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Are hedge fund managers skilled?
Kooli, Maher; Stetsyuk, Ivan - In: Global finance journal 49 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012887205
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Do hedge fund managers understand politics? : political sensitivity and investment skill
Chen, Honghui; Kumar, Alok; Lu, Yan; Singh, Ajai K. - In: Journal of banking & finance 135 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013401893
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Style and skill : hedge funds, mutual funds, and momentum
Grinblatt, Mark; Jostova, Gergana; Petrasek, Lubomir; … - In: Management science : journal of the Institute for … 66 (2020) 12, pp. 5505-5531
Persistent link: https://www.econbiz.de/10012391386
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Hedge fund manager skill and style-shifting
Jiang, George J.; Liang, Bing; Zhang, Huacheng - In: Management science : journal of the Institute for … 68 (2022) 3, pp. 2284-2307
Persistent link: https://www.econbiz.de/10013268141
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Should hedge funds deviate from the benchmark?
Panopoulou, Ekaterini; Voukelatos, Nikolaos - In: Financial management : FM 51 (2022) 3, pp. 767-795
Persistent link: https://www.econbiz.de/10013468460
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Puzzle solved? : a comprehensive analysis of hedge fund-like mutual funds according to the value-added paradigm
Light, Nathaniel; Stetsyuk, Ivan - In: The journal of asset management : a major new, … 23 (2022) 3, pp. 256-275
Persistent link: https://www.econbiz.de/10013199114
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Do mutual funds lose talent to hedge funds? : evidence from China
Hong, Xin; Kang, Di; Wang, Zhibin - In: International review of economics & finance : IREF 75 (2021), pp. 679-689
Persistent link: https://www.econbiz.de/10012692813
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Rewarding risk-taking or skill? : the case of private equity fund managers
Buchner, Axel; Wagner, Niklas F. - In: Journal of banking & finance 80 (2017), pp. 14-32
Persistent link: https://www.econbiz.de/10011815147
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What do mutual fund managers' private portfolios tell us about their skills?
Ibert, Markus - In: Journal of financial intermediation 53 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014234560
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A spectral model of turnover reduction
Kakushadze, Zura - In: Econometrics : open access journal 3 (2015) 3, pp. 577-589
We give a simple explicit formula for turnover reduction when a large number of alphas are traded on the same execution platform and trades are crossed internally. We model turnover reduction via alpha correlations. Then, for a large number of alphas, turnover reduction is related to the largest...
Persistent link: https://www.econbiz.de/10011410628