{"title":"THE LIFE CYCLE OF HEDGE FUNDS","authors":"Silvia Franco de Oliveira, Caroline Abreu Fila","doi":"10.12712/RPCA.V15I2.48537","DOIUrl":null,"url":null,"abstract":"The objective of this research is to verify whether the age, fundraising, volatility and situation of the fund influence the alpha generation of Brazilian hedge funds in the period from 2010 to 2019. A quantitative research was carried out using descriptive and inferential statistical techniques in SPSS v.24. The results reveal the following divergences with the literature: a) long-lived funds present similar performance or better than short-lived funds; b) funds with positive alpha have lower volatility; c) funds with positive fundraising have higher volatility; d) funds over the age of four have a more aggressive profile. \n ","PeriodicalId":344601,"journal":{"name":"Revista Pensamento Contemporâneo em Administração","volume":"41 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2021-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Revista Pensamento Contemporâneo em Administração","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.12712/RPCA.V15I2.48537","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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Abstract
The objective of this research is to verify whether the age, fundraising, volatility and situation of the fund influence the alpha generation of Brazilian hedge funds in the period from 2010 to 2019. A quantitative research was carried out using descriptive and inferential statistical techniques in SPSS v.24. The results reveal the following divergences with the literature: a) long-lived funds present similar performance or better than short-lived funds; b) funds with positive alpha have lower volatility; c) funds with positive fundraising have higher volatility; d) funds over the age of four have a more aggressive profile.
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