Do Hot Hands Exist among Hedge Fund Managers? An Empirical Evaluation
Ravi Jagannathan; Alexey Malakhov; Dmitry A. Novikov · 2010 · The Journal of Finance
WASTE classifies this as Negative / Null Result Report · AI classification, approximate
The study found no significant effect — useful as a negative control or null benchmark for your own design.
Abstract (excerpt)
ABSTRACT In measuring performance persistence, we use hedge fund style benchmarks. This allows us to identify managers with valuable skills, and also to control for option‐like features inherent in returns from hedge fund strategies. We…
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Metadata source: OpenAlex · DOI 10.1111/j.1540-6261.2009.01528.x