PT  - JOURNAL ARTICLE
AU  - Meredith A Jones
TI  - Update to “An Examination of Fund Age and Size and Its Impact on Hedge Fund Performance”
AID  - 10.3905/JOI.2009.18.1.108
DP  - 2009 Feb 28
TA  - The Journal of Investing
PG  - 108--114
VI  - 18
IP  - 1
4099  - https://pm-research.com/content/18/1/108.short
4100  - https://pm-research.com/content/18/1/108.full
AB  - This short article updates research originally published in the February 2007 issue of the investment journal Derivatives Use, Trading & Regulation (re-titled of as May 2007 to Journal of Derivatives & HedgeFunds). The original article and this update attempt to discover whether smaller, younger hedge funds offer stronger performance than larger, older hedge funds. Using indices created with six subsets of hedge fund data (small, medium, large, young, mid-age, and older funds), and Monte Carlo simulations, we examine the performance, volatility, and risk profiles of each fund group.TOPICS: Performance measurement, volatility measures, risk management