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The effects of management and provision accounts on hedge fund returns - Part I: The High Water Mark Scheme

  • Serge Darolles
  • , Christian Gourieroux
  • Université Paris Dauphine
  • University of Toronto

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

A characteristic of hedge funds is not only an active portfolio management, but also the allocation of portfolio performance between different accounts, which are the accounts for the external investors and an account for the management firm, respectively. Despite a lack of transparency in hedge fund market, the strategy of performance allocation is publicly available. This paper shows that, for the High Water Mark Scheme, these complex performance allocation strategiesmight explain empirical facts observed in hedge fund returns, such as return persistence, skewed return distribution, bias ratio, or implied increasing risk appetite.

Original languageEnglish
Title of host publicationModeling Dependence in Econometrics
PublisherSpringer Verlag
Pages23-43
Number of pages21
ISBN (Print)9783319033945
DOIs
Publication statusPublished - 1 Jan 2014
Externally publishedYes
Event7th International Conference of the Thailand Econometric Society, TES 2014 - Chiang Mai, Thailand
Duration: 8 Jan 201410 Jan 2014

Publication series

NameAdvances in Intelligent Systems and Computing
Volume251
ISSN (Print)2194-5357

Conference

Conference7th International Conference of the Thailand Econometric Society, TES 2014
Country/TerritoryThailand
CityChiang Mai
Period8/01/1410/01/14

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