David Forsberg

Rozetta Institute

Sydney

SCHOLARLY PAPERS

3

DOWNLOADS

931

SSRN CITATIONS

4

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Identifying Hedge Fund Skill Using Peer Cohorts

Forsberg, David and Gallagher, David R. and Warren, Geoffrey J., Identifying Hedge Fund Skill Using Peer Cohorts (15 April 2021). Financial Analysts Journal, 2021, 77(2): 97-123. Available at SSRN: https://ssrn.com/abstract=3104261 or http://dx.doi.org/10.2139/ssrn.3104261
Number of pages: 70 Posted: 25 Jan 2018 Last Revised: 04 Oct 2021
David Forsberg, David R. Gallagher and Geoff Warren
Rozetta Institute, Bond University and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 536 (93,760)
Citation 2

Abstract:

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Hedge funds, performance evaluation, performance persistence, manager selection, portfolio construction, cluster analysis

2.

Capacity constraints in hedge funds: The relation between fund performance and cohort size

Forsberg, David and Gallagher, David R. and Warren, Geoffrey J., Capacity constraints in hedge funds: The relation between fund performance and cohort size (7 March 2022). Financial Analysts Journal, 2022, 78(2): 57-77. DOI: 10.1080/0015198X.2021.1996200. Available at SSRN: https://ssrn.com/abstrac
Number of pages: 37 Posted: 01 Dec 2017 Last Revised: 16 May 2022
David Forsberg, David R. Gallagher and Geoff Warren
Rozetta Institute, Bond University and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 206 (262,556)
Citation 3

Abstract:

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Hedge Funds; Capacity Constraints; Implementation Shortfall; Peer Groups; Performance

3.

Which Institutional Investor Types Are the Most Informed?

Number of pages: 42 Posted: 21 Sep 2016 Last Revised: 01 Apr 2018
Zhe Chen, Zhe Chen, David Forsberg and David R. Gallagher
University of New South Wales (UNSW)Acadian Asset Management, Rozetta Institute and Bond University
Downloads 189 (283,803)

Abstract:

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Institutional Investor Types, Hedge Funds, Portfolio Holdings, Stock Selection