Global Macro and Managed Futures Hedge Fund Strategies: Portfolio Differentiators?
The research evaluates the performance of hedge funds, especially those using a top-down investment approach, and discovers a significant drop in risk-adjusted alpha for global macro managers and managed futures managers after the global financial crisis.
Featured in No. 25 on 8 Nov 2023 · 1 day after release · 0 citations today
- Released
- 7 Nov 2023
- First featured
- No. 25 · 8 Nov 2023
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
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- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 8
- Identifier
- SSRN 4625978
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