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Scale and skill in active management
Pástor, Ľuboš; Stambaugh, Robert F.; Taylor, Lucian A. - 2014
Persistent link: https://www.econbiz.de/10010367937
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Scale and skill in active management
Pástor, Ľuboš; Stambaugh, Robert F.; Taylor, Lucian A. - 2014
Persistent link: https://www.econbiz.de/10010254332
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Scale and Skill in Active Management
Pastor, Lubos - 2016
We empirically analyze the nature of returns to scale in active mutual fund management. We find strong evidence of … that avoid econometric biases are insignificant. We also find that the active management industry has become more skilled …
Persistent link: https://www.econbiz.de/10013006184
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Scale and Skill in Active Management
Pastor, Lubos - 2020
We empirically analyze the nature of returns to scale in active mutual fund management. We find strong evidence of … that avoid econometric biases are insignificant. We also find that the active management industry has become more skilled …
Persistent link: https://www.econbiz.de/10012856954
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Scale and Skill in Active Management
Pastor, Lubos - 2014
We empirically analyze the nature of returns to scale in active mutual fund management. We find strong evidence of … avoid econometric biases are insignificant. We also find that the active management industry has become more skilled over …
Persistent link: https://www.econbiz.de/10013059086
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Scale and Skill in Active Management
Pastor, Lubos - 2014
We empirically analyze the nature of returns to scale in active mutual fund management. We find strong evidence of … econometric biases are insignificant. We also find that the active management industry has become more skilled over time. This …
Persistent link: https://www.econbiz.de/10013059535
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Scale and skill in active management
Pástor, Ľuboš; Stambaugh, Robert F.; Taylor, Lucian A. - In: Journal of financial economics 116 (2015) 1, pp. 23-45
Persistent link: https://www.econbiz.de/10011347321
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Informative fund size, managerial skill, and investor rationality
Zhu, Min - In: Journal of financial economics 130 (2018) 1, pp. 114-134
Persistent link: https://www.econbiz.de/10012051287
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The Mismatch Between Mutual Fund Scale and Skill
Song, Yang - 2020
I demonstrate that skill and scale are mismatched among actively managed equity mutual funds. Many mutual fund investors confuse the effects of fund exposures to common systematic factors with managerial skill when allocating capital among funds. Active mutual funds with positive factor-related...
Persistent link: https://www.econbiz.de/10012853506
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Measuring institutional investors' skill from their investments in private equity
Cavagnaro, Daniel R.; Sensoy, Berk A.; Wang, Yingdi; … - 2016
Persistent link: https://www.econbiz.de/10011539712