The early years of the 21st century have been a difficult and challenging time for the managed
funds industry. The neglected history of managed funds reveals prior episodes of sustained growth,
questionable practices, ...
Hutson, Elaine(University College Dublin. School of Business. Centre for Financial Markets, 2003-09)
The early years of the 21st century have been a difficult and challenging time for the managed funds industry. The neglected history of managed funds reveals prior episodes of sustained growth, questionable practices, ...
Unlike mutual and pension funds, which are heavily regulated in most juristrictions, hedge funds are largely unregulated. Because they are not required to report to regulators and to the public, data on hedge fund performance ...
This paper uses data from the Survey of Consumer Finances to assess how well mean-variance efficiency describes the portfolio diversification of US households. It does not seem to work well. The median stockholder owns a ...
Pollak, Andy(University College Dublin. Institute for British-Irish Studies, 2006)
Cooperation and exchanges across the Irish border between schools, teachers and
youth groups have seen an extraordinary growth in the past decade, involving
nearly 20% of all schools on the island of Ireland in 2000. ...
Denvir, Emily; Hutson, Elaine(University College Dublin. School of Business. Centre for Financial Markets, 2004)
We examine the performance and diversification potential of 332 funds of hedge funds (FOHFs) for the period from January 1990 to May 2003. Consistent with prior studies, we find that FOHFs appear to underperform the hedge ...
We examine the return distributions of 332 funds of hedge funds and associated indices.
Over half of the sample is significantly skewed according to the skewness statistic, and these are split 50/50 positive and negative. ...
We examine the performance and diversification potential of 332 funds of hedge funds (FOHFs) for the period from January 1990 to May 2003. Consistent with prior studies, we find that FOHFs appear to underperform the hedge ...