Tuesday, February 11, 2014


Equity Hedge Fund Performance, Cross-Sectional Return Dispersion, and Active Share

By David M. Smith, Department of Finance and Center for Institutional Investment Management, University at Albany

The author examines the performance of actively managed equity-oriented hedge funds, conditional on the cross-sectional stock market return dispersion environment. As a result, if equity hedge-fund portfolio managers and investors are aware of the dispersion environment in which they are operating, they may be able to adapt their tactics and time their active vs. passive approaches.

Download the full article here.

From the February 2014 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.

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