Tuesday, January 13, 2015
Best Ideas of Hedge Funds
By Sergey Maslennikovy, Ph.D. student and Parker Hund, undergraduate student, both at Department of Finance, McCombs School of Business, University of Texas at Austin
In their paper the authors evaluate the investment skill of hedge fund managers and focus on the performance of large holdings in hedge fund portfolios. Their research is differentiated from others in that the hedge funds examined are identified among all 13F filers in 1980-2013, which is one of the longest samples used in hedge fund literature, and is free of the survivorship and self-reporting biases.
Download the full article here.
From the January 2015 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
In their paper the authors evaluate the investment skill of hedge fund managers and focus on the performance of large holdings in hedge fund portfolios. Their research is differentiated from others in that the hedge funds examined are identified among all 13F filers in 1980-2013, which is one of the longest samples used in hedge fund literature, and is free of the survivorship and self-reporting biases.
Download the full article here.
From the January 2015 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Labels: Barclay Insider Report, Barclay Insider Report Guest Article, hedge fund managers, hedge fund performance, hedge fund portfolio
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