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  • Ackermann, Carl / McEnally, R. / Ravenscraft, D.: “The Performance of Hedge Funds: Risk, Return and Incentives”. In: Journal of Finance, June 1999.
  • Arnott, R.D. / Berkin, A.L. / Ye, J.: “How well have taxable investors been served in the 1980s and 1990s?”. In: Journal of Portfolio Management 26 (4), Sommer 2000.
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  • Auckenthaler, Christoph u.a.: “Hedge Funds im Urteil von Anbietern und Investoren. Eine kritische Analyse“. Working Paper Nr. 33, November 2002, Universität Zürich.
  • Aydogan, Kursat / Gursoy, Guner:“ P/E and Price-to-Book Ratios as Predictors of Stock Returns in Emerging Equity Markets“. In: Emerging Markets Quarterly, August 2000.
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  • Bernstein, Peter L.: “Where, Oh Where, Are the 400 Hitters of Yesteryear?”. In: Economics and Portfolio Strategy, 15. April 1998
  • Bernstein, William: “The Grand Infatuation”. 1999. Veröffentlicht im Internet unter www.fundsinteractive.com/expert.
  • Black, Fischer:“Implications oft he Random Walk Hypothesis for Portfolio Management“. In: Financial Analysts Journal, March-April 1971
  • Bofinger, P. / Schmidt, R.: “Should one rely on professional exchange rate forecasts?”. Würzburg Economic Papers No. 38, Würzburg 2003
  • Bogle, John C.:”A Tale of Two Markets”. Bogle Financial Markets Research Center, April 2001, veröffentlicht bei www.vanguard.com
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  • Brown, Stephen J. / Götzmann, William N.: “Performance Persistence”. In: Journal of Finance 50 (2), June 1995
  • Brown, Stephen J. / Götzmann, William N./ park, James: “Career and Survival: Competition and Risk in the Hedge Fund and CTA Industry”. In: Journal of Finance, October 2001
  • Carhart, Mark M.: “On Persistence in Mutual Fund Performance”. In: Journal of Finance, March 1997
  • Chen, Nai-Fu / Zhang, Feng:” Risk and Return of Value Stocks”. In: Journal of Business, October 1998.
  • Coggin, T. Daniel / Trzcinka, Charles A.: “ A Panel Study of U.S. Equity Pension Fund manager Style Performance”. In: Journal of Investing, Summer 2000.
  • Credit Suisse: “ Diversifikation – Strategie für eine erfolgreiche Kapitalanlage”. In: Economic Briefing Nr. 20, 12/2000.
  • Dechow, Patricia M. / Sloan, Richard / Hutton, Amy: „ The Relation Between Analysts‘ Long-Term Earnings Forecasts and Stock Price Performance Following Equity Offerings”. Contemporary Accounting Research 17 (1), Spring 2000.
  • Fama, Eugene F. / French, Kenneth R.:” Forecasting Profitability and Earnings”. The Center for Research in Security Prices, Working Paper no. 456, 2/1999.
  • Fama, Eugene F. / French, Kenneth R.: „The Cross-section of Expected Stock Return“. In: Journal of Finance, June 1992.
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  • Fama, Eugene F.:” Random Walks in Stock Market Prices”. In: Financial Analysts Journal, Sept/Oct. 1965, neu abgedruckt im Heft Jan./Febr. 1995.
  • Fortin, Rich / Michelson, Stuart:” Fund Indexing vs. Active Management: The Results are…”. In: Journal of Financial Planning, February 1999.
  • Fuller, R. / Huberts, L. / Levinson, M.: “ Returns to E/P Strategies, Higgledy Piggledy Growth, Analysts’ Forecasts Errors, and Omitted Risk Factors.” In: Journal of Portfolio Management, Winter 1993.
  • Fung, W.K.H. / Hsieh, D.A.:” performance Characteristics of Hedge Funds and CTA Funds: Natural vs. Spurious Biases”. In: Journal of Financial and Quantitative Analysis 35 (2000), S. 291-307.
  • Götzmann, William N. / Ibbotson, Roger:” Do Winners Repeat?” In: The Journal of Portfolio Management, Winter 1994.
