FROM BIRTH TO DEATH: THE LIFECYCLE OF A HEDGE FUND INVESTMENT STRATEGY

John M. Longo and Yaxuan Qi
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John M. Longo: Rutgers Business School, USA and The MDE Group, USA

Chapter 14 in Hedge Fund Alpha:A Framework for Generating and Understanding Investment Performance, 2009, pp 249-263 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:IntroductionTheoretical Change in Alpha over TimeAlpha Behavior of the Size AnomalyAlpha Behavior of the Momentum AnomalyAlpha Behavior of the Accrual AnomalyExtending The Lifecycle Through DiversificationHedge Fund Lifecycle ChecklistHedge Fund Alpha Tear Sheet — Chapter 14End NotesReferences

Keywords: Hedge Funds; Alpha; Investment Strategy; Stock Market; Investing; Emerging Markets; Fund of Funds; Investment Management; Brazil; Russia; India; China (search for similar items in EconPapers)
Date: 2009
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