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- W1815245616 abstract "In this paper we investigate the performance of Nordic hedge funds in terms of their ability to earn abnormal returns during the period 2003-2011. We further test for the presence of short-term persistence during the period of disturbed market conditions. The single-index and four-factor models are used in order to estimate the traditional performance measures for individual funds as well as for portfolios of funds. The regression-based parametric approach is utilized to detect the presence of persistence. Our results suggest that Nordic hedge funds in general are able to “beat the market”, however the results are insignificant for the majority of funds and a much higher degree of statistical significance is found for portfolios of funds. We find no evidence of performance persistence through changing market conditions, though we confirm the presence of short-term persistence in the beginning of market downturn." @default.
- W1815245616 created "2016-06-24" @default.
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- W1815245616 date "2011-01-01" @default.
- W1815245616 modified "2023-09-27" @default.
- W1815245616 title "A quantitative analysis of Nordic hedge fund performance during changing market conditions" @default.
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