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Anatomy of Hedge Fund Portfolios

categories: Portfolio Management Analytics, Americas, Risk Management Analytics, Asset Owners, Hedge Funds, Equities, Research Paper, KOUZMENKO Roman, Asset Managers (Quant or Fundamental), BONNE George, KUMAR Navneet, general

Measuring hedge funds’ positioning and potential crowding around stocks is of interest to many investors, given these funds’ reputation for outperformance. We explore the performance of hedge fund positions using MSCI HedgePlatform, which has advantages over U.S. Form 13F filings, including monthly data points, improved timeliness and full visibility of short positions.


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Anatomy-of-Hedge-Fund-Portfolios.pdf