The Risk Exposures of Asia-focused Hedge Funds

How have Asia-focused hedge funds adjusted their risk exposures in response to the recent financial crisis? By evaluating fund performance relative to an augmented Fung and Hsieh (2004) model, we find that Asia-focused hedge funds have broadly trimmed risk exposures post-crisis. They have reduced th...

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Bibliographic Details
Main Author: TEO, Melvyn
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2011
Subjects:
Online Access:https://ink.library.smu.edu.sg/bnp_research/25
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1028&context=bnp_research
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Institution: Singapore Management University
Language: English