SMU Professor of Finance Melvyn Teo teamed up with Yan Lu and Sugata Ray from the University of Florida in the study, “Limited Attention, Marital Events and Hedge Funds”. The study, which was recently released, found that marriage has an even more negative impact on hedge fund performance than divorce does, and that hedge fund alpha declines on an annualised basis by 8.5 and 7.39 per cent during a marriage and a divorce respectively.
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Value Walk
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