Lessons from the Sub-Prime Crisis

Lessons from the Sub-Prime Crisis

We show that there is significant variation in performance across hedge funds during the subprime crisis. Hedge funds that (i) invested in Asia, (ii) had equity exposure, (iii) adopted directional strategies, or (iv) allowed for frequent redemptions, underperformed other funds. Moreover, leveraged f...

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Bibliographic Details
Main Author: TEO, Melvyn
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2007
Subjects:
Financial Crisis
Hedge Funds
leveraged funds
credit market liquidity
redemptions
Finance and Financial Management
Online Access:https://ink.library.smu.edu.sg/bnp_research/1
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1000&context=bnp_research
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/bnp_research/1
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1000&context=bnp_research

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