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Estimating short-run persistence in mutual fund performance

Horst, Jenke R. ter; Verbeek, Marno - In: The review of economics and statistics 82 (2000) 4, pp. 646-655

Persistent link: https://www.econbiz.de/10001533480

Estimating short-run persistence in mutual fund performance

Horst, Jenke R. ter; Verbeek, Marno - 1997

Persistent link: https://www.econbiz.de/10000674748

Fund liquidation, self-selection and look-ahead bias in the hedge fund industry

Horst, Jenke R. ter (contributor); … - 2004

Persistent link: https://www.econbiz.de/10002496882

Estimating short-run persistence in mutual fund performance

Horst, Jenke R. ter; Verbeek, Marno - 1997

Persistent link: https://www.econbiz.de/10000956830

Fund liquidation, self-selection, and look-ahead bias in the hedge fund industry

Horst, Jenke R. ter; Verbeek, Marno - In: Review of finance : journal of the European Finance … 11 (2007) 4, pp. 605-632

Persistent link: https://www.econbiz.de/10003714270

Hedge fund flows and performance streaks : how investors weigh information

Baquero, Guillermo; Verbeek, Marno - 2015

We examine the relative weights hedge fund investors attach to past information in the fund selection process. The weighting scheme appears inconsistent with econometric forecasting models that predict fund returns, alphas or Sharpe ratios. In particular, investor flows are highly sensitive to...

Persistent link: https://www.econbiz.de/10010471775

Hedge Fund Flows and Performance Streaks : How Investors Weigh Information

Baquero, Guillermo - 2015

We examine the relative weights hedge fund investors attach to past information in the fund selection process. The weighting scheme appears inconsistent with the one of econometric forecast models that predict fund returns, alphas or Sharpe ratios. In particular, investor flows are highly...

Persistent link: https://www.econbiz.de/10013029677

Hedge fund flows and performance streaks : how investors weigh information

Baquero, Guillermo; Verbeek, Marno - In: Management science : journal of the Institute for … 68 (2022) 6, pp. 4151-4172

Persistent link: https://www.econbiz.de/10013369033

Longitudinal analysis of mutual fund performance

Horst, Jenke R. ter - 1998

Persistent link: https://www.econbiz.de/10001401530

The rise and demise of the convertible arbitrage strategy

Loncarski, Igor; Horst, Jenke R. ter; Veld, Chris H. - In: Financial analysts' journal : FAJ 65 (2009) 5, pp. 35-50

Persistent link: https://www.econbiz.de/10003891691