The Cross-Currency Hedging Performance of Implied Versus Statistical Forecasting Models

Article Abstract:

Research information regarding ability of several models to generate optimal hedge ratios is outlined. The variances of the hedged portfolios derived using these hedge ratios are compared with those based on market expectations implied by the prices of traded options.

Econometrics & Model Building, Econometrics, Business models

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Hedge Fund Performance and Manager Skill

Article Abstract:

Research information regarding monthly returns on hedge funds is given. The data is gathered in the time frame of January 1990 to August 1998 showing that 25% of hedge funds earn positive excess returns.

Investment Companies, Open-End Investment Funds

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Hedge fund performance and manager skill

Article Abstract:

Hedge fund returns over a eight year and eight month period are evaluated and analyzed. Positive excess returns are found in 25% of hedge funds, and funds with higher incentive fees see greater returns.

Mutual Fund Mgmt Companies, Portfolio Management, Statistical Data Included, Finance, Mutual funds, Mutual fund industry

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