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Journal articles on the topic 'Hedge Fund'

Author: Grafiati

Published: 4 June 2021

Last updated: 25 July 2025

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1

Agarwal, Vikas, Nicole M. Boyson, and Narayan Y. Naik. "Hedge Funds for Retail Investors? An Examination of Hedged Mutual Funds." Journal of Financial and Quantitative Analysis 44, no. 2 (2009): 273–305. http://dx.doi.org/10.1017/s0022109009090188.

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AbstractRecently, there has been rapid growth in the assets managed by “hedged mutual funds”—mutual funds mimicking hedge fund strategies. We examine the performance of these funds relative to hedge funds and traditional mutual funds. Despite using similar trading strategies, hedged mutual funds underperform hedge funds. We attribute this finding to hedge funds’ lighter regulation and better incentives. Conversely, hedged mutual funds outperform traditional mutual funds. Notably, this superior performance is driven by managers with experience implementing hedge fund strategies. Our findings ha

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2

Kolisovas, Danielius, Gintarė Giriūnienė, Tomas Baležentis, Dalia Štreimikienė, and Mangirdas Morkūnas. "DETERMINANTS OF THE NORDIC HEDGE FUND PERFORMANCE." Journal of Business Economics and Management 23, no. 2 (2022): 426–50. http://dx.doi.org/10.3846/jbem.2022.16170.

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Hedge funds have become an important part of the financial sector. The development of the hedge funds in the Nordic countries has been rather robust. Therefore, it is important to identify the determinants of the hedge fund performance and isolate the managerial performance, i.e., the Jensen’s alpha. To this end, this paper construct cross sectional and panel model for the Nordic hedge funds over 2005–2018. The Fung-Hsieh 8-factor model and other models are developed to identify the determinants of the Nordic hedge fund performance. The effects of crises of different nature (local to global, h

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3

Muhtaseb, Majed R. "A hedge fund collapse and diversification 101: lessons to stakeholders." Journal of Financial Crime 28, no. 3 (2021): 774–83. http://dx.doi.org/10.1108/jfc-09-2020-0198.

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Purpose The purpose of this paper is events and analysis of present a hedge fund collapse, offer lessons to investors and hedge fund industry stakeholders and propose a possible remedy for mitigating operational risks and associated potential losses. Design/methodology/approach This study focused on one hedge fund case study and conducted a thorough investigation of the events that led to the collapse and eventual filing of the Securities and Exchange Commission (SEC) complaint. All articles and publications used for this research are available in the public domain and accessible. Findings Woo

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Acito, Christopher J., and F. Peter Fisher. "Fund of Hedge Funds." Journal of Alternative Investments 4, no. 4 (2002): 25–35. http://dx.doi.org/10.3905/jai.2002.319029.

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Cao, Charles, Bradley A. Goldie, Bing Liang, and Lubomir Petrasek. "What Is the Nature of Hedge Fund Manager Skills? Evidence from the Risk-Arbitrage Strategy." Journal of Financial and Quantitative Analysis 51, no. 3 (2016): 929–57. http://dx.doi.org/10.1017/s0022109016000387.

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AbstractTo understand the nature of hedge fund managers’ skills, we study the implementation of risk arbitrage by hedge funds using their portfolio holdings and comparing them with those of other institutional arbitrageurs. We find that hedge funds significantly outperform a naive risk-arbitrage portfolio by 3.7% annually on a risk-adjusted basis, whereas non–hedge fund arbitrageurs fail to outperform the benchmark. Our analysis reveals that hedge funds’ superior performance does not reflect fund managers’ ability to predict or affect the outcome of merger and acquisition deals; rather, hedge

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Fadoua, Fadoua. "Design of Single Valued Neutrosophic Hypersoft Set VIKOR Method for Hedge Fund Return Prediction." International Journal of Neutrosophic Science 24, no. 2 (2024): 317–27. http://dx.doi.org/10.54216/ijns.240228.

