scholarly journals Prior Performance and Risk-Taking of Mutual Fund Managers: A Dynamic Bayesian Network Approach

2006 ◽  
Author(s):  
Manuel Ammann ◽  
Michael Verhofen
Author(s):  
Alexander Swade ◽  
Gerrit Köchling ◽  
Peter N. Posch

AbstractMeasuring mutual fund managers’ skills by Microsoft’s TrueSkill algorithm, we find highly skilled managers to behave self-confident resulting in higher risk-taking in the second half of the year compared to less skilled managers. Introducing the TrueSkill algorithm, which is widely used in the e-sports community, to this branch of literature, we can replicate previous findings and theories suggesting overconfidence for mid-years winners.


Author(s):  
Richard B. Evans ◽  
Juan-Pedro Gomez ◽  
Linlin Ma ◽  
Yuehua Tang

2019 ◽  
Author(s):  
Qianzhou Du ◽  
Yawen Jiao ◽  
Pengfei Ye ◽  
Weiguo Fan

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