Do Hot Hands Exist among Hedge Fund Managers? An Empirical Evaluation

A-Tier
Journal: Journal of Finance
Year: 2010
Volume: 65
Issue: 1
Pages: 217-255

Authors (3)

RAVI JAGANNATHAN (Northwestern University) ALEXEY MALAKHOV (not in RePEc) DMITRY NOVIKOV (not in RePEc)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In measuring performance persistence, we use hedge fund style benchmarks. This allows us to identify managers with valuable skills, and also to control for option‐like features inherent in returns from hedge fund strategies. We take into account the possibility that reported asset values may be based on stale prices. We develop a statistical model that relates a hedge fund's performance to its decision to liquidate or close in order to infer the performance of a hedge fund that left the database. Although we find significant performance persistence among superior funds, we find little evidence of persistence among inferior funds.

Technical Details

RePEc Handle
repec:bla:jfinan:v:65:y:2010:i:1:p:217-255
Journal Field
Finance
Author Count
3
Added to Database
2026-01-25