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Active management, fund size, and bond mutual fund returns
Financial Review, 1998AbstractConventional wisdom holds that bonds are relatively homogenous investments compared to equities. Consequently, factors that explain variation in returns among bond mutual funds may differ in magnitude from those for equity mutual funds. In this study, a time‐series cross‐sectional analysis is employed to investigate the relationship between a ...
James Philpot +3 more
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Insurance, Fund Size, and Concentration
2013Schon um die Mitte des 19. Jahrhunderts verfugten die deutschen Bergleute mit den zahlreichen lokalen Knappschaftsvereinen uber ein eigenes institutionalisiertes Sozialversicherungssystem mit einer langen, ins Mittelalter zuruckreichenden Tradition.
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The Role of Fund Size and Returns to Scale in the Performance of Mutual Funds
2014In this contribution we investigate the effects of the size of mutual funds on their performance by using a Data Envelopment Analysis (DEA) approach. We discuss the role of fund size in the performance evaluation and wonder whether it is appropriate to include size information among the input/output variables of the DEA models. Moreover, we analyze the
BASSO, Antonella, FUNARI, Stefania
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Liquidity, Investment Style, and the Effect of Fund Size on Fund Performance
SSRN Electronic Journal, 2005This paper empirically examines the effect of liquidity and investment style on the relation between fund size and fund performance. Consistent with Chen, Hong, Huang, and Kubik (2004), I find a significant inverse relation between fund size and fund performance.
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The Life Cycle of Hedge Funds: Fund Flows, Size and Performance
SSRN Electronic Journal, 2005Since the 1980s we have seen a 25% yearly increase in the number of hedge funds, and an annual attrition rate of 7.10% due to liquidation. This paper analyzes the life cycles of hedge funds. Using the TASS database provided by the Tremont Company, it studies industry and fund speciflc factors that afiect the survival probability of hedge funds.
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“Is a pension fund's investment yield influenced by the size of the fund's assets?”
Investment Analysts Journal, 19841 ABSTRACTThe question is occasionally asked whether the investment yield achieved on the assets of a pension fund in South Africa is liable to be influenced, adversely or otherwise, by the size of the fund's assets.Statistical tests conducted overseas have tended to suggest that there is no noticeable correlation between size and yield.
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Does family size matter to investors? Evidence from mutual fund flow in Saudi Arabia
International Journal of Emerging Markets, 2023Bader Jawid Alsubaiei
exaly
Optimal Fund Size and Maximizing Returns
AIMR Conference Proceedings, 1997The total amount of assets under management by any one investment manager is relevant to the costs of trading and, hence, the size of returns. The optimal amount of assets managed may differ between manager and client: The smaller the asset pool, the greater the clients’ returns but the smaller the manager’s fee income.
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The Size Effects of Hedge Funds
2019The thesis consists of three studies that address issues surrounding the scale-return relationship, risk-shifting behaviour of hedge fund managers, the evaluation of managerial skill and the agency problem in the hedge fund industry. Specifically, the first study examines the relationship between the performance and size of hedge funds and documents ...
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Mutual fund performance persistence: Factor models and portfolio size
International Review of Financial Analysis, 2022Keith Cuthbertson +2 more
exaly