Asian Hedge Funds in a Risk-on, Risk-off World
We analyze the performance of Asia-focused and Asia-based funds in risk-on and risk-off periods between 2002 and 2011. We find that Asian hedge funds, like their US and European counterparts, deliver equity-like payoffs with bond-like risk. They generate returns that are roughly in line with the equ...
Saved in:
主要作者: | |
---|---|
格式: | text |
語言: | English |
出版: |
Institutional Knowledge at Singapore Management University
2012
|
主題: | |
在線閱讀: | https://ink.library.smu.edu.sg/bnp_research/20 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1023&context=bnp_research |
標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
機構: | Singapore Management University |
語言: | English |