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This paper examines in detail the literature review of hedge funds performance persistence. Hedge funds are also known as alternative investments that are suited to institutional investors or wealthy investors with significant experience and knowledge in investment. They are used to hedge...
Persistent link: https://www.econbiz.de/10013238443
In this paper, we study the Boeing digital crypto currency using binomial, Poisson distribution and application in C++. The initial coin offerings price is 0.15 USD. The circulation of the Boeing digital currency is expected in September 2021 at www.crypto.com after a crypto currency license is...
Persistent link: https://www.econbiz.de/10013324438
This article examines US open-end funds using a sample of 12083 open-end funds from the period 2010 to 2020. The sample is free of survivorship bias. We find evidence of long-term managerial positive persistence. Performance is measured by Jensen’s alpha based on regression models such as the...
Persistent link: https://www.econbiz.de/10013307989
This article examines US open-end funds predictability using a sample of 12083 open-end funds from the period 2010 to 2020. This is the first study that examines the whole population of the US open-end funds. The sample is free of survivorship bias and measure performance using risk adjusted...
Persistent link: https://www.econbiz.de/10013307990
This article examines US closed-end funds using a sample of 603 closed-end funds from the period 2010 to 2020. The sample is free of survivorship bias. We find evidence of long-term managerial positive persistence. Performance is measured by Jensen’s alpha based on regression models such as...
Persistent link: https://www.econbiz.de/10013307991
Python is very useful language programming in modeling investment exercises, crypto currency blockchain of the hash rate, financial derivatives and their related Greeks symbols. I would like to thank the Schweser Kaplan organisation for the professional education that covers the syllabus of the...
Persistent link: https://www.econbiz.de/10013289396
A sample of 603 US closed-end funds was used to test performance persistence in different time periods. We bootstrapped the monthly returns over successive years over the whole period starting from 01/01/2010 to 01/01/2020. The estimated and simulated return was computed by sampling without...
Persistent link: https://www.econbiz.de/10013406589
This article examines a sample of four cryptocurrencies from the period 2014 to 2022. Performance persistence in the investment literature was a major area of investigation for academics, investors and practitioners for more than 3 decades. This is the first study that examines performance...
Persistent link: https://www.econbiz.de/10013492589