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.
Article PDF
Similar content being viewed by others
Author information
Authors and Affiliations
Corresponding author
Additional information
1 Greg N. Gregoriou is Associate Professor of Finance and Coordinator of Faculty Research at State University of New York (Plattsburgh) and Hedge Fund Editor for Derivatives Use, Trading and Regulation.
Rights and permissions
About this article
Cite this article
Gregoriou, G. Survival of micro hedge funds. J Deriv Hedge Funds 12, 209–218 (2006). https://doi.org/10.1057/palgrave.dutr.1850041
Received:
Revised:
Published:
Issue Date:
DOI: https://doi.org/10.1057/palgrave.dutr.1850041