The Geography of Hedge Funds
This article analyzes the relationship between the risk-adjusted performance of hedge funds and their proximity to investments using data on Asian-focused hedge funds. We find, relative to an augmented Fung and Hsieh (2004) factor model, that hedge funds with a physical presence (head or research of...
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| Main Author: | |
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2009
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/bnp_research/2 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1005&context=bnp_research |
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| Institution: | Singapore Management University |
| Language: | English |