Performance and Persistence of Brazilian Hedge Funds During the Financial Crisis

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dc.contributor.authorJoaquim, Gustavo P.
dc.contributor.authorMoura, Marcelo L.
dc.coverage.cidadeSão Paulopt_BR
dc.coverage.paisBrasilpt_BR
dc.creatorJoaquim, Gustavo P.
dc.creatorMoura, Marcelo L.
dc.date.accessioned2023-07-17T19:43:47Z
dc.date.available2023-07-17T19:43:47Z
dc.date.issued2011
dc.description.abstractThis study investigates the performance and persistence of the Brazilian hedge fund market using daily data from October 2007 to February 2011. A period containing what was characterized by many as the worst world financial crisis since the great depression of the 1930’s. Despite the financial turmoil, results indicate the existence of a representative group of funds with abnormal returns as well as evidence of a joint persistence of funds with time frames of 1 to 3 months. Individual evaluations of the funds, however, indicate a reduced number of persistent funds.
dc.description.otherThis study investigates the performance and persistence of the Brazilian hedge fund market using daily data from October 2007 to February 2011. A period containing what was characterized by many as the worst world financial crisis since the great depression of the 1930’s. Despite the financial turmoil, results indicate the existence of a representative group of funds with abnormal returns as well as evidence of a joint persistence of funds with time frames of 1 to 3 months. Individual evaluations of the funds, however, indicate a reduced number of persistent funds.pt_BR
dc.format.extent29 p.pt_BR
dc.format.mediumDigitalpt_BR
dc.identifier.issueBEWP 138/2011
dc.identifier.urihttps://repositorio.insper.edu.br/handle/11224/5840
dc.language.isoInglêspt_BR
dc.publisherInsperpt_BR
dc.publisherIBMEC São Paulopt_BR
dc.relation.ispartofseriesInsper Working Paperpt_BR
dc.rights.licenseO INSPER E ESTE REPOSITÓRIO NÃO DETÊM OS DIREITOS DE USO E REPRODUÇÃO DOS CONTEÚDOS AQUI REGISTRADOS. É RESPONSABILIDADE DO USUÁRIO VERIFICAR OS USOS PERMITIDOS NA FONTE ORIGINAL, RESPEITANDO-SE OS DIREITOS DE AUTOR OU EDITORpt_BR
dc.subject.keywordsmultimarket fundspt_BR
dc.subject.keywordshedge fundspt_BR
dc.subject.keywordsalpha calculationpt_BR
dc.subject.keywordsperformance evaluationpt_BR
dc.subject.keywordspersistencept_BR
dc.subject.keywordsBrazilian fundspt_BR
dc.titlePerformance and Persistence of Brazilian Hedge Funds During the Financial Crisispt_BR
dc.typeworking paper
dspace.entity.typePublication
local.subject.cnpqCiências Sociais Aplicadaspt_BR
local.typeWorking Paperpt_BR

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Coleção Insper Business and Economics Working Papers