Compensation Increase Managerial Risk Appetite? , 1999 .
[9] Stephen E. Wilcox. Offshore Hedge Funds: Survival and Performance, 1989–95 , 1999 .
[10] W. Fung,et al. A primer on hedge funds , 1999 .
[11] Jr. Jonathan E. Ingersoll. Digital Contracts: Simple Tools for Pricing Complex Derivatives , 2000 .
[12] David Hsieh,et al. Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases , 2000, Journal of Financial and Quantitative Analysis.