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Keywords: Performance attribution
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Journal Articles
Mutual funds' performance and relative strength of factor exposures
Available to Purchase
Journal:
Managerial Finance
Managerial Finance (2023) 49 (7): 1202–1220.
Published: 23 December 2022
... Limited Licensed re-use rights only Mutual funds Factor exposures Holdings-based analysis Managerial skill Performance attribution A significant body of literature studied the value of active management in the past. Carhart (1997) , in a seminal study, attributed active mutual funds...
Journal Articles
Hedge fund replication in turbulent markets
Available to Purchase
Journal:
Managerial Finance
Managerial Finance (2011) 38 (1): 67–81.
Published: 16 December 2011
... at: erik.wallerstein@gmail.com © Emerald Group Publishing Limited 2012 Hedge fund replication Asset allocation Performance attribution Hedging Economic conditions In previous years, it was hoped that hedge fund replication products would be for hedge fund investments akin to what index funds...
