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Emerging market hedge funds: Do they perform like regular hedge funds?
Resource type
Authors/contributors
- Abugri, Benjamin A (Author)
- Dutta, Sandip (Author)
Title
Emerging market hedge funds: Do they perform like regular hedge funds?
Abstract
In this study, we investigate whether the performance of emerging market hedge funds (EMHFs) follow a pattern similar to that reported for advanced market hedge funds. In contrast to the pre-2007 period, our results for the post-2006 period show that EMHFs exhibit performance patterns similar to those reported for hedge funds that focus on the developed markets. Unlike in the pre-2007 period, EMHFs in general do not exhibit significant exposure to specific asset classes in the post-2006 period. On a risk-adjusted basis, we find that EMHFs do not consistently outperform the benchmarks. The reported performance patterns may provide useful insights to both academics and portfolio managers.
Publication
Journal of International Financial Markets, Institutions and Money
Date
2009
Volume
19
Issue
5
Pages
834-849
Journal Abbr
J. Int. Financ. Mark. Inst. Money
Citation Key
pop00107
ISSN
10424431 (ISSN)
Language
English
Extra
11 citations (Crossref) [2023-10-31]
Citation Key Alias: lens.org/045-993-582-634-144
tex.type: [object Object]
Citation
Abugri, B. A., & Dutta, S. (2009). Emerging market hedge funds: Do they perform like regular hedge funds? Journal of International Financial Markets, Institutions and Money, 19(5), 834–849. https://doi.org/10.1016/j.intfin.2009.07.002
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