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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

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

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

Limited attention, managerial multitasking, and hedge fund performance in China

Li, Lu; Li, Yang; Wang, Xueding; He, Yuqian - In: Pacific-Basin finance journal 67 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10013258141

Are Fund Alphas Robust Proxies for Funds Managers' Managerial Skill?

Obrimah, Oghenovo A. - 2019

This study provides formal theoretical evidence that constructions of fund alpha that are implemented using robust specifications of asset pricing models generate alpha estimates that are well defined. Regardless, the formal theoretical model shows fund alphas that are constructed with the...

Persistent link: https://www.econbiz.de/10012897319

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

Active managers are skilled

Berk, Jonathan B.; Binsbergen, Jules H. van - 2015

Active fund managers are skilled and, on average, have used their skill to generate about $3.2 million per year. Large … investing more capital in funds managed by better managers. These funds earn higher aggregate fees, and a strong positive …

Persistent link: https://www.econbiz.de/10011862190

Precision about manager skill, mutual fund flows, and performance persistence

Jeon, Hyunglae; Kang, Jangkoo; Lee, Changjun - In: The North American journal of economics and finance : a … 40 (2017), pp. 222-237

Persistent link: https://www.econbiz.de/10011878820

Do persistent fund alphas indicate manager skill?

Bu, Qiang - In: The journal of wealth management 20 (2017) 2, pp. 82-93

Persistent link: https://www.econbiz.de/10011750718