Ucits hedge funds continue to underperform hedge funds

Research shows an important liquidity-performance trade-off in a sample of Ucits hedge funds. Hedge funds generally have lower volatility and tail risk than UHFs. Domicile could matter for performance

Strong arming the banks
Hedge funds continue to outperform their Ucits counterparts

Recent research1 conducted as part of the Advanced Modelling for Alternative Investments research chair at Edhec Risk Institute, supported by the prime brokerage group at Newedge, has two objectives. The first is to provide an academic analysis of the main techniques that are currently used by hedge fund managers and that could be transported to mutual funds and alternative Ucits in a straightforward manner so as to provide better forms of risk management in a regulated environment.

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