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SSRNDerivatives & Volatility

Hedge Fund Performance and Managerial Structure

Solo-managed hedge funds perform better than team-managed ones in terms of abnormal returns and market volatility skills, but they also have higher idiosyncratic and tail risk, and are less likely to be liquidated.

Featured in No. 22 on 18 Oct 2023 · 12 days after release

Released
6 Oct 2023
First featured
No. 22 · 18 Oct 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4604909

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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