Hedge Fund Breakdown?
September 27, 2017 - Mutual/Hedge Funds
Can investors confidently pick hedge funds that will do well? In their September 2017 paper entitled “Hedge Fund Performance Prediction”, Nicolas Bollen, Juha Joenväärä and Mikko Kauppila examine the forecasting power of 26 hedge fund performance predictors identified in past research. These predictors span five categories: seven broad manager skills; four market timing skills; six systematic risks; four tail risks;… Keep Reading