LAUSR

Are hedge fund managers skilled?

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1 Published in 2020 at "Global Finance Journal"

DOI: 10.1016/j.gfj.2020.100574

Abstract: Abstract This study measures the skill of hedge fund (HF) managers by calculating the value added that they extract from capital markets. Applying bootstrapping to control for luck, we find that HF managers are skilled,… read more here.

Keywords: managers skilled; fund managers; value added; hedge fund ... See more keywords