Mendes-Ribeiro, Mafalda

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Mendes-Ribeiro

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Mafalda

Nome

Mafalda Mendes-Ribeiro

Biografia

Luisa Mafalda Matos Ferreira Mendes Ribeiro (Mendes-Ribeiro, M.). Phd in Finance at Universidade Portucalense Infante Dom Henrique (2011). Assistant Professor at Universidade Portucalense, Porto, Portugal. Published 8 papers with blind peer review. Guest Speaker in several Conferences abroad and in Portugal. Researcher in Complex Finantial Instruments (CFI), Financial Supervision in CFI, Gender Enterpreneurship, Nature Tourism, Migrants and Refugies Integration.

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0000-0002-5687-2727
821D-14A1-4B4E
P-6826-2017

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20111
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Tipo de Item: Publication × Assunto: Bias × Assunto: Consistency × Autor: Machado-Santos, Carlos ×

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  • Miniatura
    PublicaçãoAcesso Aberto
    Hedge funds strategies: Are they consistent?
    2011 - Machado-Santos, Carlos; Mendes-Ribeiro, Mafalda
    Alternative investment has grown considerably, transforming this industry in the forefront of investment innovation. Despite their public acknowledgment and profound influence in the financial market, there is still relative small understanding about hedge funds strategies style. This paper intends to determine whether stylistic characterization exists across hedge fund strategies, by comparing, for the period of 1998 to 2008, the performance of the EDHEC indices with one of the most representative indices of hedge funds, the CSFB/Tremont index, regarding seven main strategies. The results do not reject the hypothesis of equal mean monthly returns on every strategy, comparing the two data sources, showing that there is no significant differences between the strategies analyzed, suggesting that the purity in each style is not as developed and accurate as we may suppose.