Optimal fees in hedge funds with first-loss compensation
The research suggests alternative fee schemes for hedge funds, arguing that traditional management and performance fees are suboptimal and that the recommended schemes reduce the fund's volatility.
Featured in No. 24 on 2 Nov 2023 · 4 days after release · 3 citations today · published in Journal of Banking & Finance
- Released
- 29 Oct 2023
- First featured
- No. 24 · 2 Nov 2023
- Citations (Semantic Scholar)
- 3
- Influential citations
- 0
- Published in
- Journal of Banking & Finance
- Shares when featured
- 3
- Identifier
- doi:10.1016/j.jbankfin.2020.105884
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).