| 17.11.2006 Opalesque Exclusive: GAM does not find consistency in hedge fund performance, except in arbitrage strategy, hedge fund `shelf life` goes down, survivorship higher as generally assumed |
| Matthias Knab reports live from the Hedge Funds World conference, Cape Town. Key note speaker David Smith, GAM’s CIO of multi-manager investments, mentioned a study done within GAM, using proprietary data collected from over 3500 hedge funds. Smith concluded that through 2000 to 2005 the study did not find evidence of the performance of equity L/S or “trading” hedge fund performance. However, in |
| Article source: http://www.gam.com - Opalesque is not responsible for the content of external internet sites |