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SSRNDerivatives & Volatility

Economic Policy Uncertainty and Hedge Fund Returns

Hedge funds perform worse when there is economic policy uncertainty, especially those with high EPU beta funds due to their inability to predict EPU fluctuations.

Featured in No. 55 on 3 Jul 2024 · 1 day after release

Released
2 Jul 2024
First featured
No. 55 · 3 Jul 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
5
Identifier
SSRN 4882292

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

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