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Performance and persistence in performance of actively managed Chinese equity funds
Zia-ur-Rehman, Rao; Ahsan, Tanveer; Tauni, Muhammad Zubair - In: Journal of quantitative economics 16 (2018) 3, pp. 727-747
Persistent link: https://www.econbiz.de/10012418586
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Use of active peer benchmarks in assessing UK mutual fund performance and performance persistence
Mateus, Irina Bezhentseva; Mateus, Cesario; Todorovic, … - In: The European journal of finance 25 (2019) 12, pp. 1077-1098
Persistent link: https://www.econbiz.de/10012207063
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Do alternative UCITS deliver what they promise? : a comparison of alternative UCITS and hedge funds
Busack, Michael; Drobetz, Wolfgang; Tille, Jan - In: Applied financial economics 24 (2014) 13/15, pp. 949-965
Persistent link: https://www.econbiz.de/10010415991
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Evaluating the performance of hedge funds using two-stage pper group benchmarks
Wilkens, Marco; Yao, Juan; Oehler, Patrick J.; … - In: The journal of asset management 16 (2015) 4, pp. 272-291
Persistent link: https://www.econbiz.de/10011413386
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Beta Active Hedge Fund Management
Duanmu, Jun - 2017
We reconsider the question of whether beta-centric hedge fund activity is predictive of superior performance. We construct a measure of overall beta activity of fund managers, Beta Activity, and find evidence that top beta active managers deliver superior long term out-of-sample performance...
Persistent link: https://www.econbiz.de/10012975391
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Beta active hedge fund management
Duanmu, Jun; Malachov, Aleksej; McCumber, William - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 6, pp. 2525-2558
Persistent link: https://www.econbiz.de/10012128051
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Hedge fund alpha : cycle or sunset?
Sullivan, Rodney N. - In: The journal of alternative investments : JAI 23 (2021) 3, pp. 55-79
Persistent link: https://www.econbiz.de/10012423014
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Essays on financial performance measurement
Faust, Roger - 2010
Hedge-Fonds aktiv in Emerging Markets. Da der Einsatz von Leerverkäufen und Derivaten in den meisten Emerging Markets … begrenzt ist, ist es fraglich, ob Hedge-Fonds, insbesondere im Vergleich zu traditionellen Mutual-Fonds aktiv in diesen Märkten … Performance Messung. Unsere Ergebnisse deuten darauf hin, dass einige Hedge-Fonds positive Alphas generieren, während die meisten …
Persistent link: https://www.econbiz.de/10008989166
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Dissecting short-sale performance : evidence from large position disclosures
Jank, Stephan; Smajlbegovic, Esad - 2015
Short sellers are perceived as informed, sophisticated investors. Yet little is known about their actual performance and trading strategies. Using a novel, hand-collected data set of daily position disclosures in Europe, we identify the entry, change, and exit dates of large short-sale positions...
Persistent link: https://www.econbiz.de/10011392610
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The relation between manager description and fund performance : evidence from emerging market hedge funds
Peltomäki, Jarkko - In: Journal of derivatives & hedge funds 20 (2014) 1, pp. 52-70
Persistent link: https://www.econbiz.de/10010463005