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Kooli, Maher; Stetsyuk, Ivan - In: Global finance journal 49 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012887205

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

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

Hedge fund performance : are stylized facts sensitive to which database one uses?

Joenväärä, Juha; Kaupila, Mikko; Kosowski, Robert L.; … - 2019 - This Version: 31 March 2019

Persistent link: https://www.econbiz.de/10012128756

Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds

Cai, Biqing; Cheng, Tingting; Yan, Cheng - In: Journal of empirical finance 49 (2018), pp. 81-106

Persistent link: https://www.econbiz.de/10012117724

Luck or Skill : What Drives Hedge Fund Performance Persistence?

Ipatova, Ekaterina; Parhi, Mamata; Mishra, Tapas; … - 2022

This paper produces multiple fund-of-funds’ portfolios based on sorting and a novel non-parametric approach to lend in-depth insights into the extent hedge fund returns display higher order (non-linear) persistence patterns. By exploiting monthly data from Hedge Fund Research Database between...

Persistent link: https://www.econbiz.de/10013403598

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

Hedge Fund Manager Skills and Style-Shifting

Jiang, George J.; Liang, Bing; Zhang, Huacheng - 2021

by hedge fund managers. Three quarters of hedge funds shifted their investment styles at least once over the period from …-looking. Instead, we show evidence that managers of style-shifting funds exhibit both style-timing ability and the skill of generating …

Persistent link: https://www.econbiz.de/10013223115

Hedge funds, managerial skill, and macroeconomic variables

Avramov, Doron; Kosowski, Robert L.; Naik, Narayan Y.; … - In: Journal of financial economics 99 (2011) 3, pp. 672-692

Persistent link: https://www.econbiz.de/10009242252

How many managers? : the impact of manager selection skill and fund size

Wintner, Barry A.; Zaslavskiy, Leonid; Abdulali, Adil - In: Journal of derivatives & hedge funds 20 (2014) 2, pp. 75-98

Persistent link: https://www.econbiz.de/10010462997