Hedge Fund Mini Course Part 2 - The Evolution of Hedge Fund Research - July 2013

We are delighted to provide the following notes from 'The Evolution of Hedge Fund Research’Mini Course hosted by Professor Narayan Naik, the Oxford-Man Institute Visiting Man Chair in July 2013 at OMI, Eagle House, Jericho.

With thanks to Mathias Kruttli for providing the notes and links to the following papers for reference.


Fung and Hsieh RFS 2001 https://faculty.fuqua.duke.edu/~dah7/RFS2001.pdf Mitchell Pulvino, JoF 2001http://www.andreisimonov.com/N4106/pdf/MitchellPulvinoJFDec2001.pdf  Duarte, Longstaff and Xu, nickels in front of steamrollerhttp://www.anderson.ucla.edu/Documents/areas/fac/finance/769.pdf Gatev, Goetzmann and Rowenhourst, RFShttp://papers.ssrn.com/sol3/papers.cfm?abstract_id=141615 Agarwal and Naik, RFS 2004http://www2.gsu.edu/~fncvaa/Risk%20and%20Portfolio%20Decisions%20involving%20Hedge%20Funds%20-%20RFS%20version.pdf Agarwal, Fung, Loon and Naik, journal of Empirical Finance, convertible Arbitrage paperhttp://papers.ssrn.com/sol3/papers.cfm?abstract_id=885945 Agarwal, Daniel and Naik, JoF 2010 (or so).http://papers.ssrn.com/sol3/papers.cfm?abstract_id=889008 Edelman, Fung and Hsieh, JFE forthcominghttp://papers.ssrn.com/sol3/papers.cfm?abstract_id=2161123


Narayan Naik (Visiting Man Chair)

Thursday, July 25, 2013 - 14:00
to 15:15