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The theory of neutrosophic hypersoft set (NHSS) is an appropriate extension of the neutrosophic soft set to precisely measure the uncertainty, anxiety, and deficiencies in decision-making and is a parameterized family that handles sub-attributes of the parameters. In contrast to recent studies, NHSS could accommodate more uncertainty, which is the essential procedures to describe fuzzy data in the decision-making method. Hedge funds are financial funds, finance institutions that increase funds from stockholders and accomplish them. Usually, they try to make certain predictions and work with th

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Li, Dan, Phillip J. Monin, and Lubomir Petrasek. "Credit Supply and Hedge Fund Performance: Evidence from Prime Broker Surveys." Finance and Economics Discussion Series, no. 2024-089 (November 2024): 1–35. https://doi.org/10.17016/feds.2024.089.

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Constraints on the supply of credit by prime brokers affect hedge funds' leverage and performance. Using dealer surveys and hedge fund regulatory filings, we identify individual funds' credit supply from the availability of credit under agreements currently in place between a hedge fund and its prime brokers. We find that hedge funds connected to prime brokers that make more credit available to their hedge fund clients increase their borrowing and generate higher returns and alphas. These effects are more pronounced among hedge funds that rely on a small number of prime brokers, and those that

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Wibowo, Stefanus Chandra, Robiyanto Robiyanto, Andrian Dolfriandra Huruta, and Triyanto Triyanto. "Nexus between Cryptocurrency Markets and Hedge Funds in Period Before and During Russia-Ukraine War." Media Ekonomi dan Manajemen 40, no. 2 (2025): 289. https://doi.org/10.56444/mem.v40i2.5476.

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<p>The purpose of this study is to identify the pre- and post-war impact of the Russia-Ukraine war on the interaction between cryptocurrencies, cryptocurrency hedge funds, and traditional hedge funds. This study provides a deeper understanding of how geopolitical events can affect the behavior of financial markets involving cryptocurrencies and hedge funds. In addition, this study also seeks to fill the knowledge gap that exists in the current literature, specifically with regards to hedge fund strategies during specific geopolitical conflicts. This study utilizes secondary data involvin

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Gregoriou, Greg, François-Éric Racicot, and Raymond Théoret. "The q-factor and the Fama and French asset pricing models: hedge fund evidence." Managerial Finance 42, no. 12 (2016): 1180–207. http://dx.doi.org/10.1108/mf-01-2016-0034.

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Purpose The purpose of this paper is to test the new Fama and French (2015) five-factor model relying on a thorough sample of hedge fund strategies drawn from the Barclay’s Global hedge fund database. Design/methodology/approach The authors use a stepwise regression to identify the factors of the q-factor model which are relevant for the hedge fund strategy analysis. Doing so, the authors account for the Fung and Hsieh seven factors which prove very useful in the explanation of the hedge fund strategies. The authors introduce interaction terms to depict any interaction of the traditional Fama

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10

Caslin, J. J. "Hedge Funds." British Actuarial Journal 10, no. 3 (2004): 441–521. http://dx.doi.org/10.1017/s1357321700002671.

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ABSTRACTThe paper opens by showing how certain types of hedge funds can reduce the risk and increase the return on a traditional balanced managed fund. One of the key characteristics of such a hedge fund is that it has a low correlation with the balanced managed fund. The paper puts forward a new way of explaining correlation so that it can be more readily understood, and suggests methods of analysis for dealing with the fact that correlation is unstable. Volatility correlation is also examined because of its importance in reducing the risk of a portfolio.An outline of the characteristics and

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Butowsky, Michael R., and Michele L. Gibbons. "Hedge fund marketing by broker‐dealers questions and comments in response to recent developments." Journal of Investment Compliance 4, no. 3 (2003): 7–12. http://dx.doi.org/10.1108/15285810310813158.

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This article discusses the implications of heightened regulatory attention to hedge funds by focusing on the practical questions that are on the minds of many in the hedge fund industry and, possibly, even in the thoughts of the regulators themselves. The primary regulatory condition relevant to the offer and sale of interests in hedge funds is the prohibition on general solicitation or general advertising by the sponsor of the hedge fund. Under NASD rules, brokers must (1) provide balanced disclosures in their promotional efforts; (2) perform reasonable‐basis suitability determinations; (3) p

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Li, Haitao, Xiaoyan Zhang, and Rui Zhao. "Investing in Talents: Manager Characteristics and Hedge Fund Performances." Journal of Financial and Quantitative Analysis 46, no. 1 (2010): 59–82. http://dx.doi.org/10.1017/s0022109010000748.

