The existing literature of performance persistence of UK investment trusts is limited. We are going to use a sample of 210 UK investment trusts to test performance persistence in different time periods. Berk and Green (2004) suggests that performance persistence and managerial skill are limited...

This article examines UK investment trusts predictability using a sample of 210 investment trusts from the period 1990 to 2006. The sample is free of survivorship bias. Performance persistence in the investment literature was a major area of investigation for both academics and practitioners for...

This article aims at testing empirically the major building blocks that affect the performance of equity market neutral hedge funds: incentive fees, management fees, size, age, hurdle rate, high watermark provision and lockup period. A market neutral strategy combines both long and short...

This article aims at testing empirically the major building blocks that affect the performance of long/short equity hedge funds: incentive fees, management fees, size, age, hurdle rate, high watermark provision and lockup period. The hedge fund primarily goal is to invest in long and short...

This article aims at testing empirically the major building blocks that affect the performance of funds of funds hedge funds: incentive fees, management fees, size, age, hurdle rate, high watermark provision and lockup period. Funds of hedge funds invest solely in other hedge funds. The hedge...

This article aims at testing empirically the major building blocks that affect the performance of fixed income arbitrage hedge funds: incentive fees, management fees, size, age, hurdle rate, high watermark provision and lockup period. These funds engage principally in arbitrage strategies in the...

This article aims at testing empirically the major building blocks that affect the performance of event driven hedge funds: incentive fees, management fees, size, age, hurdle rate, high watermark provision and lockup period. The fund manager primarily is targeting financial, micro and macro...

This article aims at testing empirically the major building blocks that affect the performance of emerging markets hedge funds: incentive fees, management fees, size, age, hurdle rate, high watermark provision and lockup period. Emerging markets hedge funds invests primarily in countries that...