Results 271 to 280 of about 9,261,605 (302)

Funds of Hedge Funds: Performance and Persistence

CFA Institute Conference Proceedings Quarterly, 2007
The funds of hedge funds return profiles can largely be replicated through a judicious combination of some simple directional market exposures. Although funds of hedge funds do deliver alpha, this alpha is “polluted” with easily replicated betas. A similar conclusion can be arrived at through a Sharpe style analysis of fund of hedge fund returns: The ...
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The Performance of Exchange-Traded Funds

SSRN Electronic Journal, 2019
Exchange-traded funds (ETFs) are commonly regarded as an efficient, low-cost alternative to actively managed mutual funds, yet their perceived superiority is largely anecdotal. This article evaluates the performance of a comprehensive, survivorship-bias-free sample of US equity ETFs following the approach that has been commonly used to evaluate the ...
Blitz, David, Vidojevic, Milan
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Mutual Fund Performance and Fund Age

2011
This paper explores the relationship between mutual fund performance and age of fund. We analyze a sample of long-established mutual funds; comparing raw returns, objective adjusted, and market adjusted returns at different age progressions. Through statistical analysis, we find there is no significant relationship between fund age and raw returns as
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Individual Fund Manager Sentiment, Fund Performance and Performance Persistence [PDF]

International Journal of Economics and Financial Issues, 2014
This study contributes to the literature by examining the relation among fund performance, performance persistence and individual fund manager sentiment, rather than the fund industry sentitment. This study employs the turnover rate as the proxy of individual fund manager sentiment.
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Transaction Costs, Portfolio Characteristics, and Mutual Fund Performance

Management Science, 2021
Yuehua Tang, Tarun Chordia, Jeffrey Busse   +2 more
exaly  

Does prospect theory explain mutual fund performance? Evidence from China

Pacific-Basin Finance Journal, 2022
Xuejun Jin
exaly  

Information sharing and fund performance: Evidence from the US mutual fund family

Investment Analysts Journal, 2022
Si Zhou, Yaoyao Fu, Peng Hua
exaly  

On the Measurement of Fund Performance

The Journal of Finance, 1970
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Do fund managers' tones predict future performance? Evidence from China

Pacific-Basin Finance Journal, 2023
Jianyu Zeng, Xieyang Shen
exaly  

Disentangling the effects of hedge fund activism on firm financial and social performance

Strategic Management Journal, 2020
Mark DesJardine, Rodolphe Durand
exaly