discovery rate to assess the alpha-performance of individual funds with both domestic and other mandates, using self …: there is some positive-alpha performance when post-formation returns are evaluated using a one-factor global model but … substantial positive-alpha performance when using a four-factor global model. …

We evaluate the performance of 51 mutual fund families based on a study of their diversified US managed mutual funds … over an 11 year period and explore the determinants of performance gross of published expenses. We find that mutual fund …

activity and performance of actively managed U.S. equity funds from 2000 to 2007 and document robust evidence that future … performance is positively related to past stock picking and negatively associated with past market timing. Finally, we find that … performance while market timing decreases performance. …

We provide evidence of a significant relation between diversification and performance in the hedge fund industry … performance and diversification across sectors and asset classes. We show that on a risk adjusted basis, hedge funds that … significant positive relation between performance and diversification across sectors. However, diversifying across asset classes …

test, this article investigates (i) the performance of investments in diamonds of different quality grades, (ii) time …

Seeking persistent abnormal portfolio performance has been a key question for academics and practitioners. The main … becomes an important issue when one deals with multiple testing. Different pricing models are used and the performance of …

Der vorliegende Beitrag untersucht die Determinanten der Performance europäischer ArbitrageCollateralized Loan … Eigenschaften des CLO-Managersund der Transaktionscharakteristika als mögliche Einflussfaktoren der Rating Performance. Eswird … bzw. der Größe eines CLO-Managers und der Rating Performance festgestellt. DerEinfluss des Managers auf die Performance …