A carregar...
Publicação
Hedge funds: assets under management versus performance
| Nome: | Descrição: | Tamanho: | Formato: | |
|---|---|---|---|---|
| 660.99 KB | Adobe PDF | |||
| 3.71 MB | Adobe PDF |
Orientador(es)
Resumo(s)
In this paper we studied the relationship between a Hedge Fund’s amount of assets under management and its short-term future performance. The results suggest that the smaller 10% funds in a given period tend to have higher returns in the next months than other bigger funds. There is also evidence that this outperformance arises mainly from skill.
Descrição
Palavras-chave
Hedge funds Assets under management Performance Factors