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AbstractUsing a large sample of hedge fund manager characteristics, we provide one of the first comprehensive studies on the impact of manager characteristics, such as education and career concern, on hedge fund performances. We document differential ability among hedge fund managers in either generating risk-adjusted returns or running hedge funds as a business. In particular, we find that managers from higher-SAT (Scholastic Aptitude Test) undergraduate institutions tend to have higher raw and risk-adjusted returns, more inflows, and take fewer risks. Unlike mutual funds, we find a rather sy

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13

Zheng, Yao, and Eric Osmer. "The Relationship between Hedge Fund Performance and Stock Market Sentiment." Review of Pacific Basin Financial Markets and Policies 21, no. 03 (2018): 1850016. http://dx.doi.org/10.1142/s0219091518500169.

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We examine the dynamic effect of aggregate stock market sentiment on the performance of various hedge fund styles. We find that hedge funds typically perform better during periods of optimistic sentiment and that for different hedge fund styles there is a differential response of hedge fund returns to positive and negative sentiment shocks. We also find that changes in aggregate investor sentiment have a larger effect on hedge fund performance during periods of high conditional volatility. Our results suggest there is a strong asymmetry in the relationship between hedge fund performance and in

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Muhtaseb, Majed R. "Fraud against hedge funds: implications to operational risk and due diligence." Journal of Financial Crime 27, no. 1 (2020): 67–77. http://dx.doi.org/10.1108/jfc-03-2019-0032.

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Purpose The loss of an amount in excess of $100m cash deposit can be disruptive to the operations, definitely the liquidity of the hedge fund. Should a hedge fund liquidity position deteriorate, its compromised solvency could impact its vendors, most notably creditors and prime brokers. Large successful hedge funds do make basic mistakes. Lawyer Marc Dreier committed the criminal act of selling fraudulent promissory notes to hedge funds and others. Mr Drier’s success in selling fraudulent promissory notes was facilitated by his accomplices who posed as fake representatives of legitimate instit

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Muhtaseb, Majed R., and Chun Chun “Sylvia” Yang. "Portraits of five hedge fund fraud cases." Journal of Financial Crime 15, no. 2 (2008): 179–213. http://dx.doi.org/10.1108/13590790810866890.

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PurposeThe purpose of this paper is two fold: educate investors about hedge fund managers' activities prior to the fraud recognition by the authorities and to help investors and other stakeholders in the hedge fund industry identify red flags before fraud is actually committed.Design/methodology/approachThe paper investigates fraud committed by the Bayou Funds, Beacon Hill Asset Management, Lancer Management Group (LMG), Lipper & Company and Maricopa investment fund. The fraud activities took place during 2000 and 2005.FindingsThe five cases alone cost the hedge fund investors more than $1

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Kruttli, Mathias S., Phillip J. Monin, Lubomir Petrasek, and Sumudu W. Watugala. "Hedge Fund Treasury Trading and Funding Fragility: Evidence from the COVID-19 Crisis." Finance and Economics Discussion Series 2021, no. 037 (2021): 1–68. http://dx.doi.org/10.17016/feds.2021.038.

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Hedge fund gross U.S. Treasury (UST) exposures doubled from 2018 to February 2020 to $2.4 trillion, primarily driven by relative value arbitrage trading and supported by corresponding increases in repo borrowing. In March 2020, amid unprecedented UST market turmoil, the average UST trading hedge fund had a return of -7% and reduced its UST exposure by close to 20%, despite relatively unchanged bilateral repo volumes and haircuts. Analyzing hedge fund-creditor borrowing data, we find the large, more regulated dealers provided disproportionately more funding during the crisis than other creditor

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Getmansky, Mila. "The Life Cycle of Hedge Funds: Fund Flows, Size, Competition, and Performance." Quarterly Journal of Finance 02, no. 01 (2012): 1250003. http://dx.doi.org/10.1142/s2010139212500036.

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This paper analyzes the life cycles of hedge funds. Using the Lipper TASS database it provides category and fund specific factors that affect the survival probability of hedge funds. The findings show that in general, investors chasing individual fund performance, thus increasing fund flows, decrease probabilities of hedge funds liquidating. However, if investors chase a category of hedge funds that has performed well (favorably positioned), then the probability of hedge funds liquidating in this category increases. We interpret this finding as a result of competition among hedge funds in a ca

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Sialm, Clemens, Zheng Sun, and Lu Zheng. "Home Bias and Local Contagion: Evidence from Funds of Hedge Funds." Review of Financial Studies 33, no. 10 (2019): 4771–810. http://dx.doi.org/10.1093/rfs/hhz138.

