Hedge Funds in a Volatile Market
We show that relative to the first half of 2007, the volatility of hedge fund returns has doubled during the September 2007 to April 2008 period. At the same time, aggregate hedge fund returns have declined while exit rates have tripled. Commodity, macro, and, to a lesser extent, arbitrage funds out...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2008
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| Online Access: | https://ink.library.smu.edu.sg/bnp_research/8 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1002&context=bnp_research |
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| Institution: | Singapore Management University |
| Language: | English |