This article aims at testing empirically the performance persistence of convertible arbitrage hedge funds. The overall objective and aim of this category is the use of convertible securities. It is expected that the performance of the fund will be greater than the benchmark by using a long...

This article aims at testing empirically the performance persistence of managed futures hedge funds. CTA, commodity trading advisers, or managed futures managers’ trade in the commodity market. Hedge funds use managed futures in terms of indices, treasuries, fixed –income securities and...