Vikas Agarwal
Title
Cited by
Cited by
Year
Risks and portfolio decisions involving hedge funds
V Agarwal, NY Naik
Review of Financial Studies 17 (1), 63-98, 2004
1602*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
1008*2009
Multi-period performance persistence analysis of hedge funds
V Agarwal, NY Naik
Journal of Financial and quantitative Analysis, 327-342, 2000
7492000
Do hedge funds manage their reported returns?
V Agarwal, ND Daniel, NY Naik
Review of Financial Studies 24 (10), 3281-3320, 2011
342*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
2982000
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
281*2009
Uncovering hedge fund skill from the portfolio holdings they hide
V Agarwal, W Jiang, Y Tang, B Yang
CFR Working Papers, 2010
2392010
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
193*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
1842013
Generalised style analysis of hedge funds
V Agarwal, NY Naik
Journal of Asset Management 1 (1), 93-109, 2000
1712000
Window dressing in mutual funds
V Agarwal, G Gay, L Ling
1512011
On the relative performance of multi-strategy and funds of hedge funds
V Agarwal, JR Kale
Journal of Investment Management 5 (3), 41, 2007
140*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
992015
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
92*2009
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
852017
Volatility of aggregate volatility and hedge fund returns
V Agarwal, YE Arisoy, NY Naik
Journal of Financial Economics 125 (3), 491-510, 2017
782017
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
652018
Hedge funds
V Agarwal, NY Naik
Now Publishers Inc, 2005
612005
Hedge funds: A survey of the academic literature
V Agarwal, K Mullally, NY Naik
Foundations and Trends in Finance, Forthcoming, 2015
562015
Mutual fund transparency and corporate myopia
V Agarwal, R Vashishtha, M Venkatachalam
The Review of Financial Studies 31 (5), 1966-2003, 2018
482018
The system can't perform the operation now. Try again later.
Articles 1–20