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Hedge Fund Journal: Jap Hedge Funds: Delivering strong alpha while efficiently protecting downside

Touching upon an earlier Hedge Fund Journal article from 2015, Pablo Urreta and Patrick Ghali examine the quantitative performance of Japanese hedge fund managers from 2012 - 2016. In the process, they discuss the effect of Abenomics on the Japanese economy and how fund managers have been able to generate greater returns than the TOPIX.

A PDF of the full article can be found here (opens PDF), and we welcome any feedback you may have.

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