Quantitative Hedge Fund Selection (Part 2)
Do fund incentives, volatility exposure, and liquidity risk affect fund performance? We show that hedge funds with high performance fees and high water mark provisions tend to outperform those with low performance fees and no high water marks. Moreover, funds that short volatility and embrace liquid...
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| المؤلف الرئيسي: | |
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| التنسيق: | text |
| اللغة: | English |
| منشور في: |
Institutional Knowledge at Singapore Management University
2011
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| الموضوعات: | |
| الوصول للمادة أونلاين: | https://ink.library.smu.edu.sg/bnp_research/36 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1029&context=bnp_research |
| الوسوم: |
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