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.
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.
Labels: Barclay Insider Report, Barclay Insider Report Guest Article, hedge fund performance, hedge funds
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