Items where Author is "Naik, N"

Article

Lu, Yan, Naik, N and Teo, Melvyn (2023) Diverse Hedge Funds. Review of Financial Studies, 37 (2). pp. 639-683. ISSN 0893-9454

Cardinale, M, Naik, N and Sharma, V (2021) Forecasting long-horizon volatility for strategic asset allocation. Journal of Portfolio Management, 47 (4). pp. 83-98. ISSN 0095-4918

Fung, W, Hsieh, D A, Naik, N and Teo, M (2021) Hedge Fund Franchises. Management Science, 67 (2). pp. 1199-1226. ISSN 0025-1909

Agarwal, V, Arisoy, Y E and Naik, N (2017) Volatility of aggregate volatility and hedge fund returns. Journal of Financial Economics, 125 (3). pp. 491-510. ISSN 0304-405X

Agarwal, V, Mullally, K A and Naik, N (2015) The economics and finance of hedge funds. Foundations and Trends in Finance, 10 (1). pp. 1-111. ISSN 1567-2395

Naik, N and Agarwal, V (2011) Do hedge funds manage their reported returns? Review of Financial Studies, 24 (10). pp. 3281-3320. ISSN 0893-9454

Naik, N, Avramov, D, Kosowski, R and Teo, M (2011) Hedge funds, managerial skill, and macroeconomic variables. Journal of Financial Economics, 99 (3). pp. 672-692. ISSN 0304-405X

Naik, N, Fung, D, Hsieh, D and Ramadorai, T (2008) Hedge funds: performance, risk, and capital formation. Journal of Finance, 63 (4). pp. 1777-1803. ISSN 0022-1082

Monograph

Januario, A V and Naik, N (2014) Testing for adverse selection of life settlements: the secondary market of life insurance policies. Working Paper. London Business School IFA Working Paper.

Avramov, D, Kosowski, R, Naik, N and Teo, M (2008) Investing in hedge funds when returns are predictable. Working Paper. London Business School BNP Paribas Hedge Fund Centre Working Paper Series.

Agarwal, V, Boyson, N and Naik, N (2007) Hedge funds for retail investors? An examination of hedged mutual funds. Working Paper. London Business School BNP Paribas Hedge Fund Centre Working Paper Series.

Fung, W and Naik, N (2007) Hedge funds: performance, risk and capital formation. Working Paper. London Business School BNP Paribas Hedge Fund Centre Working Paper Series.

Agarwal, V, Naik, N and et, al. (2007) Liquidity provision in the convertible bond market: analysis of convertible arbitrage hedge funds. Working Paper. London Business School BNP Paribas Hedge Fund Centre Working Paper Series.

Agarwal, V, Daniel, N D and Naik, N (2007) Role of managerial incentives and discretion in hedge fund performance. Working Paper. London Business School BNP Paribas Hedge Fund Centre Working Paper Series.

Agarwal, V, Daniel, N and Naik, N (2007) Why is Santa so kind to hedge funds? The December return puzzle! Working Paper. London Business School BNP Paribas Hedge Fund Centre Working Paper Series.

Naik, N, Ramadorai, T and Stromqvist, M (2006) Capacity constraints and hedge fund strategy returns. Working Paper. London Business School BNP Paribas Hedge Fund Centre Working Paper Series.

Kosowski, R, Naik, N and Teo, M (2006) Do hedge funds deliver alpha?: a Bayesian and bootstrap analysis. Working Paper. London Business School BNP Paribas Hedge Fund Centre Working Paper Series.

Fung, W and Naik, N (2006) Hedge funds: performance, risk and capital formation. Working Paper. London Business School BNP Paribas Hedge Fund Centre Working Paper Series.

Agarwal, V, Naik, N and et, al. (2006) Risk and Return in Convertible Arbitrage: Evidence from the Convertible Bond Market. Working Paper. London Business School BNP Paribas Hedge Fund Centre Working Paper Series.

Agarwal, V, Daniel, N D and Naik, N (2006) Role of managerial incentives and discretion in hedge fund performance. Working Paper. London Business School BNP Paribas Hedge Fund Centre Working Paper Series.

Agarwal, V, Daniel, N D and Naik, N (2004) Flows, performance, and managerial incentives in hedge funds. Working Paper. London Business School Centre for Hedge Fund Research and Education Working Paper.

Agarwal, V and Naik, N (2002) Risks and portfolio decisions involving hedge funds. Working Paper. London Business School IFA Working Paper.

Agarwal, C and Naik, N (2002) Risks and portfolio decisions involving hedge funds. Working Paper. London Business School Centre for Hedge Fund Research and Education Working Paper.

Merrik, Jr J J, Naik, N and Yadav, P K (2002) Strategic trading behavior and price distortion in a manipulated market: an anatomy of a squeeze. Working Paper. London Business School Centre for Hedge Fund Research and Education Working Paper.

Naik, N and Yadav, P (2001) Do dealer firms manage inventory on a stock-by-stock or a portfolio basis? Working Paper. London Business School IFA Working Paper.

Agarwal, V and Naik, N (2001) Performance evaluation of hedge funds with option-based and buy-and-hold strategies. Working Paper. London Business School Centre for Hedge Fund Research and Education Working Paper.

Naik, N and Yadav, P K (2001) Risk management with derivatives by dealers and market quality in government bond markets. Working Paper. London Business School IFA Working Paper.

Naik, N and Yadav, P K (2000) Do market intermediaries hedge their risk exposure with derivatives?: evidence from UK Government bond dealers' spot and derivatives positions. Working Paper. London Business School IFA Working Paper.

Agarwal, V and Naik, N (2000) Performance evaluation of hedge funds with option-based and buy-and-hold strategies. Working Paper. London Business School IFA Working Paper.

Naik, N and Yadav, P K (1999) Effects of market reform on trading costs of public investors: evidence from the London Stock Exchange. Working Paper. London Business School IFA Working Paper.