Using an original database of 634 market neutral hedge funds, this study formally analyses the market neutrality of market neutral funds which are particular in the hedge fund universe since the only objective of these funds is to provide positive returns completely independent of the market conditions.
Research Associate, Edhec Risk and Asset Management Research CentrePhD candidate, Department of Management, HEC - University of Liège
|Type :||Working paper|
|Date :||le 06/06/2005|
|Extra information :||For more information, please contact Séverine Anjubault, EDHEC Research and Development Department [ firstname.lastname@example.org ] The contents of this paper do not necessarily reflect the opinions of EDHEC Business School.|
|Research Cluster :||Finance|