Wednesday, March 12, 2014


The Effect of Investment Constraints on Hedge Fund Investor Returns

By Juha Joenväärä, University of Oulu and Imperial College Business School; Robert Kosowski, Imperial College Business School and Oxford-Man Institute of Quantitative Finance; and Pekka Tolonen, University of Oulu

Given the crucial role that fund size plays, this white paper explores the economic mechanism underlying the size-performance relationship. The authors test hypotheses about why the largest funds attract the majority of assets, and why size is an important determinant of performance.

Download the full article here.

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

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