- Advertisement -

Related

Seminar: The Effect of Investment Constraints on Hedge Fund Investor Returns

Powering Hedge Funds

Advertorial: In this seminar, Professor Robert Kosowski asks: what are the effects of investment constraints on hedge fund returns? The main finding that emerges from his analysis is that the size is related to past performance positively; and negatively to future performance. Persistence in performance declines significantly when fund size and share restrictions such as notice, redemption and lockup period are incorporated into rebalancing rules. Large funds close to or above $1 billion of assets under management account for more than 60% of the hedge fund AUM but they neither provide statistically significant alpha on average, nor do they exhibit performance persistence.

Date: Wednesday, June 12, 2013; 16:00 to 17:30.
Place: Swedish House of Finance, Drottninggatan 98, 4th floor.

Refreshments will be served in connection with the seminar. There is no registra¬tion fee for the seminar. However, we have a limited number of seats and therefore require advance registration. Please register to Anki Helmer (anki.helmer@sifr.org) as soon as possible and no later than June 10.

Welcome!

Institute for Financial Research (SIFR)
Drottninggatan 98, 4th floor
SE-111 60 Stockholm, Sweden

Phone: +46 8 736 9101
Web: www.sifr.org

The seminar series is organized by SIFR with generous financial support from Vinnova.

Sponsored publication for www.sifr.org

Subscribe to HedgeBrev, HedgeNordic’s weekly newsletter, and never miss the latest news!

Our newsletter is sent once a week, every Friday.

HedgeNordic Editorial Team
HedgeNordic Editorial Team
This article was written, or published, by a member of the HedgeNordic editorial team.

Latest Articles

AP3 Hires Lynx’s Mattias Sundbom as Head of Portfolio Strategy

After spending the past decade at some of Sweden’s largest systematic asset managers, most recently at Lynx Asset Management, Mattias Sundbom has now moved...

Colosseum’s Rollercoaster Start Gives Way to Strong Rebound

Early investors in the freshly launched Colosseum Global Alpha have experienced a rollercoaster ride in recent months, though the latest stretch has been largely...

Nordic CTAs Thrive in February’s Volatile Macro Landscape

February proved to be another favorable month for Nordic CTA managers, leaving CTAs as the best-performing sub-strategy in the Nordic Hedge Index so far...

Core, Satellite, and Structural Premiums: PensionDanmark’s Approach to Emerging Market Debt

Many institutional investors have gradually internalized mandates once awarded to external managers, seeking tighter cost control, greater transparency, and improved alignment. Emerging market debt...

PIMCO: Similar Yields, Better Risk Profile in European High Yield

The U.S. high yield market has long been regarded as the global benchmark: deeper, more liquid, and broader in sector composition. For many allocators,...

Avoiding the Echo Chamber: Kraft’s Playbook in Tighter High-Yield Market

Delivering strong returns during a market rebound is one thing. Preserving performance momentum once spreads tighten and dispersion fades is another. That was the...

Allocator Interviews

In-Depth: Diversification

- Advertisement -

Voices

Request for Proposal

- Advertisement -