Results 251 to 260 of about 5,491 (298)
Journal of Financial Economics, 2011 Abstract We investigate the leverage of hedge funds in the time series and cross-section. Hedge fund leverage is counter-cyclical to the leverage of listed financial intermediaries and decreases prior to the start of the financial crisis in mid-2007.
Andrew Ang +2 more
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Review of Financial Economics, 2015
AbstractWe provide evidence on the performance and the replication success of a broad sample of 72 synthetic hedge funds from January 2009 to December 2013. Thereby, we assign the term “synthetic hedge fund” to mutual funds and exchange‐traded funds with hedge fund indices as their benchmarks.
Mario Fischer +2 more
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AbstractWe provide evidence on the performance and the replication success of a broad sample of 72 synthetic hedge funds from January 2009 to December 2013. Thereby, we assign the term “synthetic hedge fund” to mutual funds and exchange‐traded funds with hedge fund indices as their benchmarks.
Mario Fischer +2 more
openaire +1 more source
The Journal of Portfolio Management, 2001
In addition to attractive returns, many hedge funds claim to provide significant diversification for traditional portfolios. This paper empirically examines the return and diversification benefits of hedge fund investing using the CSFB/Tremont hedge fund indices from 1994-2000.
Clifford S. Asness +2 more
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In addition to attractive returns, many hedge funds claim to provide significant diversification for traditional portfolios. This paper empirically examines the return and diversification benefits of hedge fund investing using the CSFB/Tremont hedge fund indices from 1994-2000.
Clifford S. Asness +2 more
openaire +1 more source
The Journal of Alternative Investments, 1999
Despite recent research on the actual hedge fund strategies, considerable debate continues as to the cause of the rise of hedge funds, their actual description, and their performance (onshore and offshore). In this article, a wide variety of issues relating to hedge fund performance and function are discussed and described, including hedge fund history
Glenn Yago +2 more
openaire +2 more sources
Despite recent research on the actual hedge fund strategies, considerable debate continues as to the cause of the rise of hedge funds, their actual description, and their performance (onshore and offshore). In this article, a wide variety of issues relating to hedge fund performance and function are discussed and described, including hedge fund history
Glenn Yago +2 more
openaire +2 more sources
Journal of Financial Markets, 2019
We find that hedge fund managers who do well in poker tournaments have significantly better fund performance. This effect is stronger for tournaments with more entrants, larger buy-ins, larger cash prizes and for managers who placed in higher positions or who win in multiple tournaments, suggesting poker skills are correlated with fund management ...
Yan Lu, Sandra Mortal, Sugata Ray
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We find that hedge fund managers who do well in poker tournaments have significantly better fund performance. This effect is stronger for tournaments with more entrants, larger buy-ins, larger cash prizes and for managers who placed in higher positions or who win in multiple tournaments, suggesting poker skills are correlated with fund management ...
Yan Lu, Sandra Mortal, Sugata Ray
openaire +1 more source
Hedge Fund Indexation the FundCreator Way: Efficient Hedge Fund Indexation Without Hedge Funds
SSRN Electronic Journal, 2006Disappointing performance is leading hedge fund investors to look for cheaper alternatives. Hedge fund indexation has been suggested as a possible solution. Unfortunately, investable hedge fund indices are nothing more than funds of funds in disguise, with performance similar or even worse than real funds of funds.
Harry M. Kat, Helder P. Palaro
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Hedge Funds and Funds of Hedge Funds
2013A woman goes to her bank manager for a personal loan to buy a car. Seeking to make conversation while completing the documentation, the loan officer asked his client what kind of car she intended to buy. With little interest in, or knowledge of, car makes and models – a friend having identified a suitable used car for her – the client replied, ‘Um ...
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British Actuarial Journal, 2004
The number of hedge funds and the assets they have under management has increased in recent years. This increase became significantly more pronounced after the market downturn in 2001. Hedge funds can help investors to benefit from volatile and even sinking stock markets.
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The number of hedge funds and the assets they have under management has increased in recent years. This increase became significantly more pronounced after the market downturn in 2001. Hedge funds can help investors to benefit from volatile and even sinking stock markets.
+4 more sources
The Journal of Alternative Investments, 2001
The authors discuss the benefits as well as the challenges both hedge funds and the prime broker experience in order to support the continued growth of the hedge fund industry. Issues surrounding transparency, capacity, and liquidity are considered. These challenges are similar to the ones the traditional fund industry faced during the last two decades.
Jean René Giraud +2 more
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The authors discuss the benefits as well as the challenges both hedge funds and the prime broker experience in order to support the continued growth of the hedge fund industry. Issues surrounding transparency, capacity, and liquidity are considered. These challenges are similar to the ones the traditional fund industry faced during the last two decades.
Jean René Giraud +2 more
openaire +1 more source