Do fund managers' performance rely on gender and team size? Evidence from India
S Majumdar, AK Mishra, A Chandra - The North American Journal of …, 2024 - Elsevier
The study investigates how gender and team size impact mutual fund manager's
performance. Using comprehensive collected data of 1,207 manager-funds observations …
performance. Using comprehensive collected data of 1,207 manager-funds observations …
Riding the geopolitical storm or dodging bullets: Geopolitical risk timing of mutual funds
J Liu, Z Chen, G Lin, Y Zhu - Global Finance Journal, 2024 - Elsevier
This study investigates the geopolitical risk of mutual fund timing and corresponding
economic consequences based on open-end active stock funds data in China from January …
economic consequences based on open-end active stock funds data in China from January …
Persistence of multidimensional time‐varying skills of fund managers: A comparison of conventional and Islamic equity funds
This comparative study investigates the time‐varying skills of Shariah‐Compliant and
conventional equity fund managers in selectivity, volatility, market return, liquidity, and …
conventional equity fund managers in selectivity, volatility, market return, liquidity, and …
Shrinkage Estimation of Cokurtosis Matrix for Portfolio Selection: An Empirical Study
J Wang, W Lu, X Peng - Available at SSRN 4969487 - papers.ssrn.com
In this study, we propose a shrinkage estimation technique that incorporates a multi-factor
model to estimate the cokurtosis matrix of asset returns. Our empirical analyses validate the …
model to estimate the cokurtosis matrix of asset returns. Our empirical analyses validate the …