Showing posts with label hedge funds. Show all posts
Showing posts with label hedge funds. Show all posts
Monday, October 24, 2011
Monday, September 19, 2011
Thursday, June 30, 2011
Hedge Fund Performance Persistence: A New Approach
Good article from FAJ on hedge fund performance persistence.
Abstract:
Recent literature has found some evidence of performance persistence in hedge funds. This study
investigated whether this persistence varies with fund characteristics, such as size and age. Previous
research has found that funds face capacity constraints, that investment flows chase past
performance, and that as funds age, they become more passively managed, which reduces the
likelihood of performance persistence as funds grow older and larger. Consistent with this model,
this study found that performance persistence is strongest among small, young funds. A portfolio
of these funds with prior good performance outperformed a portfolio of large, mature funds with
prior poor performance by 9.6 percent per year.
Abstract:
Recent literature has found some evidence of performance persistence in hedge funds. This study
investigated whether this persistence varies with fund characteristics, such as size and age. Previous
research has found that funds face capacity constraints, that investment flows chase past
performance, and that as funds age, they become more passively managed, which reduces the
likelihood of performance persistence as funds grow older and larger. Consistent with this model,
this study found that performance persistence is strongest among small, young funds. A portfolio
of these funds with prior good performance outperformed a portfolio of large, mature funds with
prior poor performance by 9.6 percent per year.
Monday, June 13, 2011
Tuesday, May 10, 2011
Thursday, April 7, 2011
Demand for Twitter hedge fund exceeds expectations
Demand for Twitter hedge fund exceeds expectations | IR Web Report:
interesting...
"The Derwent Absolute Return Fund Ltd, in the process of being set up in the Cayman Islands, was supposed to launch April 1 with $40 million in assets, but the fund now has expressions of interest from investors around the world totaling almost $100 million."
interesting...
"The Derwent Absolute Return Fund Ltd, in the process of being set up in the Cayman Islands, was supposed to launch April 1 with $40 million in assets, but the fund now has expressions of interest from investors around the world totaling almost $100 million."
Wednesday, March 30, 2011
How to Size Up the Risk of Fraud in Hedge Funds
How to Size Up the Risk of Fraud in Hedge Funds - WSJ.com
Great read in the journal today as risk management is focused on more now than ever.
Great read in the journal today as risk management is focused on more now than ever.
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