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Hedge Fund Performance and Credit Supply by Mariami Sikharulidze is a document available to read on EtoBox.
What is Hedge Fund Performance and Credit Supply about?
This paper examines how credit supply from prime brokers influences hedge fund leverage and performance, utilizing data from dealer surveys and hedge fund filings. It finds that hedge funds with greater access to credit from their prime brokers tend to increase borrowing and achieve higher risk-adjusted returns, particularly during market stress. The study highlights the importance of credit availability in hedge fund operations and its implications for broader financial market dynamics.
- Author
- Mariami Sikharulidze
- Language
- EN