Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Rene Weh"'
After analyzing portfolio differences between separate account-mutual fund twins, we find that dissimilar “fraternal twins” show significantly lower joint performance than “identical twins.” This finding is consistent with fraternal twins com
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::42b578cd3cabe23411b7d790c28049eb
https://opus.bibliothek.uni-augsburg.de/opus4/files/92855/92855.pdf
https://opus.bibliothek.uni-augsburg.de/opus4/files/92855/92855.pdf
Publikováno v:
SSRN Electronic Journal.
Using a proprietary dataset of daily mutual fund trades, we document strong evidence of manager skills in the Finnish market for both buys and sells. We find that manager’s risk-adjusted outperformance lasts up to five days. Additionally, we find t