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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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2013
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| Subjects: | |
| Online Access: | 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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| Institution: | Singapore Management University |
| Language: | English |