investment strategies do, on the whole, have a positive impact on fund performance. The established financial theory builds on … between degree of implementation of the strategies and fund performance. Thus, applying behavioral as well as style strategies …

In this analysis of investment manager performance, two questions are addressed. First, do managers that actively trade …

performance, suggesting that the average fund manager is more likely to make erroneous decisions when they deviate from their …

Performance dar, die entsteht wenn in der Fondsgruppe nur die „Überlebenden“ berücksichtigt werden. Dies ist seit Grinblatt und … das Paper den Zusammenhang zwischen Fondsgröße und Performance sowie die Gründe des Fondssterbens. In der empirischen … maßgeblich von der Performance abhängt, große jedoch performanceunabhängig überleben.Paper 2 beschäftigt sich mit den …

investment trusts (REITs) and assesses the performance of real estatemutual funds (REMFs). We measure the asymmetric risk through … REITs to market may bedue to small and value components embedded in REITs. We evaluate the performance of realestate mutual …

In two unrelated papers, we examine different aspects of mutual fund performance and otherissues. In the first chapter …, we look at exchange-traded funds (ETFs) and how they differ fromindex funds in performance and tracking error. Using … index less well.In the second chapter, we look at the differences in performance and characteristics of mutualfunds as they …

performance of different fund strategies against the market, an informed investor can select the fund strategy that will … for nine different fund strategies to approximate how each macroeconomic variable affects a fund's performance against the … which invests using that strategy. To test the performance of this procedure, the decision rules were back tested both …

size, book-to-market ratio, past performance, or industry. Our finding suggests that the forward looking nature of stock …