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3
votes
2answers
115 views

Effects of Fund manager reputation, track record, and skill on funds returns and capital flows

I am compiling a list of all studies that examine the effects of fund manager reputation, track record and skill on fund returns and capital flows across both mutual funds and hedge funds. The purpose ...
2
votes
3answers
157 views

Do hedge fund trading desks use portfolio optimization?

I tend to think that hedge funds that actively trade (and most of the ones I have seen trade very actively), don't use optimization methods like MVO or ...
2
votes
2answers
64 views

Ability of hedge funds to transform illiquid assets

In this discussion of a Citi paper, on the impact of collateral management and rising financing costs for hedge funds, there is a quote from Sandy Kaul's statement: Sandy Kaul, head of business ...
2
votes
4answers
124 views

How to model hedge fund returns?

I know that a lot of work has been done characterizing the first four moments of monthly hedge fund returns across a variety of fund types and strategies, and that work indicates that the higher ...