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Abstract Our paper analyzes the geographical preferences of hedge fund investors and the implication of these preferences for hedge fund performance. We find that funds of hedge funds overweigh their investments in hedge funds located in the same geographical areas and that funds with a stronger local bias exhibit superior performance. Local bias also gives rise to excess flow comovement and extreme return clustering within geographic areas. Overall, our results suggest that while funds of funds benefit from local advantages, their local bias also creates market segmentation that can destabili

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Duarte Cardoso, Daniel, Danilo Soares Monte-mor, Neyla Tardin, and Silvania Neris Nossa. "Hedge funds and the market return." Perspectivas Contemporâneas 18 (May 9, 2023): 1–15. http://dx.doi.org/10.54372/pc.2023.v18.3543.

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This paper investigates if the equity stake, along with hedge funds, generates value for target companies in highly concentrated markets, such as the Brazilian one. In a sample with 324 Brazilian companies listed in São Paulo Stock Market (B3) that are actively participating in the Anbima Hedge Fund Index (IHFA), between 2007 and 2016, we found that the equity stake of hedge funds generates value in Brazilian invested companies, despite the market being more concentrated. We capture the hedge fund effect on invested companies in terms of: (i) how much the firms’ market capitalization is mainta

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Bello, Andres, Jan Smolarski, Gökçe Soydemir, and Linda Acevedo. "Investor behavior: hedge fund returns and strategies." Review of Behavioral Finance 9, no. 1 (2017): 14–42. http://dx.doi.org/10.1108/rbf-09-2015-0036.

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Purpose The purpose of this paper is to investigate to what extent hedge funds are subject to irrationality in their investment decisions. The authors advance the hypothesis that irrational behavior affects hedge fund returns despite their sophistication and active management style. Design/methodology/approach The irrational component may follow a pattern consistent with the observed hedge fund returns yet far distant from market fundamentals. The authors include factors beyond the original version of capital asset pricing model such as Fama and French and Carhart models, as well as less strin

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Rambo, James, and Gary Van Vuuren. "An Omega Ratio Analysis Of Global Hedge Fund Returns." Journal of Applied Business Research (JABR) 33, no. 3 (2017): 565–86. http://dx.doi.org/10.19030/jabr.v33i3.9947.

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Hedge funds are notorious for being opaque investment vehicles, operating beyond regulation and out of reach of the average investor. In the past decade, however, they have become increasingly accessible to industry and investors. Hedge fund investment vehicles have become more complex with disparate strategies employed to obtain hedged returns. With this added complexity and impenetrability of managerial tactics, investors need a robust means of distinguishing 'good' funds from 'bad'. The most commonly used ratio to do this is the Sharpe ratio, but hedge funds exhibit non-normal returns becau

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Shah, Tejal, Kirti Pandey, and Rupalben Nayak. "Hedge Fund Management in India." International Journal for Research in Applied Science and Engineering Technology 11, no. 3 (2023): 222–30. http://dx.doi.org/10.22214/ijraset.2023.49396.

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Abstract: The study evaluates the performance of Indian Hedge Funds in comparison to the hedge fund of Asia, Emerging market, Australia, China, Japan and global hedge funds. If also examines the interrelationship between the return of Indian Hedge Funds in comparison to the return from Indian Equity market. The data were analysed by using annualized standard deviation, Sharpe ratio, correlation, ANOVA, and regression analysis. The study revealed that performance of Indian Hedge Funds is significantly behind the performance of the above listed seven hedge funds regions. It is also observed that

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Domina Repiquet, Mariia. "A Fresh Perspective on Hedge Funds: Exploring New Opportunities Post-Brexit." Business Law Review 39, Issue 3 (2018): 71–78. http://dx.doi.org/10.54648/bula2018014.

