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Financial Analysts Journal Volume 77, 2021 - Issue 2
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Research

Identifying Hedge Fund Skill by Using Peer Cohorts

David Forsberg David Forsberg is a quantitative researcher at BlueCove Limited, London, United Kingdom.ORCID Iconhttps://orcid.org/0000-0003-4114-4476
ORCID Icon,
David R. Gallagher David R. Gallagher is a research director at the RoZetta Institute, Sydney, Australia.ORCID Iconhttps://orcid.org/0000-0003-4544-3916
ORCID Icon &
Geoffrey J. Warren Geoffrey J. Warren is an associate professor at the Australian National University, Canberra, Australia.ORCID Iconhttps://orcid.org/0000-0002-0518-8319
ORCID Icon
Pages 97-123 | Published online: 02 Apr 2021

Citations (4)

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Read on this site (1)

David Forsberg, David R. Gallagher & Geoffrey J. Warren. (2022) Capacity Constraints in Hedge Funds: The Relation between Fund Performance and Cohort Size. Financial Analysts Journal 78:2, pages 57-77.
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Articles from other publishers (3)

Alexey Malakhov, Timothy B. Riley & Qing Yan. (2024) Do hedge funds bet against beta?. International Review of Economics & Finance 93, pages 1507-1525.
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David Forsberg, David R. Gallagher & Geoff Warren. (2017) Capacity Constraints in Hedge Funds: The Impact of Cohort Size on Fund Performance. SSRN Electronic Journal.
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Kimberly F. Luchtenberg. (2016) REIT Unit Investment Trusts and Fund Manager Skill. SSRN Electronic Journal.
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