Benchmarks

• AGARWAL, Vikas, Intertemporal Variation in the Performance of Hedge Funds Employing a Contingent-Claim-Based Benchmark
• FARINELLI, Simone and Luisa TIBILETTI, Sharpe Thinking in asset ranking with a benchmark
• FUNG, William and David A. HSIEH, Benchmarks of Hedge Fund Performance: Information Content and Measurement Biases, Financial Analyst Journal, 58 (2002), 22-34.
• FUNG, William and David A. HSIEH, Hedge-Fund Benchmarks: Information Content and Biases, 2002.
• HSIEH, David A. and William FUNG, Hedge-Fund Benchmarks: Information Content and Biases
• McCARTHY, D. and Richard. SPURGIN, "A Review of Hedge Fund Performance Benchmarks, Journal of Alternative Investments,1998, Summer . 18-28.