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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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2011
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| 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 |