Offshore Hedge Funds: Survival and Performance 1989-1995
AbstractWe examine the performance of the off-shore hedge fund industry over the period 1989 through 1995 using a database that includes defunct as well as currently operating funds. The industry is characterized by high attrition rates of funds, low covariance with the U.S. stock market, evidence of positive risk-adjusted returns over the time period, but little evidence of differential manager skill. _ID=2307#Paper Download" >here
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Bibliographic InfoPaper provided by New York University, Leonard N. Stern School of Business- in its series New York University, Leonard N. Stern School Finance Department Working Paper Seires with number 96-18.
Date of creation: Jan 1997
Date of revision:
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Postal: U.S.A.; New York University, Leonard N. Stern School of Business, Department of Economics . 44 West 4th Street. New York, New York 10012-1126
Phone: (212) 998-0100
Web page: http://w4.stern.nyu.edu/finance/
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Other versions of this item:
- Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson, 1998. "Offshore Hedge Funds: Survival and Performance, 1989-1995," Yale School of Management Working Papers ysm104, Yale School of Management.
- Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson, 1997. "Offshore Hedge Funds: Survival and Performance 1989-1995," NBER Working Papers 5909, National Bureau of Economic Research, Inc.
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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