Tuesday, August 11, 2009
How Hedge Fund Drop-Outs Affect Measurable Industry Returns
The topical study from the August 2009 issue of The Hedge Fund Flow Report. Gain insight into industry trends and hedge fund asset flows before you make your next important decision.
The continued out performance of hedge funds has puzzled academics for a long time. Tenants of the efficient market’s hypothesis believe that this anomaly is due to survivorship bias, as liquidated funds get dropped out of hedge fund databases.
Fortunately, BarclayHedge keeps records of the funds that have stopped reporting to them, enabling us to estimate the bias arising from hedge fund drop-outs.
In this study, we found that . . . .
Accredited investors can read the entire article for free.
From the August 2009 issue of The Hedge Fund Flow Report. The Hedge Fund Flow Report combines the accuracy of the BarclayHedge database with the analytical insight of TrimTabs Investment Research. The report is generated by TrimTabs Investment Research using the most current data on thousands of hedge funds. An annual subscription includes 12 monthly updates as well as a spreadsheet containing historical flow aggregates by category.
To download a free sample of the entire TrimTabs Hedge Fund Flow Report, simply fill out this short request form.
The continued out performance of hedge funds has puzzled academics for a long time. Tenants of the efficient market’s hypothesis believe that this anomaly is due to survivorship bias, as liquidated funds get dropped out of hedge fund databases.
Fortunately, BarclayHedge keeps records of the funds that have stopped reporting to them, enabling us to estimate the bias arising from hedge fund drop-outs.
In this study, we found that . . . .
Accredited investors can read the entire article for free.
From the August 2009 issue of The Hedge Fund Flow Report. The Hedge Fund Flow Report combines the accuracy of the BarclayHedge database with the analytical insight of TrimTabs Investment Research. The report is generated by TrimTabs Investment Research using the most current data on thousands of hedge funds. An annual subscription includes 12 monthly updates as well as a spreadsheet containing historical flow aggregates by category.
To download a free sample of the entire TrimTabs Hedge Fund Flow Report, simply fill out this short request form.
Labels: CTA, Hedge Fund Flow Topical Study, hedge funds
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