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Hedge funds – rather a financial term than a separate legal category – denote distinct investment funds that use sophisticated investment strategies and are ‘lightly’ regulated as compared to traditional retail-oriented funds. Largely unregulated prior to the 2007/2008 financial crisis, they are now within the tight regulatory perimeter of the Alternative Investment Fund Managers Directive (2011). This article discusses the future of the UK hedge fund industry post- Brexit and explores the opportunities offered by Luxembourg hedge fund legislation. After the exit from the EU, the UK will be co

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Sun, Zheng, Ashley W. Wang, and Lu Zheng. "Only Winners in Tough Times Repeat: Hedge Fund Performance Persistence over Different Market Conditions." Journal of Financial and Quantitative Analysis 53, no. 5 (2018): 2199–225. http://dx.doi.org/10.1017/s0022109018000200.

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We provide novel evidence that hedge fund performance is persistent following weak hedge fund markets but is not persistent following strong markets. Specifically, we construct two performance measures, RET_DOWN and RET_UP, conditioned on the level of overall hedge fund sector returns. After adjusting for risks, funds in the highest RET_DOWN quintile outperform funds in the lowest quintile by approximately 7% in the subsequent year, whereas funds with better RET_UP do not outperform subsequently. The RET_DOWN measure can predict future fund performance over a horizon as long as 3 years, for bo

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SHIN, SANGHEON, JAN SMOLARSKI, and GÖKÇE SOYDEMIR. "HEDGE FUNDS: RISK AND PERFORMANCE." Journal of Financial Management, Markets and Institutions 06, no. 01 (2018): 1850003. http://dx.doi.org/10.1142/s2591768418500034.

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This paper models hedge fund exposure to risk factors and examines time-varying performance of hedge funds. From existing models such as asset-based style (ABS)-factor model, standard asset class (SAC)-factor model, and four-factor model, we extract the best six factors for each hedge fund portfolio by investment strategy. Then, we find combinations of risk factors that explain most of the variance in performance of each hedge fund portfolio based on investment strategy. The results show instability of coefficients in the performance attribution regression. Incorporating a time-varying factor

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Cassar, Gavin J., Joseph J. Gerakos, Jeremiah R. Green, John R. M. Hand, and Matthew Neal. "Hedge Fund Voluntary Disclosure." Accounting Review 93, no. 2 (2017): 117–35. http://dx.doi.org/10.2308/accr-51841.

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ABSTRACT Using a dataset of 3,234 letters sent by 434 hedge funds to their investors during 1995–2011, we study what motivates hedge fund managers to make voluntary disclosures. Contrary to the hedge fund industry's reputation for opacity, we observe that managers provide their investors with an array of quantitative and qualitative information about fund returns, risk exposures, holdings, benchmarks, performance attribution, and future prospects. We find that the tensions between the agency costs faced by investors and the proprietary costs faced by managers affect fund disclosures. Consisten

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Pritish Jaria. "The Role of Hedge Funds in fostering Regulatory Innovations-A Systematic Literature Review." European Economic Letters (EEL) 15, no. 2 (2025): 4766–76. https://doi.org/10.52783/eel.v15i2.3327.

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The purpose of this paper is to evaluate the relationship between regulatory magnitude and hedge fund market stability, transparency, and general performance across jurisdictions. The methodology used is a systematic literature review using keywords like “hedge fund regulation” and “systematic risk” with only papers from 2018-2024 and from specific Meta databases. The literature review discusses how the presence of robust regulatory oversight reduces the likelihood of systemic risks associated with hedge fund activities. This is coupled with how stricter regulatory frameworks lead to improved

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Huang, Jingyang, Liu Zhang, and Qisheng Guo. "Challenging Hedge Funds by Mimicking Their Strategies." Advances in Economics, Management and Political Sciences 5, no. 1 (2023): 270–77. http://dx.doi.org/10.54254/2754-1169/5/20220090.

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Since the launching of the first hedge fund, its ability to have a greater return with less volatility has attracted more and more people to get involved in this investment tool. Numbers of people either invest in hedge funds, or simply simulate the hedge fund strategy in order to obtain a higher return. This paper studies whether people can beat hedge funds by simply mimicking hedge funds strategies. The results are shown by comparing data from Goldman Sachs Hedge Industry VIP ETF, which stands for GVIP, and the long-short hedge fund index from November 2016 to July 2022. According to yahoo f

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Seretakis, Alexandros. "EU Hedge Fund Regulation: Hedge Funds and Single Supervision." European Company Law 15, Issue 6 (2018): 213–20. http://dx.doi.org/10.54648/eucl2018031.

