Uncovering Hedge Fund Skill from the Portfolio Holdings They Hide

Material TypeArticleLanguageEnglish
TitleUncovering Hedge Fund Skill from the Portfolio Holdings They Hide Author(S)VIKAS AGARWAL (Author)
Abstract  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 nonconventional strategies seek confidentiality more frequently. ...Pagination739-784
SubjectEconomicsDescriptorsFinance Economics
Journal TitleThe Journal of Finance  
Permanent Linksclick here