Economic Policy Uncertainty and Hedge Fund Returns
Hedge funds perform worse when there is economic policy uncertainty, especially those with high EPU beta funds due to their inability to predict EPU fluctuations.
Featured in No. 55 on 3 Jul 2024 · 1 day after release
- Released
- 2 Jul 2024
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- No. 55 · 3 Jul 2024
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- SSRN 4882292
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