Asian hedge funds: Return persistence, style, and fund characteristics

• Main Authors: KOH, Francis, KOH, Winston T. H., TEO, Melvyn
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2003
• Subjects: Asian hedge funds; hedge funds; style; persistence; fees; Asian Studies; Finance and Financial Management; Portfolio and Security Analysis
• Online Access: https://ink.library.smu.edu.sg/lkcsb_research/5166; https://ink.library.smu.edu.sg/context/lkcsb_research/article/6165/viewcontent/SSRN_id416960__1_.pdf
• Institution: Singapore Management University

This study explores the return persistence properties, styles, and fund characteristics of hedge funds that mainly invest in Asia. We examine, for the first time, a high resolution hedge fund dataset which includes monthly return information as well as detailed fund characteristics data. We find tha...