Fund characteristics and their impacts on the performance of hedge funds: an emperical evidence for European and north american hedge fund industries

• Other Authors: Hội thảo quốc tế Ngân hàng và Tài chính thế giới 2015
• Format: Conference or Workshop Item
• Language: English
• Published: Trường Đại học Kinh tế 2020
• Subjects: North American hedge funds; European hedge funds; Omega ratios; Fund characteristics; Performance
• Online Access: http://repository.vnu.edu.vn/handle/VNU_123/97649
• Institution: Vietnam National University, Hanoi

In this paper, we investigate the impacts of fund characteristics on the performance of North American hedge funds (NAHFs) and European hedge funds (EHFs) over a period of 1st January 2001 - 31st December 2013. The study period is divided into two sub-sample periods:(1) non-crisis sub-sample period...