Vikas Agarwal
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Risks and portfolio decisions involving hedge funds
V Agarwal, NY Naik
Review of Financial Studies 17 (1), 63-98, 2004
Role of managerial incentives and discretion in hedge fund performance
V Agarwal, ND Daniel, NY Naik
The Journal of Finance 64 (5), 2221-2256, 2009
Multi-period performance persistence analysis of hedge funds
V Agarwal, NY Naik
Journal of financial and quantitative analysis 35 (3), 327-342, 2000
Do hedge funds manage their reported returns?
V Agarwal, ND Daniel, NY Naik
Review of Financial Studies 24 (10), 3281-3320, 2011
On taking the “alternative” route: the risks, rewards, and performance persistence of hedge funds
V Agarwal, NY Naik
The Journal of Alternative Investments 2 (4), 6-23, 2000
Uncovering hedge fund skill from the portfolio holdings they hide
V Agarwal, W Jiang, Y Tang, B Yang
CFR Working Papers, 2010
Window dressing in mutual funds
V Agarwal, G Gay, L Ling
Risk and return in convertible arbitrage: Evidence from the convertible bond market
V Agarwal, WH Fung, YC Loon, NY Naik
Journal of Empirical Finance, 2010
Inferring reporting-related biases in hedge fund databases from hedge fund equity holdings
V Agarwal, V Fos, W Jiang
Management Science 59 (6), 1271-1289, 2013
Hedge funds for retail investors? An examination of hedged mutual funds
V Agarwal, NM Boyson, NY Naik
Journal of Financial and Quantitative Analysis 44 (2), 273-305, 2009
Generalised style analysis of hedge funds
V Agarwal, NY Naik
Journal of Asset Management 1 (1), 93-109, 2000
On the relative performance of multi-strategy and funds of hedge funds
V Agarwal, JR Kale
Journal of Investment Management 5 (3), 41, 2007
Mandatory portfolio disclosure, stock liquidity, and mutual fund performance
V Agarwal, KA Mullally, Y Tang, B Yang
The Journal of Finance 70 (6), 2733-2776, 2015
Tail risk in hedge funds: A unique view from portfolio holdings
V Agarwal, S Ruenzi, F Weigert
Journal of Financial Economics 125 (3), 610-636, 2017
Alpha or beta in the eye of the beholder: What drives hedge fund flows?
V Agarwal, TC Green, H Ren
Journal of Financial Economics 127 (3), 417-434, 2018
Do higher-moment equity risks explain hedge fund returns?
V Agarwal, G Bakshi, J Huij
Robert H. Smith School Research Paper No. RHS 06-153, 2009
Volatility of aggregate volatility and hedge fund returns
V Agarwal, YE Arisoy, NY Naik
Journal of Financial Economics 125 (3), 491-510, 2017
Mutual fund transparency and corporate myopia
V Agarwal, R Vashishtha, M Venkatachalam
The Review of Financial Studies 31 (5), 1966-2003, 2018
Do ETFs increase the commonality in liquidity of underlying stocks?
V Agarwal, P Hanouna, R Moussawi, CW Stahel
28th Annual Conference on Financial Economics and Accounting, Fifth Annual …, 2018
The economics and finance of hedge funds: A review of the academic literature
V Agarwal, KA Mullally, NY Naik
Foundations and TrendsŪ in Finance 10 (1), 1-111, 2015
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Articles 1–20