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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2010
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sg-smu-ink.bnp_research-10302018-06-13T02:35:13Z Quantitative Hedge Fund Selection TEO, Melvyn 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 funds and test whether their results hold up in recent data. By doing so, I lay the foundations for a quantitative hedge fund selection framework. 2010-12-01T08:00:00Z text application/pdf https://ink.library.smu.edu.sg/bnp_research/35 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1030&context=bnp_research http://creativecommons.org/licenses/by-nc-nd/4.0/ Research Collection BNP Paribas Hedge Fund Centre eng Institutional Knowledge at Singapore Management University Hedge funds hedge fund performance selection Finance and Financial Management |
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Hedge funds hedge fund performance selection Finance and Financial Management |
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Hedge funds hedge fund performance selection Finance and Financial Management TEO, Melvyn Quantitative Hedge Fund Selection |
| description |
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 funds and test whether their results hold up in recent data. By doing so, I lay the foundations for a quantitative hedge fund selection framework. |
| format |
text |
| author |
TEO, Melvyn |
| author_facet |
TEO, Melvyn |
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TEO, Melvyn |
| title |
Quantitative Hedge Fund Selection |
| title_short |
Quantitative Hedge Fund Selection |
| title_full |
Quantitative Hedge Fund Selection |
| title_fullStr |
Quantitative Hedge Fund Selection |
| title_full_unstemmed |
Quantitative Hedge Fund Selection |
| title_sort |
quantitative hedge fund selection |
| publisher |
Institutional Knowledge at Singapore Management University |
| publishDate |
2010 |
| url |
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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