Similar Search Results

Fooling some of the people all of the time : the inefficient performance and persistence of commodity trading advisors

Bhardwaj, Geetesh; Gorton, Gary; Rouwenhorst, K. Geert - 2008

Persistent link: https://www.econbiz.de/10003770638

Market dispersion and the profitability of hedge funds

Connor, Gregory; Li, Sheng - 2009

Persistent link: https://www.econbiz.de/10008806221

Dissecting short-sale performance : evidence from large position disclosures

Jank, Stephan; Smajlbegovic, Esad - 2015

Short sellers are perceived as informed, sophisticated investors. Yet little is known about their actual performance and trading strategies. Using a novel, hand-collected data set of daily position disclosures in Europe, we identify the entry, change, and exit dates of large short-sale positions...

Persistent link: https://www.econbiz.de/10011392610

The Performance Life Cycle of Hedge Funds : Can Investors Achieve Lasting Performance?

Gao, Chao - 2019

We examine the performance life cycle of hedge funds. Performance declines with age are pervasive, not just for the average fund, but also for past winners and for funds with characteristics that predict cross-sectional returns. Fund growth and decreasing performance incentives appear to...

Persistent link: https://www.econbiz.de/10012899455

Fooling Some of the People All of the Time : The Inefficient Performance and Persistence of Commodity Trading Advisors

Bhardwaj, Geetesh - 2008

Investors face significant barriers in evaluating the performance of hedge funds and commodity trading advisors (CTAs). The only available performance data comes from voluntary reporting to private companies. Funds have incentives to strategically report to these companies, causing these data...

Persistent link: https://www.econbiz.de/10012464223

The Performance of Passively-Managed Hedged ETFs

Cheng, Jason M. K. - 2020

This study provides early evidence on the performance of passively-managed hedged exchange-traded funds (HETFs) introduced rather recently in late 2006. The data covers surviving HETFs in 2017 under global macro and long-short classifications. Using Fung and Hsieh's (2004) 7-factor model and...

Persistent link: https://www.econbiz.de/10012845904

Where do Hedge Fund Managers Come from? Past Employment Experience and Managerial Performance

Papageorgiou, Nicolas A. - 2012

Hedge funds are secretive products whose quality is difficult to ascertain in advance of investment. We examine two views of past work experience as predictors of hedge fund manager pedigree. In one, sector specific (hedge fund) work experience is positively related to performance. In the other,...

Persistent link: https://www.econbiz.de/10013114617

The Performance of Female Hedge Fund Managers

Aggarwal, Rajesh K. - 2016

female portfolio manager and funds that have all female portfolio managers. Funds with all female managers perform no … idea that female managers need to perform better for their funds to survive. Yet, female-managed surviving funds have fewer … female and male managers, but that only the best performing female managers manage to survive …

Persistent link: https://www.econbiz.de/10012999849

The Impact of Hedge Fund Activism on Target Firm Performance, Executive Compensation and Executive Wealth

Carrothers, Andrew Glen - 2017

This paper examines the relationship between hedge fund activism and target firm performance, executive compensation, and executive wealth. It introduces a theoretical framework that describes the activism process as a sequence of discrete decisions. The methodology uses regression analysis on a...

Persistent link: https://www.econbiz.de/10012946893

Diverse hedge funds

Lu, Yan; Naik, Narayan Y.; Teo, Melvyn - In: The review of financial studies 37 (2024) 2, pp. 639-683

Persistent link: https://www.econbiz.de/10014528721

1
2
3
4
5
6
7
8
9
10
Next
Last