  • Gregoriou, Greg:” Hedge Fund Survival Lifetimes”. In: Journal of Asset Management, December 2002
  • Harris, Richard:” The Accuracy, Bias and Efficiency of Analysts’Long Run Earnings Growth Forecasts”. In: Journal of Business Finance and Accounting, June/July 1999.
  • Hendricks, Darryl / Patel, Jayendu / Zeckhauser, Richard:” Hot Hands in Mutual Funds. The Persistence of Performance, 1974-1987”. Working Paper no. 3389, National Bureau
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  • Hogan, Paula H.:” Are Alternative Investments Good Alternatives?”. Quarterly Note, 3rd Quarter 2003, Hogan Financial Management. Download von www.hoganfinancial.com.
  • Howell, M.J.:” Fund Age and Performance”. In: Journal of Alternative Investments, Fall 2001.
  • Ibbotson, Roger g. / Kaplan, paul D.:“ Does Asset Allocation Policy Explain 40, 90, or 100% of Performance?”. In: Financial Analysts Journal, Jan./Feb. 2000Jelle van der Sluis,
  • Pieter / Posthuma, Nolke.” A Reality Check on Hedge Funds”. Download von http://papers.ssrn.com.
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  • Joos, Christian Martin / Kilka, Michael:” Sind Aktienportfolios privater Anleger ausreichend diversifiziert?” In: Die Bank, 12/1999.
  • Kahn, Ronald N. / Rudd, Andrew:“ Does Historical Performance Predict Future Performance?“. In: Financial Analysts, Nov./Dec. 1995.
  • Kat, Harry / Amin, Gaurav S.:” Welcome to the Dark Side: Hedge Fund Attrition and Survivorship Bias Over the Period 1994-2001”. Working Paper, University of Reading, ISMA Centre, December 2001.
  • Kat, Harry.” 10 Things That Investors Should Know About Hedge Funds.” In: Institutional Investors, Spring 2003.
  • Kat, Harry / Amin, Gaurav S.:” Hedge Fund Performance 1990-2000. Do the `Money Machines` Really Add Value?”. Working Paper, 15 May 2001, University of Reading. Download von www.ismacentre.rdg.ac.uk.
  • Kat, Harry / Brooks, Chris:” The Statistical Properties of Hedge fund Index Returns and Their Implications for Investors”. In: Journal of Alternative Investments, Fall 2002.
  • Kat, Harry:” Hedge Fund Mania. Some Words of Caution.” 23 march 2001, University of Reading. Download von www.ismacentre.rdg.ac.uk.
  • Keim, Donald / Madhavan, Ananth:” The Cost of Institutional Equity trades”. In: Financial Analysts Journal 54, S. 50-69.
  • Kohler, Adele:” Hedge Fund Indexing: A Square Peg in Round Hole?”. June 2003. Download von www.ssga.com
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  • Malkiel, Burton:” Return form Investing in Equity mutual Funds 1971 to 1991”. In: Journal of Finance 50 (2), June 1995.
  • Malkiel, Burton / Saha, Atanu:” Hedge Funds: Risk and Return.” Working Paper, 1 December 2004. In: Financial Analysts Journal, Nov./ Dez. 2005
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  • Odean, Terrance / Barber, Brad:” Too many Cooks Spoil the Profits: The Performance of Investment Clubs”. In: Financial Analysts Journal, Jan./Febr. 2000.
  • Odean, Terrance / Barber, Brad:” Trading is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors”. In: Journal of Finance 55 (2), April 2000.
  • Odean, Terrance / Barber, Brad:” The Internet and the Investor.” In: The Journal of Economic Perspectives, Winter 2001.
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  • Van der Sluis, Pieter Jelle / Posthuma, Nolke:” A Reality Check on Hedge Fund Returns.” Working Paper, 8 July 2003, Free University of Amsterdam. Download von http://papers.ssrn.com.
  • Zhang, Lu:” The Value Premium”. University of Rochester Simon School of Business, Working Paper No. FR 02-19. Download von http://papers.ssrn.com. November 2002
  • Zweig, Jason:” A Matter of Expectations“. Download von www.money.com, Januar 2001
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