Identifying Hedge Fund Skill by Using Peer Cohorts

Update: 2021-04-20

Description

This is a summary of “Identifying Hedge Fund Skill by Using Peer Cohorts” by David Forsberg, David R. Gallagher, and Geoffrey J. Warren, published in the Second Quarter 2021 issue of the Financial Analysts Journal.

Summary: https://www.cfainstitute.org/research/financial-analysts-journal/2021/identifying-hedge-fund-skill-using-peer-cohorts

Comments

In Channel

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Capital Market Liberalization and Investment Efficiency: Evidence from China

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Tax-Loss Harvesting: An Individual Investor’s Perspective

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Hedge Funds vs. Alternative Risk Premia

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Editor's Snapshot, Financial Analysts Journal, Third Quarter, 2021, Vol. 77, No. 3

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To Bundle or Not to Bundle? A Review of Soft Commissions and Research Unbundling

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Hedge Fund Performance: End of an Era?

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Predicting Bond Returns: 70 Years of International Evidence

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Volmageddon and the Failure of Short Volatility Products

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Decarbonizing Everything

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Risk Mitigation of Corporate Social Performance in US Class Action Lawsuits

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Retirement Income Sufficiency through Personalised Glidepaths

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Identifying Hedge Fund Skill by Using Peer Cohorts

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Maturity-Matched Bond Fund Performance

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Active Trading in ETFs: The Role of High-Frequency Algorithmic Trading

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Equity Investing in the Age of Intangibles

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Identifying Hedge Fund Skill by Using Peer Cohorts

#box-pro-ellipsis-175928419329057{-webkit-line-clamp:2;}Identifying Hedge Fund Skill by Using Peer Cohorts

Identifying Hedge Fund Skill by Using Peer Cohorts

Identifying Hedge Fund Skill by Using Peer Cohorts