Results 11 to 20 of about 346,164 (312)
Mutual Fund Performance with Learning Across Funds [PDF]
SSRN Electronic Journal, 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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On the Performance of Cryptocurrency Funds [PDF]
SSRN Electronic Journal, 2020 We investigate the performance of funds that specialise in cryptocurrency markets. In doing so, we contribute to a growing literature that aims to understand the value of digital assets as investments. The main empirical results provide support to the idea that cryptocurrency funds generate significantly positive alphas compared to passive benchmarks ...
Daniele Bianchi, Mykola Babiak
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Diversification and Fund Performance—An Analysis of Buyout Funds [PDF]
Journal of Risk and Financial Management, 2020 This paper studies the relationship between portfolio diversification and fund performance, based on an unexplored, hand-collected dataset of buyout funds. The dataset comprises detailed information at the level of portfolio companies, which allows measuring the concentration of the fund portfolios towards individual companies, industrial, and ...
Matthias Huss, Daniel Steger
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Performance of Funds of Hedge Funds [PDF]
The Journal of Wealth Management, 2008 The studies of hedge fund performance are hindered by the lack of quality returns data and the complicated nature of hedge fund returns. This study contributes to the literature in three ways. First, I reinvestigate the performance of hedge funds from different aspects. Second, I develop a new framework to evaluate fund of hedge funds managers' skills.
Ammann, Manuel, Moerth, Patrick
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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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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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The effect of fund size on mutual funds performance in Egypt
Future Business Journal, 2022 The growth of mutual funds investment and its importance to various economies has become more significant in the past few decades. There are many factors that affect the mutual fund performance one of those factors are fund size.
Samar Farid, Hayam Wahba
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Sustainable Funds’ Performance Evaluation [PDF]
Sustainability, 2020 The purpose of this research is to consider if the growing popularity of sustainable investment does not create additional risks in investing. Different views on sustainable investments were analyzed to identify different approaches to the main risks.
Yue, Xiao-Guang +4 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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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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