Abstract
Hedge funds are a dynamic and heterogeneous segment of the financial industry that employs various strategies to generate returns and manage risk. Despite their growing importance and impact on the global economy, hedge funds remain largely unregulated and opaque, posing challenges for researchers and regulators alike. This paper provides a systematic review of the academic literature on hedge fund strategies, covering their institutional, historical and performance characteristics; their purpose and effectiveness in achieving balanced portfolios; and the relationship of returns to manager skill, style, size and other factors. The paper also proposes a framework for future research on hedge fund strategies.
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