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Shawky, Hany A., and Ying Wang. "Can Liquidity Risk Explain Diseconomies of Scale in Hedge Funds?" Quarterly Journal of Finance 07, no. 02 (2017): 1750002. http://dx.doi.org/10.1142/s2010139217500021.

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Using data from the Lipper TASS hedge fund database over the period 1994–2012, we examine the role of liquidity risk in explaining the relation between asset size and hedge fund performance. While a significant negative size-performance relation exists for all hedge funds, once we stratify our sample by liquidity risk, we find that such a relationship only exists among funds with the highest liquidity risk. Liquidity risk is found to be another important source of diseconomies of scale in the hedge fund industry. Evidently, for high liquidity risk funds, large funds are less able to recover fr

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Zhang, Yidi. "Research on the Application of Hedge Fund." BCP Business & Management 31 (November 5, 2022): 134–38. http://dx.doi.org/10.54691/bcpbm.v31i.2546.

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Hedge funds or hedging funds are financial institutions that use hedging trading tactics. It refers to financial money intended to generate profits after merging financial derivatives like financial futures and financial options with financial institutions. It falls under the category of an investment vehicle and is known as a "risk-hedged fund." In this article, the author is concerned about the background, related research, objective, method and data, results, discussion and conclusion. Different investment strategies and theories, such as stock selection and valuation and momentum strategie

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Athanassiou, Phoebus. "Towards pan-European Hedge Fund Regulation? State of the Debate." Legal Issues of Economic Integration 35, Issue 1 (2008): 7–41. http://dx.doi.org/10.54648/leie2008002.

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Despite having been part and parcel of the European asset management universe for several years, hedge funds have been bypassed by the regulatory initiatives which have recently transformed Europe’s financial services landscape. That concerted action has yet to be undertaken in this field and that the European market for the cross-border distribution of hedge fund products continues to be fragmented has less to do with the absence of a European debate on hedge fund regulation than it has to do with the lack of a clear vision on what the future should hold for them. The purpose of this article

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Hu, Yifan. "Exploring Hedge Fund Strategies in Portfolio Management Using Financial Derivatives and Their Impact on Market Volatility." Advances in Economics, Management and Political Sciences 62, no. 1 (2023): 69–76. http://dx.doi.org/10.54254/2754-1169/62/20231316.

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This paper aims to explore the strategies employed by hedge funds when using financial derivatives for portfolio management and their impact on market volatility. It begins with a discussion of the importance of hedge funds in the investment world, followed by an examination of the strategies they employ, including the use of financial derivatives such as futures, options and swaps. In addition, the influence of these strategies on market volatility is also analyzed. This study provides valuable insights on hedge fund investment strategies and their impact on the market and has important refer

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Donaldson, Thomas. "Hedge Fund Ethics." Business Ethics Quarterly 18, no. 3 (2008): 405–16. http://dx.doi.org/10.5840/beq200818329.

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Hedge funds are targets of mounting ethical criticism. The most salient focuses on their opacity. Hedge funds are structured to block transparency for strategic reasons: that is, they systematically deny information to their own investors and to governments in order to protect their competitive advantage, even though the information they hide holds tremendous significance for the interests of both groups. In this article I will detail the ethical allegations made against hedge funds, showing why their opacity creates intractable conflicts that cannot be resolved through government regulation.

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Williams, Owen. "Foreign currency exposure within country exchange traded funds." Studies in Economics and Finance 33, no. 2 (2016): 222–43. http://dx.doi.org/10.1108/sef-10-2014-0196.

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Purpose The purpose of this paper is to consider the implicit effect of the underlying foreign currency exposure on the performance characteristics of country exchange traded funds. Design/methodology/approach To arrive at an overall estimation of the exchange-traded fund (ETF)’s tracking error, the mean of the three measures of tracking error was calculated for both the hedged (r_LC) and unhedged (r_NAV) return series. Since tracking error does not capture all the risk inherent in a country index fund, the study extends the analysis using the Sortino and Modified Sharpe ratios. Findings The d

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Mccahery, Joseph A., and Erik P. M. Vermeulen. "How should we regulate private equity and hedge funds?" Maandblad Voor Accountancy en Bedrijfseconomie 81, no. 7/8 (2007): 344–50. http://dx.doi.org/10.5117/mab.81.20841.

