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The performance life cycle of hedge funds : can investors achieve lasting performance?

Gao, Chao; Haight, Timothy D.; Yin, Chengdong - In: The journal of portfolio management : JPM 48 (2022) 5, pp. 189-217

Persistent link: https://www.econbiz.de/10013176845

"Smart" copycat mutual funds : on the performance of partial imitation strategies

Stein, Roberto - In: Financial innovation : FIN 8 (2022), pp. 1-31

, related to other measures of skill, and a good predictor of fund performance. We conclude that smart copycatting is another …

Persistent link: https://www.econbiz.de/10013413116

IPO performance of portfolio ventures funded by impact investors versus venture capital investors

Hirschmann, Mirko; Fisch, Christian - In: Journal of international financial management & accounting 34 (2023) 3, pp. 391-413

Persistent link: https://www.econbiz.de/10014431573

More pay more gain? : empirical research on fund management corporation visiting listed company and its fund performance

Yue, Sishi; Dong, Dayong; Wu, Fengyun; Zuoping, Xiao - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 169-176

Persistent link: https://www.econbiz.de/10014253163

The Performance of Long-Serving Fund Managers

Clare, Andrew D. - 2016

, business, sport and others. It is the sort of proposition that makes sense to people. However, while the performance of … actively managed funds has attracted a great deal of attention in the past, the performance of managers with long track records …-adjusted performance of these managers over the ten years of our sample is attractive compared to similar values calculated for wider …

Persistent link: https://www.econbiz.de/10012983578

Google search intensity and the investor attention effect : a quantile regression approach

Swamy, Vighneswara; Dharani, Munusamy - In: Journal of quantitative economics 18 (2020) 2, pp. 403-423

Persistent link: https://www.econbiz.de/10012418831

Asymmetric impacts of individual investor sentiment on the time-varying risk-return relation in stock market

He, Zhifang - In: International review of economics & finance : IREF 78 (2022), pp. 177-194

Persistent link: https://www.econbiz.de/10013334559

Decomposing the household herding behavior in stock investment : the case of China

Tseng, Yung-Ching; Hsiao, I.-Fan; Wang, Guo-Chen - In: Econometrics : open access journal 13 (2025) 2, pp. 1-24

Financial studies on the herding effect have been very popular for decades, as detecting herding behavior helps to explain price deviations and market inefficiencies. However, studying the herding effect as a single influencing factor is believed to be insufficient to explain the changes in...

Persistent link: https://www.econbiz.de/10015437106

Combining alphas via bounded regression

Kakushadze, Zura - In: Risks : open access journal 3 (2015) 4, pp. 474-490

We give an explicit algorithm and source code for combining alpha streams via bounded regression. In practical applications, typically, there is insufficient history to compute a sample covariance matrix (SCM) for a large number of alphas. To compute alpha allocation weights, one then resorts to...

Persistent link: https://www.econbiz.de/10011402659

Determinants of mutual fund flows to Hong Kong equities

Fong, Tom; Sze, Kin Wan; Ho, Ho Cheung - 2017

Persistent link: https://www.econbiz.de/10012201585