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"Smart" copycat mutual funds : on the performance of partial imitation strategies
Stein, Roberto - In: Financial innovation : FIN 8 (2022), pp. 1-31
Using a novel measure of stock-level trade imitation, we uncover "smart" copycats: fund managers that use their own … information when beneficial, and otherwise imitate other managers' better trades. Contrary to previous research, we find that … skill of successful fund managers. …
Persistent link: https://www.econbiz.de/10013413116
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Why do mutual funds hold lottery stocks?
Agarwal, Vikas; Jiang, Lei; Wen, Quan - 2020 - This version: October 2020
invest less in lottery stocks, suggesting that managers themselves do not prefer such stocks. The evidence instead supports … that managers cater to fund investors' preference for such stocks. In particular, funds with more lottery holdings attract …
Persistent link: https://www.econbiz.de/10012302121
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What do mutual fund managers' private portfolios tell us about their skills?
Ibert, Markus - In: Journal of financial intermediation 53 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014234560
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Hedge fund manager skill and style-shifting
Jiang, George J.; Liang, Bing; Zhang, Huacheng - In: Management science : journal of the Institute for … 68 (2022) 3, pp. 2284-2307
Persistent link: https://www.econbiz.de/10013268141
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The impact of portfolio holdings disclosure on fund returns
Gregory-Allen, Russell B.; Balli, Hatice Ozer; … - In: Pacific-Basin finance journal 57 (2019), pp. 1-17
Persistent link: https://www.econbiz.de/10012170339
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The sources of portfolio volatility and mutual fund performance
Vafai, Nima; Rakowski, David - In: International review of financial analysis 91 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10014446960
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Does mutual fund manager's attributes impact fund performance? : evidence from India
Bhattacharjee, Kaushik; Yadav, Neetu; Singh, Geeta - In: Copernican Journal of Finance & Accounting : CJF&A 11 (2022) 2, pp. 9-29
Persistent link: https://www.econbiz.de/10013479493
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Investigating ESG funds in China : management fees and investment performance
Wong, Michael C. S.; Li, Wei - In: International Journal of Financial Studies : open … 12 (2024) 2, pp. 1-21
This study investigates the association among management fees, ESG scores, and investment performance of ESG funds in China. It explores the significance of comprehending the cost-benefit analysis and long-term yields associated with sustainable investing. The investigation specifically...
Persistent link: https://www.econbiz.de/10014636317
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Chapter 14. Investment Performance: A Review and Synthesis
Ferson, Wayne E. - 2013
This chapter provides a perspective on the rapidly developing literature on investment performance evaluation. I use the stochastic discount factor approach to present and critique current performance measurement techniques in a unified setting. I offer a number of suggestions to improve...
Persistent link: https://www.econbiz.de/10014025364
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Fraternal twins : should investors be careful?
Rohleder, Martin; Tentesch, Hendrik; Weh, René; … - In: Review of financial economics : RFE 41 (2023) 1, pp. 23-42
Persistent link: https://www.econbiz.de/10014278638