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Goulding, Christian L.; Harvey, Campbell R.; Mazzoleni, … - In: Financial analysts journal : FAJ 80 (2024) 1, pp. 84-98

Persistent link: https://www.econbiz.de/10014576152

On the benefits of active stock selection strategies for diversified investors

Stadtmüller, Immo; Auer, Benjamin R.; Schuhmacher, Frank - In: The quarterly review of economics and finance : journal … 85 (2022), pp. 342-354

Persistent link: https://www.econbiz.de/10013336298

Performance measurement with selectivity, market and volatility timing

Ferson, Wayne E.; Mo, Haitao - In: Journal of financial economics 121 (2016) 1, pp. 93-110

Persistent link: https://www.econbiz.de/10011590678

Factor exposure variation and mutual fund performance

Ammann, Manuel; Fischer, Sebastian; Weigert, Florian - 2020 - This version: August 2020

investor flows. We conclude that fund managers voluntarily attempt to time factors, but they are unsuccessful at doing so. …

Persistent link: https://www.econbiz.de/10012264676

Risk factor exposure variation and mutual fund performance

Ammann, Manuel; Fischer, Sebastian; Weigert, Florian - 2018

fund's forced trading through investor flows. We conclude that fund managers voluntarily attempt to time risk factors, but …

Persistent link: https://www.econbiz.de/10011906504

Market timing : sin a little resolving the valuation timing puzzle

Asness, Cliff; Ilmanen, Antti; Maloney, Thomas - In: Journal of investment management : JOIM 15 (2017) 3, pp. 23-40

Persistent link: https://www.econbiz.de/10011914783

Momentum and the cross-section of stock volatility

Fan, Minyou; Kearney, Fearghal; Li, Youwei; Liu, Jiadong - In: Journal of economic dynamics & control 144 (2022), pp. 1-30

Persistent link: https://www.econbiz.de/10013543109

Three essays on asset pricing anomalies, investor overreaction, and mutual fund performance

Zhang, Hong - 2004

Persistent link: https://www.econbiz.de/10003551684

Asset pricing with heterogeneous beliefs and relative performance

Huang, Shiyang; Qiu, Zhigang; Shang, Qi; Tang, Ke - In: Journal of banking & finance 37 (2013) 11, pp. 4107-4119

Persistent link: https://www.econbiz.de/10010244893

Fund flows inducing mispricing of risk in competitive financial markets

Stahmer, Axel - 2015

This paper studies the effect of new fund flows on investment behavior and the resulting equilibrium price of risk. The Small Fund Industry model shows equilibria with overinvestment in unprofitable and underinvestment in profitable investment opportunities. The Large Fund Industry model derives...

Persistent link: https://www.econbiz.de/10011389297

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