Style Drift Analysis of Hedge Funds by Thomas Henker, Lin Xu, Julia Henker

Style Drift Analysis of Hedge Funds

Thomas Henker, Lin Xu, Julia Henker

96 pages missing pub info (editions)

nonfiction business economics medium-paced
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Description

We investigate the existence of style drift within the hedge fund industry and examine the relationship between style drift and both the stages of the funds' lives and the past returns. There are two key contributions made in this study. Firstly, ...

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