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Naik et al., 2007 - Google Patents

Capacity constraints and hedge fund strategy returns

Naik et al., 2007

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Document ID
10086198994981715271
Author
Naik N
Ramadorai T
Stromqvist M
Publication year
Publication venue
European Financial Management

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Snippet

Hedge funds have generated significant absolute returns (alpha) in the decade between 1995 and 2004. However, the level of alpha has declined substantially over this period. We investigate whether capacity constraints at the level of hedge fund strategies have been …
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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
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