Search Results - subject:"Performance persistence"

Are mutual fund managers in Nigeria worth their money?

Abubakar, Magaji Adamu; Maimako, Sebastian Seddi - In: International journal of management practice : IJMP 7 (2014) 4, pp. 298-308

Persistent link: https://www.econbiz.de/10010479594

Performance persistence in fixed interest funds : with an eye on the post-debt crisis period

Grose, Chris; Dasilas, Apostolos; Alexakis, Christos A. - In: Journal of international financial markets, … 33 (2014), pp. 155-182

Persistent link: https://www.econbiz.de/10011299853

Performance persistence in socially responsible mutual funds

Das, Praveen K.; Uma Rao, S. P. - In: International journal of economics and business research 8 (2014) 4, pp. 490-503

Persistent link: https://www.econbiz.de/10011333193

Risk-adjusted performance, selectivity, timing ability and performance persistence of Hong Kong mutual funds

Abdel-Kader, MG; Kuang, Y - 2007

. The issues of risk-adjusted performance, selectivity, timing ability and performance persistence are addressed. We employ … quadratic model is used for assessing selectivity and timing ability of fund managers. Performance persistence of Hong Kong …

Persistent link: https://www.econbiz.de/10009465591

Do Sophisticated Investors Believe in the Law of Small Numbers?

Verbeek, Marno; Baquero, G. - Erasmus Research Institute of Management (ERIM), … - 2006

Believers in the law of small numbers tend to overinfer the outcome of a random process after a small series of observations. They believe that small samples replicate the probability distribution properties of the population. We provide empirical evidence indicating that investors are...

Persistent link: https://www.econbiz.de/10010731241

Do Sophisticated Investors Believe in the Law of Small Numbers?

Baquero, G.; Verbeek, M.J.C.M. - Erasmus Research Institute of Management (ERIM), ERIM … - 2006

psychological biases that may have adverse effects on their wealth. Free Keywords Law of Small Numbers, Performance Persistence … psychological biases that may have adverse effects on their wealth. Keywords: law of small numbers, performance persistence … findings of multi- period performance persistence of hedge funds (see Agarwal and Naik [2000]). Second and most importantly …

Persistent link: https://www.econbiz.de/10005288715

The persistence of European mutual fund performance

Vidal-García, Javier - In: Research in International Business and Finance 28 (2013) C, pp. 45-67

economically significant performance persistence for time horizons of up to 36 months, although persistence is much more pronounced …

Persistent link: https://www.econbiz.de/10011043146

Can hedge funds time market liquidity?

Cao, Charles; Chen, Yong; Liang, Bing; Lo, Andrew W. - In: Journal of Financial Economics 109 (2013) 2, pp. 493-516

We explore a new dimension of fund managers' timing ability by examining whether they can time market liquidity through adjusting their portfolios' market exposure as aggregate liquidity conditions change. Using a large sample of hedge funds, we find strong evidence of liquidity timing. A...

Persistent link: https://www.econbiz.de/10010678701

Short-term persistence in hybrid mutual fund performance: The role of style-shifting abilities

Herrmann, Ulf; Scholz, Hendrik - In: Journal of Banking & Finance 37 (2013) 7, pp. 2314-2328

Our study analyzes the performance of hybrid mutual funds. Based on two extended Carhart models we determine total fund performance by comparing fund returns to investable fund-specific style benchmarks. Using daily returns and a quarterly measurement interval, we present an innovative...

Persistent link: https://www.econbiz.de/10010666262

Mutual fund performance and management location

Clare, Andrew D.; Nitzsche, Dirk; Sherman, Meadhbh - In: The journal of asset management 14 (2013) 6, pp. 336-353

Persistent link: https://www.econbiz.de/10010258483