Tuesday, March 10, 2015
Hedge Fund Flows and Performance Streaks: How Investors Weigh Information
By Guillermo Baquero, European School of Management and Technology; and Marno Verbeek, Rotterdam School of Management, Erasmus University
In their paper, the authors analyze hedge fund investors’ decisions to invest or divest in relation to a wide range of information variables available to them, paying particular attention to the relevance of performance streak variables.
Download the full article here.
From the March 2015 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
In their paper, the authors analyze hedge fund investors’ decisions to invest or divest in relation to a wide range of information variables available to them, paying particular attention to the relevance of performance streak variables.
Download the full article here.
From the March 2015 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, extrapolative expectations, hedge fund performance, hedge funds, money flows, performance streaks, relative weights
Copyright © 2010 by Barclay Hedge
Subscribe to Posts [Atom]