search query: @author Hübner, G. / total: 4
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| Author: | Capocci, D. Corhay, A. Hübner, G. |
| Title: | Hedge fund performance and persisstance in bull and bear markets |
| Journal: | European Journal of Finance
2005 : OCT, VOL. 11:5, p. 361-392 |
| Index terms: | funds hedging PERFORMANCE APPRAISAL |
| Language: | eng |
| Abstract: | This paper examines the performance of 2894 hedge funds in a time period that encompasses unambiguously bullish and bearish trends whose pivot is commonly set at March 2000. An analysis of performance suggests that most hedge funds significantly outperformed the market during the whole test period. The analysis of persistence yielded very similar results, with most of the predictability being found among middle performers during the bullish period. |
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