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This paper discusses the activities of hedge funds and private equity funds. We consider the rationale used by proponents for introducing new regulation for hedge funds and private equity. There is a division of opinion regarding whether this alternative asset sector should be subject to new regulation. The competing views are assessed critically. We conclude that more economic evidence is required before new legislation can be introduced. We also focus on the effects of the partial convergence of hedge funds and private equity funds. Clearly the differences in the contractual structure of hed

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Mccahery, Joseph A., and Erik P. M. Vermeulen. "How should we regulate private equity and hedge funds?" Maandblad Voor Accountancy en Bedrijfseconomie 81, no. (7/8) (2007): 344–50. https://doi.org/10.5117/mab.81.20841.

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This paper discusses the activities of hedge funds and private equity funds. We consider the rationale used by proponents for introducing new regulation for hedge funds and private equity. There is a division of opinion regarding whether this alternative asset sector should be subject to new regulation. The competing views are assessed critically. We conclude that more economic evidence is required before new legislation can be introduced. We also focus on the effects of the partial convergence of hedge funds and private equity funds. Clearly the differences in the contractual structure of hed

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Joenväärä, Juha, Robert Kosowski, and Pekka Tolonen. "The Effect of Investment Constraints on Hedge Fund Investor Returns." Journal of Financial and Quantitative Analysis 54, no. 4 (2018): 1539–71. http://dx.doi.org/10.1017/s0022109018001333.

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This paper examines the effect of real-world, investor-level investment constraints, including several that have not been studied before, on hedge fund performance and its persistence. Using a large consolidated database, we demonstrate that hedge fund performance persistence is significantly reduced when rebalancing rules reflect fund size restrictions and liquidity constraints but remains statistically significant at higher rebalancing frequencies. Hypothetical investor portfolios that incorporate additional minimum diversification constraints, minimum investment requirements, and focus on o

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Lutton, David John. "The European Union, Financial Crises and the Regulation of Hedge Funds: A Policy Cul-de-Sac or Policy Window?" Journal of Contemporary European Research 4, no. 3 (2008): 167–78. http://dx.doi.org/10.30950/jcer.v4i3.130.

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A series of financial crises involving hedge funds has created a general perception that action needs to be taken. A number of key member states and political actors favour tighter regulation. Traditional bureaucratic theory suggests that the European Commission would seek to maximise this ‘policy window’, and yet there remains no single unified European Union (EU) regulatory framework specifically targeting hedge funds. The nature of the regulatory regime, which has generally demanded a ‘light touch’ approach, means there are strict limits the EU’s ability to act. From an EU perspective, hedg

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Smith, Zachary Alexander, and Muhammad Zubair Mumtaz. "Hedge fund managers and deceit: is the accusation of performance manipulation valid?" Chinese Management Studies 11, no. 3 (2017): 387–414. http://dx.doi.org/10.1108/cms-02-2017-0035.

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Purpose The purpose of this paper is to examine whether there is significant evidence that hedge fund managers engage in deceptive manipulation of their reported performance results. Design/methodology/approach A model of hedge fund performance has been developed using standard regression analysis incorporating dependent lagged variables and an autoregressive process. In addition, the extreme bounds analysis technique has been used to examine the robustness and sensitivity of the explanatory variables. Finally, the conditional influence of the global stock market’s returns on hedge fund perfor

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MahaDevan, Sivan, and David Schwartz. "Hedge Fund Collateralized Fund Obligations." Journal of Alternative Investments 5, no. 2 (2002): 45–62. http://dx.doi.org/10.3905/jai.2002.319054.

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Brunel, Jean L. P. "A New Perspective on Hedge Funds and Hedge Fund Allocations." AIMR Conference Proceedings 2003, no. 6 (2003): 9–22. http://dx.doi.org/10.2469/cp.v2003.n6.3332.

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Gregoriou, Greg N., and Daniel Capocci. "The Complete Guide to Hedge Funds & Hedge Fund Strategies." Journal of Wealth Management 16, no. 3 (2013): 141–42. http://dx.doi.org/10.3905/jwm.2013.16.3.141.

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LHABITANT, FRANÇOIS‐SERGE. "Assessing Market Risk for Hedge Funds and Hedge Fund Portfolios." Journal of Risk Finance 2, no. 4 (2001): 16–32. http://dx.doi.org/10.1108/eb043472.

