The Impact of the 2008 Financial Crisis on Funds of Hedge Funds
Na Dai and Hany A. Shawky, University at Albany, State University of New York, Albany, NY, USA
Chapter Outline
14.1. Introduction
14.2. Data and Sample Statistics
14.3. Changes in AUM During the 2008 Financial Crisis
14.4. Asset Size and FoHFs Performance During the 2008 Financial Crisis
14.5. Diversification and FoHFs Performance During the 2008 Financial Crisis
14.6. Risk Factor Estimates of FoHFs Pre- and Post-2008 Financial Crisis
14.7. Attrition Rates and FoHFs Survival Analysis
Conclusion
References
14.1 Introduction
Funds of hedge funds (FoHFs) assets under management (AUM) have fallen by almost a third since 2007, while direct investment in hedge funds has grown ...
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