Huang, Li present paper at Financial Management Association Conference
Boise State News February 26, 2021 Qiping (Jimmy) Huang Qiping (Jimmy) Huang and Yongjia (Eddy) Li, both assistant professors in the Department of Finance, presented their paper “Hedge Fund Beta Returns as Predictors of Future Performance” at the virtual Financial Management Association Conference. Their paper decomposes hedge fund returns into alpha and beta return components. It determines that portfolios sorted by beta return display a strong monotonic mean reversal pattern. Funds in the lowest quartile of beta return report superior performance in out-of-sample tests. Yong...
Source: boisestate.edu