entity · derived
Hedge fund returns
Derived node: assembled mechanically from the claims carrying hedge-fund-returns. A roster, not an adjudicated definition.
Every claim under this term
- 1806252-010 : Because hedge fund trading strategies depend on confidentiality, required disclosures that let other market participants trade along or anticipate a fund's transactions can negatively affect the fund'
- 2389416-003 : The hedge fund adviser registration requirement under the Dodd-Frank Act creates a discontinuity in hedge fund returns at the registration effective date of March 30, 2012.
- 2389416-005 : Dodd-Frank Act compliance costs reduce the profitability of hedge fund advisers' investment management companies, but registration and disclosure requirements do not appear to reduce the returns of th
- 2389416-007 : Hedge fund adviser registration under the Dodd-Frank Act positively affects adviser returns in March 2012, but the effect does not persist in the months after the registration effective date.
- 2389416-016 : In simple linear regressions of monthly returns on log AUM across the full sample, the AUM coefficient is statistically significant at the 5 percent level only during March through August 2012.
- 2389416-020 : Under the sharp regression discontinuity design, the estimated treatment coefficient exceeds one only in March 2012, at 1.104 with a p-value of 0.015, and is close to zero and insignificant in every o
- 2389416-021 : The March 2012 discontinuity coefficient is the only estimate with a p-value below 5 percent; all subsequent monthly estimates are statistically insignificant.
- 2389416-023 : The March 2012 discontinuity effect is not persistent and is completely absorbed in the months following the registration effective date for private fund advisers.
- 2389416-034 : The difference-in-differences interaction term identifying treated funds in 2012 is positive and statistically significant in March, April, and May 2012.
- 2389416-037 : Despite the great volatility of hedge fund adviser returns over the observation period, the empirical evidence for a discontinuity at the $150 million AUM threshold is robust, but the discontinuity do
- 2389416-038 : The finding that Dodd-Frank Act registration does not depress hedge fund returns is consistent with prior evidence that higher administrative costs are only a second-order effect of the regulation.
- 2816408-024 : Around the registration effective date, whether a fund's AUM sits above or below the $150 million regulatory threshold does not play a significant role in explaining hedge fund returns for the entire
- 2959730-035 : A blockchain enabled fund delivers performance competitive with traditional funds: LendingRobot claims average performance of 6.86% to 9.66% depending on strategy, against an average 8.89% annualized
- 3405660-008 : The same leverage that produced LTCM's high returns magnified its losses, so leverage is a symmetric amplifier rather than a one directional source of performance.