---
title: Hedge Fund Performance and Interest Rate Conditions: Evidence from Regulatory Data
url: https://www.ml-quant.com/papers/ssrn/7493702/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 7493702
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7493702
featured: 2026-09-25
citations: unknown
topic: Risk, Credit & Banking
---


# Hedge Fund Performance and Interest Rate Conditions: Evidence from Regulatory Data

Using SEC filings from 2013-2021, the paper finds hedge fund returns show heterogeneous sensitivity to interest rates, with effects varying by strategy, leverage, and derivative exposure.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7493702
- Identifier: SSRN 7493702
- Released: 2026-09-20
- First featured: Quant Letter No. 132 (2026-09-25): https://www.ml-quant.com/issues/2026-09-25/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Risk, Credit & Banking
- Authors: Ayelen Banegas

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