The liquidity risk of liquid hedge funds

The liquidity risk of liquid hedge funds

This paper evaluates hedge funds that grantfavorable redemption terms to investors. Within this group of purportedlyliquid funds, high net inflow funds subsequently outperform low net inflowfunds by 4.79% per year after adjusting for risk. The return impact of fundflows is stronger when funds embrac...

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Bibliographic Details
Main Author: TEO, Melvyn
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2010
Subjects:
Hedge funds
liquidity risk
funding liquidity
asset-liability mismatch
Finance and Financial Management
Portfolio and Security Analysis
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/5326
https://ink.library.smu.edu.sg/context/lkcsb_research/article/6325/viewcontent/liquidity_paperXVI.pdf
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/lkcsb_research/5326
https://ink.library.smu.edu.sg/context/lkcsb_research/article/6325/viewcontent/liquidity_paperXVI.pdf

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