Results 11 to 20 of about 9,261,605 (302)
Venture Capital Fund Performance and the IPO Market [PDF]
, 2010 In this paper, the investment performance of a large database of venture funds is considered over a 28 year period. The results suggest that a portfolio of venture capital partnerships can provide an average return that is superior to the public equity ...
core +9 more sources
Impact of fund size on hedge fund performance [PDF]
Journal of Asset Management, 2005 This paper investigates whether the increase in assets flowing into the hedge fund industry diminishes returns and, in particular, whether larger hedge funds underperform smaller hedge funds, as is often conjectured, owing to limited capacity in certain hedge fund strategies.
Ammann, Manuel, Moerth, Patrick
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Mutual Fund Performance with Learning Across Funds [PDF]
Journal of Financial Economics, 2003 This paper is based on the premise that knowledge about the alphas of one set of funds will influence an investor's beliefs about other funds. This will be true insofar as an investor's expectation about the performance of a fund is partly a belief about the abilities of mutual fund managers as a group and, more generally, a belief about the degree to
Christopher S. Jones, Jay Shanken
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Are the Highest Mutual Fund Fees Justified by Their Performance? [PDF]
Problemy Zarządzania, 2018 A mutual fund fee – being the price of a product – is related to the features of the product, like fund results, which are the base in the inves’s purchase decision making process. In the present study, we examine whether there is a relation between good
Alicja Fraś
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Selection of stock funds using information that is not observable or measurable
Revista Contabilidade & Finanças, 2020 The aim of this paper is to investigate whether the flows and the future returns of stock funds are related to investors’ unobservable information.
Rodrigo Coccarelli Marroco do Amaral +1 more
doaj +2 more sources
The performance distribution and managerial skill of passive funds: evidence from the Korean market [PDF]
Seonmul yeongu, 2023 – This study investigates the performance distribution of passive funds in the Korean market and compares it with the performance distribution of active funds.
Jaeram Lee, Changjun Lee
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The Market-Timing Ability of Chinese Equity Securities Investment Funds
International Journal of Financial Studies, 2017 This study examines the market-timing performance of Chinese equity securities investment funds during the period from May 2003 to May 2014 using the parametric tests of Treynor–Mazuy and Henriksson–Merton as well as the Jiang non-parametric test.
Meadhbh Sherman +2 more
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AN EMPIRICAL ANALYSIS OF FACTORS INFLUENCING PERFORMANCE OF SHARIAH MUTUAL FUNDS IN INDONESIA
Jurnal Aplikasi Manajemen, 2022 This paper aims to identify the factors that affect the performance of shariah mutual funds. This study uses SEM to test the factors that hypothetically influence mutual fund performance, namely mutual fund manager skills, characteristics, and analyst ...
A. Dewantoro Marsono +3 more
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Assessing the Performance of Funds of Hedge Funds [PDF]
SSRN Electronic Journal, 2011 This paper studies the performance of a sample of funds of hedge funds (FoHFs) from January 1994 to August 2009. We apply the false discoveries (FD) technique of Barras, Scaillet and Wermers (2010) to separate the FoHFs into skilled, zero-alpha and unskilled.
Dewaele, Benoît +3 more
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Where is the Risk Reward? The Impact of Volatility-Based Fund Classification on Performance
Risks, 2018 This paper examines the impact of volatility-based fund classification on portfolio performance. Using historical data on equity indices, we find that a strategy based on long-term portfolio volatility, as is imposed by the Synthetic Risk Reward ...
Martin Ewen
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