Impact of Size and Flows on Performance for Funds of Hedge Funds

James Xiong; Thomas M Idzorek; Peng Chen; Roger G Ibbotson

doi:10.3905/JPM.2009.35.2.118

Impact of Size and Flows on Performance for Funds of Hedge Funds

James Xiong, Thomas M Idzorek, Peng Chen and Roger G Ibbotson

The Journal of Portfolio Management Winter 2009, 35 (2) 118-130; DOI: https://doi.org/10.3905/JPM.2009.35.2.118

James Xiong

is a senior research consultant at Ibbotson Associates in Chicago, IL.

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For correspondence: jxiong@ibbotson.com

Thomas M Idzorek

is chief investment officer and director of research at Ibbotson Associates in Chicago, IL.

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For correspondence: tidzorek@ibbotson.com

Peng Chen

is president of Ibbotson Associates in Chicago, IL.

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For correspondence: pchen@ibbotson.com

Roger G Ibbotson

is a professor in practice at the Yale School of Management in New Haven, CT, and the chairman and CIO of Zebra Capital, and an advisor to Ibbotson Associates in Chicago, IL.

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For correspondence: roger.ibbotson@yale.edu

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Impact of Size and Flows on Performance for Funds of Hedge Funds

James Xiong, Thomas M Idzorek, Peng Chen, Roger G Ibbotson

The Journal of Portfolio Management Jan 2009, 35 (2) 118-130; DOI: 10.3905/JPM.2009.35.2.118

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Impact of Size and Flows on Performance for Funds of Hedge Funds

James Xiong, Thomas M Idzorek, Peng Chen, Roger G Ibbotson

The Journal of Portfolio Management Jan 2009, 35 (2) 118-130; DOI: 10.3905/JPM.2009.35.2.118

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