Emerging market equity investing has typically been characterized by dramatic price movements through market cycles in both directions. In addition, the inefficient, diverse and often rapidly developing nature of emerging capital markets creates challenges which can create unexpected risks for non-specialist investors.

In this report, GFIA analyzes and discusses how hedge funds specializing in emerging market investing can both exploit these market inefficiencies, and protect themselves from extremes of price movements, thereby generating stronger risk adjusted returns over time.

The paper further evaluates the performance of emerging markets hedge funds against the traditional investment methods, including long only funds, using various metrics.


To view the paper in full, please click here