Results 301 to 310 of about 13,944,512 (353)
Some of the next articles are maybe not open access.
SSRN Electronic Journal, 2001
Sector funds have grown into a nearly quarter-trillion dollar industry. This paper analyzes the performance of 607 actively managed stock sector funds listed on the CRSP Survivor-Bias Free US Mutual Fund Database during 1990-2000. We use a five-factor model and a portfolio regression technique to control for the look-ahead bias in performance ...
Ashish Tiwari, Anand M. Vijh
openaire +1 more source
Sector funds have grown into a nearly quarter-trillion dollar industry. This paper analyzes the performance of 607 actively managed stock sector funds listed on the CRSP Survivor-Bias Free US Mutual Fund Database during 1990-2000. We use a five-factor model and a portfolio regression technique to control for the look-ahead bias in performance ...
Ashish Tiwari, Anand M. Vijh
openaire +1 more source
Analysis of hedge fund performance
Journal of Empirical Finance, 2004Using one of the largest hedge fund databases ever used (2796 individual funds including 801 dissolved), we investigate hedge funds performance using various asset pricing models, including an extension of carhart's (1997) specification combined with the fama and french (1998) and agarwal and naik (2002) models and a new factor that takes into account ...
Capocci, Daniel, Hübner, Georges
openaire +2 more sources
Mutual fund performance, management teams, and boards
Journal of Banking & Finance, 2016The recent surge in the use of team-managed funds in the mutual fund industry suggests that the benefits of team management might outweigh its costs.
John Adams, Takeshi Nishikawa, R. Rao
semanticscholar +1 more source
City size and fund performance☆
Journal of Financial Economics, 2005Abstract The literature predicts that the average skill level and productivity are higher in larger cities. Prior studies use workers’ wage or education differentials to indirectly link city size and output. This article relates city size and productivity directly, using performance data of U.S. equity mutual funds.
Susan Kerr Christoffersen +1 more
openaire +1 more source
2023
Submission note: Submitted in total fulfilment of the requirements of the degree of Doctor of Philosophy to the Department of Economics and Finance, La Trobe Business School, College of Arts, Social Sciences and Commerce, La Trobe University, Victoria.This thesis revisits the debate on hedge-fund performance by examining a number of scenarios.
openaire +1 more source
Submission note: Submitted in total fulfilment of the requirements of the degree of Doctor of Philosophy to the Department of Economics and Finance, La Trobe Business School, College of Arts, Social Sciences and Commerce, La Trobe University, Victoria.This thesis revisits the debate on hedge-fund performance by examining a number of scenarios.
openaire +1 more source
ICFA Continuing Education Series, 1987
This presentation comes from The Challenges of Investing for Endowment Funds conference held in Boston, Massachusetts, on October 29, 1986.
openaire +1 more source
This presentation comes from The Challenges of Investing for Endowment Funds conference held in Boston, Massachusetts, on October 29, 1986.
openaire +1 more source
The Persistence of Mutual Fund Performance
, 1992Mark Grinblatt, S. Titman
semanticscholar +1 more source
2016
Assessing the risk-adjusted performance of hedge funds is a complex issue in finance, due to the particular nature of these financial vehicles, which translates into non-Gaussian return distributions. Indeed, hedge funds usually exhibit non-linear option-like exposures to standard asset classes and, as a result, this chapter illustrates the adaptation ...
openaire +2 more sources
Assessing the risk-adjusted performance of hedge funds is a complex issue in finance, due to the particular nature of these financial vehicles, which translates into non-Gaussian return distributions. Indeed, hedge funds usually exhibit non-linear option-like exposures to standard asset classes and, as a result, this chapter illustrates the adaptation ...
openaire +2 more sources
Short-Term Hedge Fund Performance
SSRN Electronic Journal, 2012Abstract Hedge fund returns are often explained using linear factor models such as Fung and Hsieh (2004) . However, since most hedge funds live only for 3 years, these linear regressions are subject to over-parameterization. I improve the out-of-sample accuracy of the linear factor model by combining cross-sectional and time series information for ...
openaire +1 more source
Measuring mutual fund performance with characteristic-based benchmarks
, 1997Kent Daniel +3 more
semanticscholar +1 more source