Uncovering Hedge Fund Skill from the Portfolio Holdings They Hide

• المؤلفون الرئيسيون: Agarwal, Vikas, Jiang, Wei, TANG, Yuehua, Yang, Baozhong
• التنسيق: text
• اللغة: English
• منشور في: Institutional Knowledge at Singapore Management University 2013
• الموضوعات: Hedge Funds; Confidential holdings; 13F Filing; Business
• الوصول للمادة أونلاين: 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

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...