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Diversification Strategies and the Performance of Funds of Hedge Funds
Dai, Na - 2019
Funds of hedge funds are diversified investment vehicles that provide investors with diversification either across …
Persistent link: https://www.econbiz.de/10012905988
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Are hedge fund managers skilled?
Kooli, Maher; Stetsyuk, Ivan - In: Global finance journal 49 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012887205
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Hedge fund manager skill and style-shifting
Jiang, George J.; Liang, Bing; Zhang, Huacheng - In: Management science : journal of the Institute for … 68 (2022) 3, pp. 2284-2307
Persistent link: https://www.econbiz.de/10013268141
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Style and skill : hedge funds, mutual funds, and momentum
Grinblatt, Mark; Jostova, Gergana; Petrasek, Lubomir; … - In: Management science : journal of the Institute for … 66 (2020) 12, pp. 5505-5531
Persistent link: https://www.econbiz.de/10012391386
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Do hedge fund managers understand politics? : political sensitivity and investment skill
Chen, Honghui; Kumar, Alok; Lu, Yan; Singh, Ajai K. - In: Journal of banking & finance 135 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013401893
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Should hedge funds deviate from the benchmark?
Panopoulou, Ekaterini; Voukelatos, Nikolaos - In: Financial management : FM 51 (2022) 3, pp. 767-795
Persistent link: https://www.econbiz.de/10013468460
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Frictional diversification costs: Evidence from a panel of fund of hedge fund holdings
Joenväärä, Juha; Scherer, Bernd - In: Journal of empirical finance 52 (2019), pp. 92-111
Persistent link: https://www.econbiz.de/10012170643
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Diversification in funds of hedge funds : is it possible to overdiversify?
Brown, Stephen J.; Gregoriou, Greg N.; Pascalau, Razvan - In: Review of asset pricing studies 2 (2012) 1, pp. 89-110
Persistent link: https://www.econbiz.de/10009581155
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Diversification in Funds of Hedge Funds : Is it Possible to Overdiversify?
Brown, Stephen J. - 2011
(FOFs). In this paper we examine a new database that separates out for the first time the effects of diversification (the … number of underlying hedge funds) from scale (the magnitude of assets under management). We find with others that the … variance reducing effects of diversification peter out once FOFs hold more than 20 underlying hedge funds. Yet the majority of …
Persistent link: https://www.econbiz.de/10013134528
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Commodity Trading Advisors, (CTA), as a Mean of Diversification in a Hedge Fund Portfolio
Guirguis, Michel - 2020
negative or low correlation and better diversification between managed futures and traditional investments such as bonds and …
Persistent link: https://www.econbiz.de/10012832446