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Dutta, Sandip, and James Thorson. "Are hedge fund returns affected by media coverage of macroeconomic news?" Studies in Economics and Finance 36, no. 3 (2019): 427–39. http://dx.doi.org/10.1108/sef-10-2017-0289.

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Purpose Extant literature suggests that the difficulty associated with the interpretation of macroeconomic news announcements by the market in general in different economic environments, might be the reason why most studies do not find any significant relationship between real-sector macroeconomic variables and financial asset returns. This paper aims to use a different approach to measure macroeconomic news. The objective is to examine if a different measure of a macroeconomic news variable, constructed from media coverage of the same, significantly affects hedge fund returns. Design/methodol

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Ngadi Permana, Mohammad Chaidir, and Sri Utami Nurhasanah. "Mengungkap Pengaruh Biaya Perdagangan dan Faktor Risiko terhadap Kinerja Hedge Fund." MASMAN Master Manajemen 2, no. 2 (2024): 187–96. https://doi.org/10.59603/masman.v2i2.683.

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This study examines the impact of trading costs and related factors on the unobserved performance of hedge funds through a qualitative literature review approach. The review covers recent studies on explicit and implicit costs, liquidity risk, portfolio complexity, hedge fund size, and risk management strategies. The findings reveal that trading costs significantly affect the net returns of hedge funds, while liquidity risk and portfolio complexity hinder asset management efficiency. Large hedge funds benefit from economies of scale but face challenges in risk management and transparency. The

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Ben Khelifa, Soumaya. "The European hedge funds industry: An empirical analysis of performance, liquidity, and growth." Corporate Governance and Sustainability Review 5, no. 2 (2021): 89–101. http://dx.doi.org/10.22495/cgsrv5i2p8.

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While the performance of hedge funds has grabbed much attention from researchers, a few studies have been conducted on the drivers of hedge fund liquidity and performance (Shaub & Schmid, 2013). This study proposes new approaches to investigate the effect of share restrictions on European hedge fund performance and liquidity. We run different regressions of 1) returns, 2) flows, and 3) exposure to market liquidity risk on share restrictions, managerial incentives, and a set of control variables as independent variables. Using a sample of 1423 European hedge funds, our results suggest that

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Kehinde Isaac, Segun, Chinonye Moses, Taiye Borishade, et al. "Evolution and innovation of hedge fund strategies: A systematic Review of literature and framework for future research." Acta Innovations, no. 50 (November 23, 2023): 29–40. http://dx.doi.org/10.32933/actainnovations.50.3.

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Hedge funds are a dynamic and heterogeneous segment of the financial industry that employs various strategies to generate returns and manage risk. Despite their growing importance and impact on the global economy, hedge funds remain largely unregulated and opaque, posing challenges for researchers and regulators alike. This paper provides a systematic review of the academic literature on hedge fund strategies, covering their institutional, historical and performance characteristics; their purpose and effectiveness in achieving balanced portfolios; and the relationship of returns to manager ski

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Jorion, Philippe, and Christopher Schwarz. "The Strategic Listing Decisions of Hedge Funds." Journal of Financial and Quantitative Analysis 49, no. 3 (2014): 773–96. http://dx.doi.org/10.1017/s0022109014000350.

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AbstractThe voluntary nature of hedge fund database reporting creates strategic listing opportunities for hedge funds. However, little is known about how managers list funds across multiple databases or whether investors are fooled by funds’ listing decisions. In this paper, we find that hedge funds strategically list their small, best-performing funds in multiple outlets immediately while preserving the option to list their other funds in additional databases later. We generally find that investors react rationally to these fund listings based on the predictability of performance. Finally, ou

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Dardanelli, Giorgio Tosetti. "Direct or Indirect Regulation of Hedge Funds: A European Dilemma." European Journal of Risk Regulation 2, no. 4 (2011): 463–80. http://dx.doi.org/10.1017/s1867299x00001549.

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This paper deals with the debate on the methods to regulate hedge funds, with a particular focus on direct or indirect regulation. After having briefly examined the pros and the cons of directly regulating these investment schemes, it comes to the conclusion (largely shared by most scholars) that hedge funds should not be directly regulated, while regulation should concern their management companies and, most of all, their counterparts (lenders in the first place) with a view to managing systemic risk. In addition, regulation should also set precise thresholds for access which should aim at pr

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