Search
Now showing items 1-2 of 2
Macroeconomic risk and hedge fund returns
(Elsevier, 2014-10)
This paper estimates hedge fund and mutual fund exposure to newly proposed measures of macroeconomic risk that are interpreted as measures of economic uncertainty. We find that the resulting uncertainty betas explain a ...
Emerging market exposures and the predictability of hedge fund returns
(Wiley, 2014)
We examine emerging market and global macro hedge funds and find a significant positive relation between hedge funds' future returns and their exposure to both emerging market equities and emerging market currencies. We ...
Share this page