Risks and Portfolio Decisions Involving Hedge Funds

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Agarwal, Vikas, and Narayan Y. Naik. “Risks and Portfolio Decisions Involving Hedge Funds”. The Review of Financial Studies, vol. 17, no. 1, 2003, pp. 63-98, https://doi.org/10.1093/rfs/hhg044.
Agarwal, V., & Naik, N. Y. (2003). Risks and Portfolio Decisions Involving Hedge Funds. The Review of Financial Studies, 17(1), 63-98. https://doi.org/10.1093/rfs/hhg044
Agarwal, Vikas, and Narayan Y. Naik. “Risks and Portfolio Decisions Involving Hedge Funds”. The Review of Financial Studies 17, no. 1 (2003): 63-98. https://doi.org/10.1093/rfs/hhg044.
Agarwal V, Naik NY. Risks and Portfolio Decisions Involving Hedge Funds. The Review of Financial Studies. 2003;17(1):63-98.
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Refrences
Title Journal Journal Categories Citations Publication Date
10.21314/JOR.2000.038 2000
10.21314/JOR.2000.038 Financial Analysts Journal
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 2002
10.21314/JOR.2000.038 Financial Analysts Journal
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 2001
10.21314/JOR.2000.038 2000
Explaining Hedge Fund Investment Styles by Loss Aversion: A Rational Alternative SSRN Electronic Journal 12 2002
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  • Science: Mathematics: Instruments and machines: Electronic computers. Computer science
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Citations Analysis
Category Category Repetition
Social Sciences: Finance348
Social Sciences: Economic theory. Demography: Economics as a science315
Social Sciences: Commerce: Business309
Social Sciences: Commerce: Business: Accounting. Bookkeeping134
Science: Mathematics27
Technology: Manufactures: Production management. Operations management23
Social Sciences: Commerce: Business: Personnel management. Employment management22
Social Sciences: Industries. Land use. Labor: Management. Industrial management18
Social Sciences: Statistics17
Technology: Engineering (General). Civil engineering (General)13
Science: Mathematics: Instruments and machines: Electronic computers. Computer science7
Science: Mathematics: Probabilities. Mathematical statistics5
Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics5
Technology: Technology (General): Industrial engineering. Management engineering4
Technology: Mechanical engineering and machinery4
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods3
Geography. Anthropology. Recreation: Environmental sciences2
Agriculture: Forestry2
Science: Botany: Plant ecology2
Agriculture: Plant culture2
Agriculture: Animal culture2
Science: Physics2
Technology: Electrical engineering. Electronics. Nuclear engineering: Electric apparatus and materials. Electric circuits. Electric networks2
Social Sciences: Communities. Classes. Races: Urban groups. The city. Urban sociology: City planning2
Political science2
Law: Law in general. Comparative and uniform law. Jurisprudence: Comparative law. International uniform law: Public finance2
Social Sciences2
Science: Biology (General)1
Science: Chemistry1
Science: Chemistry: General. Including alchemy1
Technology: Chemical technology1
Technology: Electrical engineering. Electronics. Nuclear engineering: Materials of engineering and construction. Mechanics of materials1
Science: Astronomy: Astrophysics1
Science: Science (General): Cybernetics: Information theory1
Science: Mathematics: Instruments and machines: Electronic computers. Computer science: Computer software1
Science: Science (General)1
Political science: International relations1
Political science: Political institutions and public administration (General)1
Law1
Social Sciences: Industries. Land use. Labor: Economic growth, development, planning1
Social Sciences: Sociology (General)1
Philosophy. Psychology. Religion1
Philosophy. Psychology. Religion: Religions. Mythology. Rationalism1
The category Social Sciences: Finance 348 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Unique Hedge-Fund Risk Considerations and was published in 2002. The most recent citation comes from a 2024 study titled Diagnostic Expectations and Hedge Fund Flows. This article reached its peak citation in 2011, with 69 citations. It has been cited in 145 different journals, 8% of which are open access. Among related journals, the SSRN Electronic Journal cited this research the most, with 289 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year