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dc.contributor.authorKlubinski, William Joseph
dc.contributor.authorVerousis, Thanos
dc.contributor.authorTsoligkas, Fanis
dc.date.accessioned2024-07-03T11:30:45Z
dc.date.available2024-07-03T11:30:45Z
dc.date.issued2022en_US
dc.identifier.doi10.2139/ssrn.4064765
dc.identifier.urihttp://hdl.handle.net/20.500.12127/7517
dc.description.abstractThis paper analyses gender differences in hedge fund (HF) performance persistence using parametric and non-parametric risk-adjusted-performance persistence indicators. We find evidence consistent with performance persistence, which in relative (risk-adjusted) terms, is more pronounced amongst females, as opposed to male managers, in short to medium-term horizons. We also, observe a complete loss of persistence for the female managers in the long term, which for the male managers prevails and continues throughout all analysed periods. The findings contribute to the debate on the existence of differences in behaviour across males and females.en_US
dc.language.isoenen_US
dc.subjectHedge Fundsen_US
dc.subjectPerformance Persistenceen_US
dc.subjectGenderen_US
dc.subjectRisken_US
dc.titleGender differences in hedge fund performance persistenceen_US
dc.contributor.departmentNorthumbria Universityen_US
dc.contributor.departmentUniversity of Bath - School of Managementen_US
vlerick.knowledgedomainAccounting & Financeen_US
vlerick.typecommWorking paperen_US
vlerick.vlerickdepartmentAFen_US
dc.identifier.vperid311477en_US


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