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Reconsidering Funds of Hedge Funds by Greg N. Gregoriou

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Chapter 14

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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