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Portfolios of actively managed mutual funds
Financial Review, 2019AbstractInvestors should focus on the performance of portfolios of active funds, not on the performance of individual active funds. Taking this portfolio approach with respect to active U.S. equity mutual funds, I build an optimized portfolio of funds that subsequently has low idiosyncratic volatility and a large, positive, statistically significant ...
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Risk Management in a Fund of Funds
CFA Institute Conference Proceedings, 2004For the fund-of-funds manager, managing risk in a portfolio of hedge funds requires, first, recognizing that the return distribution of hedge funds is not normal and, second, taking into account the market crisis events that should happen rarely but that, in fact, occur every two to three years. Fortunately, value at risk methodology can be adapted for
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Assessing Mutual Fund Performance in China
Journal of Portfolio Management, 2020Chinese fund manager performance is interesting because, in a market dominated by speculative retail trading, we expect professional fund managers to have a persistent edge.
Bradford Cornell +3 more
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SSRN Electronic Journal, 2005
How can behavioural finance inform the investment process? We have taken a hypothetical 'typical' large fund management house and analysed their process. This collection of notes tries to explore some of the areas in which understanding psychology could radically alter the way they structure their businesses. The results may challenge some of your most
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How can behavioural finance inform the investment process? We have taken a hypothetical 'typical' large fund management house and analysed their process. This collection of notes tries to explore some of the areas in which understanding psychology could radically alter the way they structure their businesses. The results may challenge some of your most
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The Economics of Fund Management
2022Although the asset management industry has come under increasing scrutiny since the financial crisis it still remains poorly understood and investment scandals continue to headline in the financial press. Whereas most literature on the industry focuses on the technical end - how managers invest and what tips others can glean - this book explores the ...
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Performance evaluation of Polish mutual fund managers
International Journal of Emerging Markets, 2008PurposeThe purpose of this paper is to empirically assess the investment performance of mutual fund managers who operate in the Polish market.Design/methodology/approachThe paper uses monthly mutual fund returns over the period 2000‐2007 to investigate the manager's selectivity and market timing skills.
Rzezniczak, P, Swinkels, Laurens
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FUNDING AND MANAGEMENT OF ROADS.
Proceedings of the Institution of Civil Engineers - Municipal Engineer, 1999The separation of the road network into national (trunk roads and most motorways) and local (the rest) was made in 1937 to provide a means of achieving a high quality national network funded directly by the Government and avoiding potential squabbles between local highway authorities-the county councils and county boroughs. National roads now form less
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A Random Walk by Fund of Funds Managers?
SSRN Electronic Journal, 2010This paper investigates whether hedge fund of funds managers invest in single-strategy hedge funds in a random fashion. By examining the underlying single-strategy hedge funds from which a fund of funds can select, we find that single-strategy hedge funds added to the portfolio of funds of funds display some distinct characteristics: (1) they tend to ...
Frans A. de Roon +2 more
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Behavior of fund managers in Malaysian investment management industry
Qualitative Research in Financial Markets, 2017PurposeThis paper aims to explore the relevance of bounded rationality to the practice of institutional investors in Malaysia. Understanding institutional investor behavior is important, as it can determine the asset prices and consequently the market behavior.Design/methodology/approachA set of questionnaires is used to solicit information regarding ...
Zamri Ahmad +2 more
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The development of Managed Funds Association's 2005 Sound Practices for Hedge Fund Managers
Journal of Investment Compliance, 2005PurposeTo summarize Managed Funds Association's (MFA's) 2005 Sound Practices for Hedge Fund Managers™, which is designed to enhance the ability of hedge fund managers to manage operations, comply with applicable regulations, address unexpected market events, and help hedge funds satisfy responsibilities to investors.Design/methodology ...
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