𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Time-Varying Fund Manager Skill

✍ Scribed by KACPERCZYK, MARCIN; NIEUWERBURGH, STIJN VAN; VELDKAMP, LAURA


Book ID
127079464
Publisher
John Wiley and Sons
Year
2014
Tongue
English
Weight
324 KB
Volume
69
Category
Article
ISSN
0022-1082

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Hedge Fund Performance and Manager Skill
✍ Franklin R. Edwards; Mustafa Onur Caglayan πŸ“‚ Article πŸ“… 2001 πŸ› John Wiley and Sons 🌐 English βš– 151 KB

## Abstract Using data on the monthly returns of hedge funds during the period January 1990 to August 1998, we estimate six‐factor Jensen alphas for individual hedge funds, employing eight different investment styles. We find that about 25% of the hedge funds earn positive excess returns and that t

Fund Manager Allocation
✍ Fang, Jieyan; Kempf, Alexander; Trapp, Monika πŸ“‚ Article πŸ“… 2014 πŸ› Elsevier Science 🌐 English βš– 465 KB