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Chapter 14. Investment Performance: A Review and Synthesis

Ferson, Wayne E. - 2013

This chapter provides a perspective on the rapidly developing literature on investment performance evaluation. I use … on the performance of mutual funds, hedge funds, pension funds, and other investment vehicles. …

Persistent link: https://www.econbiz.de/10014025364

Stock Loan Lotteries and Individual Investor Welfare

Moore, Jordan - 2020

I propose and model stock loan lotteries, a financial innovation that improves the welfare of individual investors. Stock loan lotteries are prize-linked payoffs using net rebates from securities lending. Stock loan lotteries motivate individual investors with prospect theory preferences to buy...

Persistent link: https://www.econbiz.de/10014032273

Asset Allocation with Private Equity

Korteweg, Arthur; Westerfield, Mark M. - 2022

We survey the literature on the private equity partnership arrangement from the perspective of an outside investor (limited partner). We examine how the partnership arrangement fits into a broader portfolio of investments, and we consider the methods and difficulties in performance measurement,...

Persistent link: https://www.econbiz.de/10013492451

Bubble-crash experience and investment styles of mutual fund managers

Luo, Deming; Yao, Zhongwei; Zhu, Yanjian - In: The journal of corporate finance : contracting, … 76 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013494266

Impact of investor sentiment on portfolio

Liu, Xiaodong; Han, Bing; Li, Luanfeng - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 3, pp. 880-894

Persistent link: https://www.econbiz.de/10013548115

Hedge fund investment in ETFs

Cumming, Douglas J.; Monteiro, Pedro - 2023 - This Draft: January 31, 2023

unexpected flow is more than twice as large for transient than quasi-indexer hedge funds. ETF investment is in general associated … with lower hedge fund performance. But when ETF investment is accompanied by an increase in total flow and unexpected flow … investment unrelated to unexpected flow is an agency cost of delegated portfolio management. …

Persistent link: https://www.econbiz.de/10013555545

Risk and return of classic car market prices : passion or financial investment?

Le Fur, Eric - In: The journal of asset management : a major new, … 24 (2023) 1, pp. 59-68

Persistent link: https://www.econbiz.de/10013556597

Kunst als Assetklasse

Jäger, Markus; Ambühl, Remo - 2009

Persistent link: https://www.econbiz.de/10014005748

Investor Turnover

Tacon, Paul B. - 2011

While Merton (1987) proposes that firm value increases with the number of shareholders, relatively few studies have explicitly sought to identify the factors that affect investor participation per se in equity markets. Using a unique dataset that measures the inflow and outflow of equity...

Persistent link: https://www.econbiz.de/10013133071

Individuals’ Affect-Based Motivations to Invest in Stocks : Beyond Expected Financial Returns and Risks

Aspara, Jaakko - 2010

While there has been a growing interest in the role that company affect plays in investment decisions, there have been … investment motivation beyond the expected financial returns, the authors find that the more positive an individual's attitude … towards the company, the stronger was his extra investment motivation. The authors also find that a special type of affective …

Persistent link: https://www.econbiz.de/10013138844