Offshore Hedge Funds : Survival and Performance, 1989-1995

We examine the performance of the off-shore hedge fund industry over the period 1989 through 1995 using a database that includes both defunct and currently operating funds. The industry is characterized by high attrition rates of funds, low covariance with the U.S. stock market, evidence consistent with positive risk-adjusted returns over the time, and little evidence of differential manager skill

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Year of publication:	[2008]
Authors:	Brown, Stephen J.
Other Persons:	Goetzmann, William N. (contributor) ; Ibbotson, Roger G. (contributor)
Publisher:	[2008]: [S.l.] : SSRN
Description of contents:	Abstract [papers.ssrn.com]

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Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Notes:	In: Journal of Business, Vol. 72, Issue 1, January 1999 Volltext nicht verfügbar
Classification:	G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets ; G23 - Pension Funds; Other Private Financial Institutions
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012775051