Sergiy Gorovyy

Ellington Management Group

53 Forest Avenue

Ellington Management Group

Old Greenwich, CT CT 06870

United States

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Scholarly Papers (1)

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Does Secrecy Signal Skill? Characteristics and Performance of Secretive Hedge Funds

CEPR Discussion Paper No. DP14873
Number of pages: 51 Posted: 16 Jun 2020
Sergiy Gorovyy, Patrick J. Kelly and Olga Kuzmina
Ellington Management Group, University of Melbourne - Department of Finance and New Economic School (NES)
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Abstract:

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Disclosure, Hedge Funds, risk premia, Secrecy, transparency