The Geography of Hedge Funds

This paper analyzes the relationship between the risk-adjusted performance of hedge funds and their proximity to investments using data on Asian-focused hedge funds. We find, relative to an augmented Fung and Hsieh (2004) factor model, that hedge funds with a physical presence (head or research offi...

Full description

Saved in:
Bibliographic Details
Main Author: TEO, Melvyn
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2007
Subjects:
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/1427
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Singapore Management University
Language: English