Investment Risk Management, Skill Evaluation, and Predictive Performance Analytics. The Impact of Fund Mean Reversion. Real-world restrictions on hedge fund investing wreak havoc on common allocation strategies. Common return measures fail to predict future hedge fund. More important, under typical allocation and withdrawal constraints, these failures due to. Hedge Fund Selection Using Nominal Returns.
Investment Risk Management, Skill Evaluation, and Predictive Performance Analytics. Liquidation of Crowded Hedge Fund Energy Positions. The 2014-2015 energy carnage has been worse for crowded hedge fund energy positions than the global financial crisis. Past liquidations of crowded hedge fund bets were followed by rapid recoveries. Consequently, energy investors should survey the wreckage for opportunities. Performance of Crowded Hedge Fund Oil and Gas Producer Bets. The figure below plots historical ret.