Browsing by Author "Ulutaş, Sevan"
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Emerging market exposures and the predictability of hedge fund returns
Çağlayan, Mustafa Onur; Ulutaş, Sevan (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 ...
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