Similar Search Results - EconBiz

Do funds-of-funds deserve their fees-on-fees?

Ang, Andrew; Rhodes-Kropf, Matthew; Zhao, Rui - 2008

"Since the after-fee returns of funds-of-funds are, on average, lower than hedge fund returns, it is easy to conclude that funds-of-funds do not add value compared to hedge funds. However, funds-of-funds should not be evaluated relative to hedge fund returns in publicly reported databases....

Persistent link: https://www.econbiz.de/10003693434

Informed trading, liquidity provision, and stock selection by mutual funds

Da, Zhi; Gao, Pengjie; Jagannathan, Ravi - 2008

Persistent link: https://www.econbiz.de/10003793423

Informed trading, liquidity provision, and stock selection by mutual funds

Da, Zhi; Gao, Pengjie; Jagannathan, Ravi - 2007

Persistent link: https://www.econbiz.de/10003606472

Coordinated noise trading : evidence from pension fund reallocations

Da, Zhi; Larrain, Borja; Sialm, Clemens; Tessada, José A. - 2016

Persistent link: https://www.econbiz.de/10011474671

Monetary policy shifts and the term structure

Ang, Andrew; Boivin, Jean; Dong, Sen; Loo-Kung, Rudy - 2009

Persistent link: https://www.econbiz.de/10003876505

Inflation and individual equities

Ang, Andrew; Brière, Marie; Signori, Ombretta - 2012

Persistent link: https://www.econbiz.de/10009501844

Search for a common factor in public and private real estate returns

Ang, Andrew; Nabar, Neil; Wald, Sam - 2013

Persistent link: https://www.econbiz.de/10009773370

Testing conditional factor models

Ang, Andrew; Kristensen, Dennis - In: Journal of financial economics 106 (2012) 1, pp. 132-156

Persistent link: https://www.econbiz.de/10009666667

Asset pricing in the dark : the cross section of OTC stocks

Ang, Andrew; Shtauber, Assaf A.; Tetlock, Paul C. - 2013

Persistent link: https://www.econbiz.de/10009788143

The cross-section of volatility and expected returns

Ang, Andrew; Hodrick, Robert J.; Xing, Yuhang; Zhang, … - 2004

Persistent link: https://www.econbiz.de/10002418876

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