Quantitative Hedge Fund Selection
Prior research has shown that small funds, young funds, and local funds outperform their older, larger, and distant counterparts. According to the literature, hedge fund performance is driven by fund capacity constraints, managerial incentives, and local information. I revisit these studies on hedge...
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Format: | text |
Language: | English |
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Institutional Knowledge at Singapore Management University
2010
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Online Access: | https://ink.library.smu.edu.sg/bnp_research/35 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1030&context=bnp_research |
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Institution: | Singapore Management University |
Language: | English |