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

• مؤلفون آخرون: Hội thảo quốc tế Ngân hàng và Tài chính thế giới 2015
• التنسيق: Conference or Workshop Item
• اللغة: English
• منشور في: Trường Đại học Kinh tế 2020
• الموضوعات: North American hedge funds; European hedge funds; Omega ratios; Fund characteristics; Performance
• الوصول للمادة أونلاين: http://repository.vnu.edu.vn/handle/VNU_123/97649

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...