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...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2012
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| Online Access: | https://ink.library.smu.edu.sg/bnp_research/20 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1023&context=bnp_research |
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| Institution: | Singapore Management University |
| Language: | English |