FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2973451444> ?p ?o ?g. }

• W2973451444 abstract "We propose a new measure of hedge fund’s activeness. Our activeness measure is a fund firm’s absolute return wedge defined as the absolute value of a fund firm’s reported return minus its hypothetical portfolio return derived from its disclosed long equity holdings. Fund firms with a high absolute return wedge outperform fund firms with a low absolute return wedge by more than 6% p.a. after accounting for typical risk factors that explain hedge fund performance. We find that the absolute return wedge is positively associated with measures of managerial incentives and discretion. Moreover, fund firms with greater value of long put options and confidential equity positions disclosed with a delay in their regulatory filings show high absolute return wedges. Taken together, these results are consistent with better incentivized hedge fund managers being more active and delivering superior performance." @default.
• W2973451444 created "2019-09-26" @default.
• W2973451444 creator A5022300681 @default.
• W2973451444 creator A5050646837 @default.
• W2973451444 creator A5056676965 @default.
• W2973451444 date "2018-01-01" @default.
• W2973451444 modified "2023-09-27" @default.
• W2973451444 title "The absolute return wedge: A new measure that predicts hedge fund performance" @default.
• W2973451444 cites W2039352825 @default.
• W2973451444 cites W2098996963 @default.
• W2973451444 cites W2104795328 @default.
• W2973451444 cites W2118205861 @default.
• W2973451444 cites W2136120210 @default.
• W2973451444 cites W2139159247 @default.
• W2973451444 cites W2159859905 @default.
• W2973451444 cites W2242430682 @default.
• W2973451444 cites W3021190191 @default.
• W2973451444 cites W3023906401 @default.
• W2973451444 cites W3121180581 @default.
• W2973451444 cites W3122040857 @default.
• W2973451444 cites W3122093417 @default.
• W2973451444 cites W3122192211 @default.
• W2973451444 cites W3122935760 @default.
• W2973451444 cites W3123700708 @default.
• W2973451444 cites W3124212877 @default.
• W2973451444 cites W3124229192 @default.
• W2973451444 cites W3124789409 @default.
• W2973451444 cites W3124792793 @default.
• W2973451444 cites W3125259553 @default.
• W2973451444 cites W3125496416 @default.
• W2973451444 cites W3125562060 @default.
• W2973451444 cites W3125897004 @default.
• W2973451444 hasPublicationYear "2018" @default.
• W2973451444 type Work @default.
• W2973451444 sameAs 2973451444 @default.
• W2973451444 citedByCount "0" @default.
• W2973451444 crossrefType "journal-article" @default.
• W2973451444 hasAuthorship W2973451444A5022300681 @default.
• W2973451444 hasAuthorship W2973451444A5050646837 @default.
• W2973451444 hasAuthorship W2973451444A5056676965 @default.
• W2973451444 hasConcept C10138342 @default.
• W2973451444 hasConcept C144133560 @default.
• W2973451444 hasConcept C155301685 @default.
• W2973451444 hasConcept C162118730 @default.
• W2973451444 hasConcept C162324750 @default.
• W2973451444 hasConcept C169549615 @default.
• W2973451444 hasConcept C175444787 @default.
• W2973451444 hasConcept C183582576 @default.
• W2973451444 hasConcept C204434749 @default.
• W2973451444 hasConcept C206757995 @default.
• W2973451444 hasConcept C26021514 @default.
• W2973451444 hasConcept C26584437 @default.
• W2973451444 hasConcept C2778348673 @default.
• W2973451444 hasConcept C2780821815 @default.
• W2973451444 hasConcept C34375142 @default.
• W2973451444 hasConcept C39389867 @default.
• W2973451444 hasConcept C40331085 @default.
• W2973451444 hasConcept C55286048 @default.
• W2973451444 hasConceptScore W2973451444C10138342 @default.
• W2973451444 hasConceptScore W2973451444C144133560 @default.
• W2973451444 hasConceptScore W2973451444C155301685 @default.
• W2973451444 hasConceptScore W2973451444C162118730 @default.
• W2973451444 hasConceptScore W2973451444C162324750 @default.
• W2973451444 hasConceptScore W2973451444C169549615 @default.
• W2973451444 hasConceptScore W2973451444C175444787 @default.
• W2973451444 hasConceptScore W2973451444C183582576 @default.
• W2973451444 hasConceptScore W2973451444C204434749 @default.
• W2973451444 hasConceptScore W2973451444C206757995 @default.
• W2973451444 hasConceptScore W2973451444C26021514 @default.
• W2973451444 hasConceptScore W2973451444C26584437 @default.
• W2973451444 hasConceptScore W2973451444C2778348673 @default.
• W2973451444 hasConceptScore W2973451444C2780821815 @default.
• W2973451444 hasConceptScore W2973451444C34375142 @default.
• W2973451444 hasConceptScore W2973451444C39389867 @default.
• W2973451444 hasConceptScore W2973451444C40331085 @default.
• W2973451444 hasConceptScore W2973451444C55286048 @default.
• W2973451444 hasLocation W29734514441 @default.
• W2973451444 hasOpenAccess W2973451444 @default.
• W2973451444 hasPrimaryLocation W29734514441 @default.
• W2973451444 hasRelatedWork W1537019511 @default.
• W2973451444 hasRelatedWork W2035539364 @default.
• W2973451444 hasRelatedWork W2096205872 @default.
• W2973451444 hasRelatedWork W2100079473 @default.
• W2973451444 hasRelatedWork W2120439672 @default.
• W2973451444 hasRelatedWork W2167476302 @default.
• W2973451444 hasRelatedWork W2275973926 @default.
• W2973451444 hasRelatedWork W2287613963 @default.
• W2973451444 hasRelatedWork W2413946220 @default.
• W2973451444 hasRelatedWork W2518624507 @default.
• W2973451444 hasRelatedWork W2684969700 @default.
• W2973451444 hasRelatedWork W2895192515 @default.
• W2973451444 hasRelatedWork W3121383898 @default.
• W2973451444 hasRelatedWork W3123968087 @default.
• W2973451444 hasRelatedWork W3124235830 @default.
• W2973451444 hasRelatedWork W3125260225 @default.
• W2973451444 hasRelatedWork W3125416502 @default.
• W2973451444 hasRelatedWork W3125517554 @default.
• W2973451444 hasRelatedWork W3206528979 @default.
• W2973451444 hasRelatedWork W3210685970 @default.
• W2973451444 isParatext "false" @default.

• next