My Account Log in

1 option

The Performance of Hedge Fund Performance Fees / Itzhak Ben-David, Justin Birru, Andrea Rossi.

NBER Working papers Available online

View online
Format:
Book
Author/Creator:
Ben-David, Itzhak.
Contributor:
National Bureau of Economic Research.
Birru, Justin.
Rossi, Andrea.
Series:
Working Paper Series (National Bureau of Economic Research) no. w27454.
NBER working paper series no. w27454
Language:
English
Physical Description:
1 online resource: illustrations (black and white);
Place of Publication:
Cambridge, Mass. National Bureau of Economic Research 2020.
Summary:
We study the long-run outcomes associated with hedge funds' compensation structure. Over a 22-year period, the aggregate effective incentive fee rate is 2.5 times the average contractual rate (i.e., around 50% instead of 20%). Overall, investors collected 36 cents for every dollar earned on their invested capital (over a risk-free hurdle rate and before adjusting for any risk). In the cross-section of funds, there is a substantial disconnect between lifetime performance and incentive fees earned. These poor outcomes stem from the asymmetry of the performance contract, investors' return-chasing behavior, and underwater fund closures.
Notes:
Print version record
June 2020.

The Penn Libraries is committed to describing library materials using current, accurate, and responsible language. If you discover outdated or inaccurate language, please fill out this feedback form to report it and suggest alternative language.

Find

Home Release notes

My Account

Shelf Request an item Bookmarks Fines and fees Settings

Guides

Using the Find catalog Using Articles+ Using your account