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Outperforming the Market: Portfolio Strategy Cloning from SEC 13F Filings

https://doi.org/10.2139/ssrn.4767576
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BETAS AND THEIR REGRESSION TENDENCIES
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Returns from Investing in Equity Mutual Funds 1971 to 1991
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AN EXAMINATION OF 13F FILINGS
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Hedge Fund Crowds and Mispricing
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Hedge fund replication: putting the pieces together
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Uncovering Hedge Fund Skill from the Portfolio Holdings They Hide
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Send in the Clones? Hedge Fund Replication Using Futures Contracts
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Annual Risk Measures and Related Statistics
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The Strategic Use of 13F Restatement by Hedge Funds
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Crowded Spaces and Anomalies
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Anomalies, Trends and Patterns in Disclosure Activities: Understanding EDGAR
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Hedge Fund Performance 1990-2000: Do the "Money Machines" Really Add Value?
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Hedge Fund Performance 1990–2000: Do the ‘Money Machines’ Really Add Value?
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Can Hedge-Fund Returns Be Replicated?: The Linear Case
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Determinants of Portfolio Performance
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The Statistics of Sharpe Ratios
inferredcites →https://doi.org/10.3905/jai.2010.12.3.037openalex-extracted
How Do Hedge Fund Clones Manage the Real World?
inferredcites →https://doi.org/10.3905/jai.2012.15.1.008openalex-extracted
On the Market-Timing Ability of Factor-BasedHedge Fund Clones
inferredcites →https://doi.org/10.3905/jai.2013.16.2.080openalex-extracted
Send in the Clones? Hedge Fund Replication Using Futures Contracts
inferredcites →https://doi.org/10.3905/jai.2014.17.3.087openalex-extracted
Beta Regime-Switching Hedge Funds and their Clones
inferredcites →https://doi.org/10.3905/jfds.2019.1.008openalex-extracted
Alpha Cloning: Using Quantitative Techniques and SEC 13f Data for Equity Portfolio Optimization and Generation
inferredcites →https://doi.org/10.3905/jfds.2019.1.022openalex-extracted
Constructing Equity Portfolios from SEC 13F Data Using Feature Extraction and Machine Learning
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The Sharpe Ratio
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Practical Nonparametric Statistics
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