Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/34207
Title: Are hedge fund managers better able to forecast real estate security returns than others? A cause may be the incentive fees paid to hedge fund managers
Authors: Chung, R
Fung, S
Shilling, JD
Simmons-Mosley, TX
Issue Date: 2007
Source: Journal of portfolio management, 2007, v. 33, no. spec. iss., p. 165-174 How to cite?
Journal: Journal of Portfolio Management 
Abstract: Tests of whether hedge fund managers are better able to forecast real estate securities returns than others are reported in this article. Two main conclusions follow from the estimation results. First, it appears that real estate securities hedge fund managers may have some superior forecasting skills. Second, there is evidence that hedge fund managers prefer real estate securities that are larger, have a higher beta, and a higher residual standard deviation. The results reported are consistent with the hypothesized effects.
URI: http://hdl.handle.net/10397/34207
ISSN: 0095-4918
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