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

Cloned portfolios from SEC EDGAR Form 13F filings can match original funds' performance and outperform the S&P 500 index by 24.25% annually on a risk-adjusted basis, according to research.

Featured in No. 42 on 27 Mar 2024 · 6 days after release · 0 citations today

Released
21 Mar 2024
First featured
No. 42 · 27 Mar 2024
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Identifier
SSRN 4767576

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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