Alpha–beta–churn of equity picks by institutional investors and the robust superiority of hedge funds
Author:
Publisher
Springer Science and Business Media LLC
Subject
Finance,General Business, Management and Accounting,Accounting
Link
http://link.springer.com/content/pdf/10.1007/s11156-014-0440-x.pdf
Reference35 articles.
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3. Agarwal V, Boyson N, Naik N (2009) Hedge funds for retail investors? An examination of hedged mutual funds. J Financ Quant Anal 44(2):273–305
4. Agarwal V, Jiang W, Tang Y, Yang B (2010) Do institutional investors have an ace up their sleeves? Evidence from confidential filings of portfolio holdings, working paper
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