Hedge Fund Economics: Fees, Biases, and Due Diligence

Free CFA Level II lesson in Alternative Investments. 14 min read, ~2,073 words.

Hard hurdle: incentive fee on profit above the hurdle only. Soft hurdle: fee on ALL profit once hurdle is cleared. High-water mark blocks incentive fees until NAV exceeds the prior peak. All three database biases (survivorship, backfill, self-reporting) inflate returns, none deflate. Unsmoothed variance = reported variance / (1 -...

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