Preqin's latest Hedge Fund Spotlight publication suggests that hedge fund investors buying into more liquid strategies are doing so at the cost of better return.
Following research into the issue, the consultant concluded that long/short funds with less frequent quarterly redemptions generated a better cumulative return since 2007 compared to funds with more frequent daily or weekly redemption - 58% versus 28% and 36% respectively.
To read the full research note click here: Hedge Fund Spotlight
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Today on Investment Europe
Selectors are increasingly being asked to consider the merits of ‘smart beta’ on behalf of their clients, but opinion on its role in providing superior risk adjusted returns is not clear cut.
A selection of key moments caught on camera from InvestmentEurope's recent Fund Selector Bond Focus Italy, which took place in Milan on 4 March.
Helene Williamson, head of Emerging Market Debt at First State Investments, is set to contribute to the discussion at the upcoming Fund Selector Forum Sweden in Stockholm on 7 May.