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- W2020507751 abstract "This paper analyzes the relationship between the risk-adjusted performance of hedge funds and their proximity to investments using data on Asian-focused hedge funds. We find, relative to an augmented Fung and Hsieh (2004) factor model, that hedge funds with a physical presence (head or research office) in their investment region outperform other hedge funds by 3.72 percent per year. The local information advantage is pervasive across all major geographical regions, but is strongest for Emerging Market funds and funds holding illiquid securities. These results are robust to adjustments for fund fees, serial correlation, backfill bias, and incubation bias. We show also that distant funds, especially those based in the U.S. and the U.K., are able to raise more capital, charge higher fees, and set longer redemption periods, despite their underperformance relative to nearby funds. It appears that distant funds trade investment performance for better access to capital." @default.
- W2020507751 created "2016-06-24" @default.
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- W2020507751 date "2007-01-01" @default.
- W2020507751 modified "2023-09-23" @default.
- W2020507751 title "The Geography of Hedge Funds" @default.
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- W2020507751 doi "https://doi.org/10.2139/ssrn.918853" @default.
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