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Welcome to the 2017 AFS Annual Meeing, being held this year, in conjunction with FPA in Nashville!
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Monday, October 2 • 1:30pm - Saturday, October 28 • 2:30pm
H4a CANCELLED Capacity Constraints, Fund Flows and Hedge Fund Alpha: Emerging Market Evidence

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This paper investigates the alpha generating of the Asian hedge funds based on a recent sample compiled from the Eurekahedge, Lipper TASS and Morningstar database covering both the up and down markets and including the latest financial cirsis.  We find a positive average alpha in the cross-section for the majority of strategies and a positive and significant alpha for roughly half of all funds.

Author(s): Mui Kuen Yuen, MBS

Presenters
MK

Mui Kuen Yuen, MBS

Ph.D. Student and Senior Tutor, Massey University


Monday October 2, 2017 1:30pm - Saturday October 28, 2017 2:30pm
MCC106C