Please use this identifier to cite or link to this item:
http://hdl.handle.net/10362/26184| Title: | Hedge funds: assets under management versus performance |
| Author: | Santos, Maria Timóteo Henriques dos |
| Advisor: | Anjos, Fernando Carneiro, Francisco Catarino, Sandra |
| Keywords: | Hedge funds Assets under management Performance Factors |
| Defense Date: | 20-Jan-2017 |
| Abstract: | 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. |
| URI: | http://hdl.handle.net/10362/26184 |
| Designation: | A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics |
| Appears in Collections: | NSBE: Nova SBE - MA Dissertations |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Santos.M_2017.pdf | 660,99 kB | Adobe PDF | View/Open | |
| Santos.__pdf_Annex_Originality_Report_2017.pdf | 3,8 MB | Adobe PDF | View/Open |
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