The Geography of Hedge Funds
This article analyzes the relationship between the risk-adjusted performance of hedge funds and their proximity to investments using data on Asia-focused hedge funds. I find, relative to an augmented Fung and Hsieh (2004) factor model, that hedge funds with a physical presence (head or research offi...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2009
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| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/985 https://ink.library.smu.edu.sg/context/lkcsb_research/article/1984/viewcontent/GeographyHedgeFunds_2008_pp.pdf |
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| Institution: | Singapore Management University |
| Language: | English |