Hedge fund manager timing and selectivity skill over time. A holdings-based estimate-Reference-Cited by-同舟云学术

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Hedge fund manager timing and selectivity skill over time. A holdings-based estimate

Published:2023-12 Issue: Volume:58 Page:104439
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Aiken Adam L.,Kang Minjeong^ORCID

Publisher

Elsevier BV

Subject

Finance

Reference38 articles.

1. Uncovering hedge fund skill from the portfolio holdings they hide;Agarwal;J. Finance,2013

2. Tail risk in hedge funds: a unique view from portfolio holdings;Agarwal;J. Financ. Econ.,2017

3. Agarwal, V., Ruenzi, S., Weigert, F., 2023. Unobserved Performance of Hedge Funds. Working Paper.

4. Illiquidity and stock returns: cross-section and time-series effects;Amihud;J. Financial Mark.,2002

5. A unique view of hedge fund derivatives usage: Safeguard or speculation;Aragon;J. Financ. Econ.,2012

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Who is smarter? Evidence from extreme financial risk contagion in hedge funds and mutual funds;The North American Journal of Economics and Finance;2025-01

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