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The Trading Value of Public Information: Evidence from Mutual Fund Managers

How much alpha can public information generate in realistic settings? We simulate a highly skilled public-information user with an AI-powered analyst that selectively modifies mutual funds’ quarterly portfolios while preserving styles, risks, and costs. From 1990–2020, actual managers generate $2.6M in quarterly alpha. Our hypothetical analyst generates an incremental $12.7M and outperforms 90% of managers over their careers. It also generates higher information ratios and first-order stochastically dominates human managers, implying outperformance across non-standard objectives. These findings indicate that skilled public information trading is a significant driver of asset managers’ performance and provide a credible point estimate of its value.

Speaker: Dr Ed deHaan
The MBA Class of 1963 Professor of Management, Stanford University
When:
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