The Impact of Portfolio Disclosure on Hedge Fund Performance, Fees, and Flows
Posted on:2012-04-04
Degree:Ph.D
Type:Dissertation
University:Arizona State University
Candidate:Shi, Zhen
Full Text:PDF
GTID:1459390011455678
Subject:Business Administration
Abstract/Summary:
his 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...