---
title: Economic Policy Uncertainty and Hedge Fund Returns
url: https://www.ml-quant.com/papers/ssrn/4882292/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4882292
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4882292
featured: 2024-07-03
citations: unknown
topic: Derivatives & Volatility
---


# 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4882292
- Identifier: SSRN 4882292
- Released: 2024-07-02
- First featured: Quant Letter No. 55 (2024-07-03): https://www.ml-quant.com/issues/2024-07-03/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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