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Missing Data Bias in Fund Portfolio Data

The paper warns of bias in commercial databases due to nonrandom portfolio reporting, which can lead to skewed conclusions in fund literature.

Featured in No. 57 on 17 Jul 2024 · on release day

Released
17 Jul 2024
First featured
No. 57 · 17 Jul 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4897330

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

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