Author： Gregoriou Greg N
Publisher： Palgrave Macmillan Ltd
ISSN： 1357-0927
Source： Derivatives Use, Trading Regulation, Vol.12, Iss.3, 2006-11, pp. : 209-218
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Abstract
This paper investigates the survival times of micro hedge funds during the 1994-2003 period. Each classification's mean survival time is estimated, in increments of 5 million and with an upper boundary at less than 50 million. Consistent with previous findings in the literature, smaller funds less than 50 million tend to have shorter survival times. Taking this one step further, the author believes that the smallest hedge funds will have the highest mortality rates.Derivatives Use, Trading & Regulation (2006) 12, 209-218. doi:10.1057/palgrave.dutr.1850041
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