Study aims to shed light on “darkness” in hedge fund databases
| Jan 5th, 2010 | Filed under: Academic Research, Performance, Analytics & Metrics, Today's Post | By: Alpha Male |
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The voluntary nature of hedge fund reporting has made many commentators see hedge fund indices and, by extension, hedge fund industry performance, with a somewhat jaundiced eye. Since hedge fund databases are designed as surreptitious marketing vehicles for hedge funds, the worst performing funds are likely to be absent from the indices.
But others counter that the best performing funds are also likely to abstain from voluntary reporting since they believe it might be viewed as kind of tacky by its rarefied clientele. More…
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