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This paper examines the performance of 358 European diversified equity mutual funds controlling for gender differences …. Fund performance is evaluated against funds' designated market indices and representative style portfolios. Consistently … with previous studies, no significant differences in performance and risk are found between female and male managed funds …
Persistent link: https://www.econbiz.de/10010312838
This paper examines the performance of 358 European diversified equity mutual funds controlling for gender differences …. Fund performance is evaluated against funds' designated market indices and representative style portfolios. Consistently … with previous studies, no significant differences in performance and risk are found between female and male managed funds …
Persistent link: https://www.econbiz.de/10009752997
This paper examines the performance of 358 European diversified equity mutual funds controlling for gender differences …. Fund performance is evaluated against funds’ designated market indices and representative style portfolios. Consistently … with previous studies, no significant differences in performance and risk are found between female and male managed funds …
Persistent link: https://www.econbiz.de/10010667412
This paper examines the performance of 358 European diversified equity mutual funds controlling for gender differences …. Fund performance is evaluated against funds' designated market indices and representative style portfolios. Consistently … with previous studies, no significant differences in performance and risk are found between female and male managed funds …
Persistent link: https://www.econbiz.de/10010658791
relative to single managers. During the financial crisis, however, the performance premium of teams becomes negative, which may …
Persistent link: https://www.econbiz.de/10011335459
investor groups contribute to the negative performance externality from large outflows. Investment funds, as holders of mutual …-sophisticated ones, are the main receivers. These differences are due to investment funds reacting more strongly on past performance and …
Persistent link: https://www.econbiz.de/10013446637
relative to single managers. During the financial crisis, however, the performance premium of teams becomes negative, which may …
Persistent link: https://www.econbiz.de/10010503931
alpha. Our approach improves out-of-sample portfolio performance and significantly alters asset allocation decisions …
Persistent link: https://www.econbiz.de/10010412658
investor groups contribute to the negative performance externality from large outflows. Investment funds, as holders of mutual …-sophisticated ones, are the main receivers. These differences are due to investment funds reacting more strongly on past performance and …
Persistent link: https://www.econbiz.de/10013435221
In this paper, the authors provide evidence that the convexity of the flow-performance relationship in the mutual fund …/eliminates the degree of convexity of the flow-performance relationship. The effect of economic activity dominates that of market … explains why mutual fund performance varies with the business cycle. …
Persistent link: https://www.econbiz.de/10008518881