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Style representation and portfolio choice

Massa, Massimo; Simonov, Andrei; Stenkrona, Anders - In: Journal of financial markets 23 (2015), pp. 1-25

Persistent link: https://www.econbiz.de/10011377484

Mutual fund investment horizon and performance

Lan, Chunhua; Moneta, Fabio; Wermers, Russ - 2015

This paper proposes several new holdings-based measures of fund investment horizon, and examines the relation between manager skills and fund holding horizon. We find that both aggregate holdings and trades of long-horizon funds are informative about superior future long-term stock returns,...

Persistent link: https://www.econbiz.de/10011307799

Style factor timing : an application to the portfolio holdings of US fund managers

Gallagher, David R.; Gardner, Peter; Schmidt, Camille H. - In: Australian journal of management 40 (2015) 2, pp. 318-350

Persistent link: https://www.econbiz.de/10011342800

Purchase and redemption decisions of mutual fund investors of variable life insurance-using quantile regression

Wang, Nan-Yu; Chen, Sen-Sung; Huang, Chih-Jen; Yen, … - In: International journal of economics and financial issues … 4 (2014) 4, pp. 714-725

Persistent link: https://www.econbiz.de/10010527320

Mutual fund risk and market share-adjusted fund flows

Spiegel, Matthew; Zhang, Hong - In: Journal of financial economics 108 (2013) 2, pp. 506-528

Persistent link: https://www.econbiz.de/10009749327

Purchase and redemption decisions of mutual fund investors and the role of fund families

Jank, Stephan; Wedow, Michael - In: The European journal of finance 19 (2013) 1/2, pp. 127-144

Persistent link: https://www.econbiz.de/10009733290

When active fund managers deviate from their peers : implications for fund performance

Gupta-Mukherjee, Swasti - In: Journal of banking & finance 37 (2013) 4, pp. 1286-1305

Persistent link: https://www.econbiz.de/10009719787

Window dressing in mutual funds

Agarwal, Vikas; Gay, Gerald D.; Ling, Leng - 2014

We provide a rationale for window dressing where investors respond to conflicting signals of managerial ability inferred from a fund's performance and disclosed portfolio holdings. We contend that window dressers take a risky bet on their performance during a reporting delay period, which...

Persistent link: https://www.econbiz.de/10010363240

Mutual fund flows and window-dressing

Ling, Leng; Arias, J. J. - In: The quarterly review of economics and finance : journal … 53 (2013) 4, pp. 440-449

Persistent link: https://www.econbiz.de/10010374757

Window dressing in mutual funds

Agarwal, Vikas; Gay, Gerald D.; Ling, Leng - 2013 - First Version: March 31, 2011, This version: July 26, 2013

We provide a rationale for window dressing where investors respond to conflicting signals of managerial ability inferred from a fund's performance and its disclosed portfolio holdings. We contend that window dressers take a risky bet on their performance during a reporting delay period, which...

Persistent link: https://www.econbiz.de/10009784848