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We survey articles on hedge funds' performance persistence and fundamental factors from the mid-1990s to the present …. For performance persistence, we present some pioneering studies that contradict previous findings that hedge funds …' performance is a short term matter. We discuss recent innovative studies that examine the size, age, performance fees and other …
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This article aims at testing empirically the performance persistence of managed futures hedge funds. CTA, commodity …. Guirguis,(2005), examined the major building blocks that affect the performance of hedge funds: incentive fees, management fees …. Management fees and age affect significantly the performance of hedge funds. My findings suggest that there are other factors …
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While it is established that idiosyncratic volatility has a negative impact on the cross-section of future stock returns, the relationship between idiosyncratic volatility and future hedge fund returns is largely unexplored. We document that hedge funds with high idiosyncratic volatility...
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