Uncovering Hedge Fund Skill from the Portfolio Holdings They Hide

This paper studies the “confidential holdings” of institutional investors, especially hedge funds, where the quarter-end equity holdings are disclosed with a delay through amendments to Form 13F and are usually excluded from the standard databases. Funds managing large risky portfolios with nonconve...

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書目詳細資料
Main Authors: Agarwal, Vikas, Jiang, Wei, TANG, Yuehua, Yang, Baozhong
格式: text
語言:English
出版: Institutional Knowledge at Singapore Management University 2013
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在線閱讀:https://ink.library.smu.edu.sg/lkcsb_research_smu/128
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1234&context=lkcsb_research_smu
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