David Forsberg

Rozetta Institute

Sydney

SCHOLARLY PAPERS

3

DOWNLOADS

472

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Relative Hedge Fund Skill and the Informativeness of Cohort Alpha

Number of pages: 57 Posted: 25 Jan 2018 Last Revised: 09 Sep 2019
David Forsberg, David R. Gallagher and Geoff Warren
Rozetta Institute, Rozetta Institute and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 267 (118,644)
Citation 1

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hedge funds; peer groups; clustering; relative performance; performance persistence

Which Institutional Investor Types Are the Most Informed?

Number of pages: 42 Posted: 21 Sep 2016 Last Revised: 01 Apr 2018
Zhe Chen, David Forsberg and David R. Gallagher
Acadian Asset Management, Rozetta Institute and Rozetta Institute
Downloads 136 (220,297)

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

Which Institutional Investor Types are the Most Informed?

Accounting & Finance, Vol. 59, pp. 449-480, 2019
Number of pages: 32 Posted: 10 Apr 2019
Zhe Chen, David Forsberg and David R. Gallagher
Acadian Asset Management, Rozetta Institute and Rozetta Institute
Downloads 1 (707,605)
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Portfolio holdings, Institutional investors, Holdings informativeness, Stock picking, Market timing

3.

Capacity Constraints in Hedge Funds: The Impact of Cohort Size on Fund Performance

Number of pages: 52 Posted: 01 Dec 2017
David Forsberg, David R. Gallagher and Geoff Warren
Rozetta Institute, Rozetta Institute and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 68 (346,780)

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