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...
Saved in:
Main Author: | TEO, Melvyn |
---|---|
Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2010
|
Subjects: | |
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 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Singapore Management University |
Language: | English |
Similar Items
-
Quantitative Hedge Fund Selection (Part 2)
by: TEO, Melvyn
Published: (2011) -
How Surprising are Returns in 2008? A Review of Hedge Fund Risks
by: TEO, Melvyn
Published: (2008) -
Weathering the Storm: Asian Hedge Funds
by: TEO, Melvyn
Published: (2010) -
Hedge Funds in a Volatile Market
by: TEO, Melvyn
Published: (2008) -
Asian Hedge Fund Report
by: TEO, Melvyn
Published: (2012)