The Impact of Portfolio Disclosure on Hedge Fund Performance, Fees, and Flows
abstract: This study investigates the impact of portfolio disclosure on hedge fund performance. Using a regression discontinuity design, I investigate the effect of the disclosure requirements that take effect when an investment company's assets exceed $100 million; when that occurs, a fund is...
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| Format: | Doctoral Thesis |
| Language: | English |
| Published: |
2011
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| Online Access: | http://hdl.handle.net/2286/R.I.9140 |