Predicting hedge fund performance when fund returns are skewed

Overview of attention for article published in Financial Management (1972), April 2020

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Average Attention Score compared to outputs of the same age
Good Attention Score compared to outputs of the same age and source (66th percentile)

Mentioned by

twitter: 3 X users

facebook: 1 Facebook page

Readers on

mendeley: 19 Mendeley

So far, Altmetric has seen 5 X posts from 3 X users, with an upper bound of 13,003 followers.

RT @finmgmtassoc: The first article of the Winter 2020 FM issue is "Predicting hedge fund performance when fund returns are skewed" by Andr…

The first article of the Winter 2020 FM issue is "Predicting hedge fund performance when fund returns are skewed" by Andrea Heuson (@MiamiHerbert), Mark Hutchinson (@CUBSucc), and Alok Kumar (@MiamiHerbert) https://t.co/dbCNJh2i6c #Finance

RT @finmgmtassoc: Financial Management has accepted a new article "Predicting hedge fund performance when fund returns are skewed" by Andre…

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