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Hedge Funds: Performance, Risk, and Capital Formation

✍ Scribed by WILLIAM FUNG; DAVID A. HSIEH; NARAYAN Y. NAIK; TARUN RAMADORAI

Book ID
109176512
Publisher
John Wiley and Sons
Year
2008
Tongue
English
Weight
167 KB
Volume
63
Category
Article
ISSN
0022-1082

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## Abstract Using data on the monthly returns of hedge funds during the period January 1990 to August 1998, we estimate six‐factor Jensen alphas for individual hedge funds, employing eight different investment styles. We find that about 25% of the hedge funds earn positive excess returns and that t