Results 271 to 280 of about 483,002 (343)
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Social Science Research Network, 2021
Hedge fund teams with heterogeneous educational backgrounds, academic specializations, work experiences, genders, and races, outperform homogeneous teams after adjusting for risk and fund characteristics.
Yan Lu, Narayan Naik, Melvyn Teo
semanticscholar +1 more source
Hedge fund teams with heterogeneous educational backgrounds, academic specializations, work experiences, genders, and races, outperform homogeneous teams after adjusting for risk and fund characteristics.
Yan Lu, Narayan Naik, Melvyn Teo
semanticscholar +1 more source
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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Greenwashing: Evidence from Hedge Funds
Social Science Research Network, 2020Hedge funds whose management companies endorse the United Nations Principles for Responsible Investment (PRI) underperform other hedge funds but attract larger flows, accumulate more capital, and harvest greater fee revenues.
Hao Liang, Lin Sun, Melvyn Teo
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Journal of Financial and Quantitative Analysis, 2020
This paper investigates hedge funds’ ability to time industry-specific returns and shows that funds’ timing ability in the manufacturing industry improves their future performance, probability of survival, and ability to attract more capital. The results
Turan G. Bali +3 more
semanticscholar +1 more source
This paper investigates hedge funds’ ability to time industry-specific returns and shows that funds’ timing ability in the manufacturing industry improves their future performance, probability of survival, and ability to attract more capital. The results
Turan G. Bali +3 more
semanticscholar +1 more source
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
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Risks and Portfolio Decisions Involving Hedge Funds
Review of Financial Studies, 2004Vikas Agarwal, Narayan Naik
exaly +2 more sources
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
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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
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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
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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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