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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

Managerial ability premium factor and fund performance

Dong, Feng; Doukas, John A. - In: Journal of international money and finance 113 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10012798461

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

Do Managerial Skills Vary Across Fund Managers? Results Using European Mutual Funds

Abinzano, Isabel - 2011

This paper uses stochastic dominance techniques to examine whether managerial skills vary across fund managers in …

Persistent link: https://www.econbiz.de/10013128954

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

Fund characteristics, managerial skills and performance persistence : evidence from India

Majumdar, Sudipta; Mishra, Rohan Kumar; Chandra, Abhijeet - In: Asia Pacific financial markets 31 (2024) 2, pp. 335-354

Persistent link: https://www.econbiz.de/10014548375