𝔖 Bobbio Scriptorium
✦   LIBER   ✦

SOMALIA: Foreign Fund Manager


Book ID
110938904
Publisher
John Wiley and Sons
Year
2009
Weight
98 KB
Volume
46
Category
Article
ISSN
0001-9852

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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