Performance and Persistence of Brazilian Hedge Funds During the Financial Crisis

This study investigates the performance and persistence of the Brazilian hedge fund market using daily data from September 2007 to February 2011, a period marked by what was characterized by many as the world’s worst financial crisis since the great depression of the 1930s. Despite the financial tur...

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Bibliographic Details
Main Authors: Gustavo Passarelli Giroud Joaquim, Marcelo Leite Moura
Format: Article
Language:English
Published: Brazilian Society of Finance 2011-12-01
Series:Revista Brasileira de Finanças
Subjects:
Online Access:http://bibliotecadigital.fgv.br/ojs/index.php/rbfin/article/view/3312