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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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2007
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| 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 |