Limited Attention, Marital Events, and Hedge Funds
We explore the impact of limited attention on investment performance by analyzing the returns of hedge fund managers who are distracted by personal events such as marriage and divorce. We find that marriages and divorces are associated with significantly lower fund alpha, during the six-month period...
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Main Authors: | LU, Yan, RAY, Sugata, TEO, Melvyn |
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Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2015
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Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/4723 https://ink.library.smu.edu.sg/context/lkcsb_research/article/5722/viewcontent/hedgefund_marriageXI.pdf |
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Institution: | Singapore Management University |
Language: | English |
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