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The Journal of Alternative Investments

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Primary Article

Large versus Small Hedge Funds

Does Size Affect Performance?

Greg N. Gregoriou and Fabrice Rouah
The Journal of Alternative Investments Winter 2002, 5 (3) 75-77; DOI: https://doi.org/10.3905/jai.2002.319064
Greg N. Gregoriou
A Ph.D. candidate and the Institut de Finance Mathématique de Montréal Scholar in the finance program at the University of Quebec at Montreal.
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  • For correspondence: gregoriou.g@uqam.ca
Fabrice Rouah
A faculty lecturer in the Department of Mathematics and Statistics at McGill University.
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  • For correspondence: fabrice.rouah1@mail.mcgill.ca
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Abstract

The authors examine the returns of hedge funds and funds of hedge funds from 1994 to 1999 to determine whether the size of a fund affects its performance. Previous studies investigating this relationship for mutual funds have yielded mixed conclusions. Among academics, fund size is frequently cited as a deterrent to performance enhancement, especially when a substantial amount of cash is continually injected into the fund. The results of this study suggest that the size of a hedge fund or a fund of hedge funds has no impact on its performance.

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The Journal of Alternative Investments
Vol. 5, Issue 3
Winter 2002
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Large versus Small Hedge Funds
Greg N. Gregoriou, Fabrice Rouah
The Journal of Alternative Investments Dec 2002, 5 (3) 75-77; DOI: 10.3905/jai.2002.319064

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Large versus Small Hedge Funds
Greg N. Gregoriou, Fabrice Rouah
The Journal of Alternative Investments Dec 2002, 5 (3) 75-77; DOI: 10.3905/jai.2002.319064
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Show more Primary Article
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