Does Stock Volatility Reveal Mutual Fund Manager Skill?

2009 ◽  
Author(s):  
Zhibo Yuan
Keyword(s):  
Mutual Fund ◽  
Fund Manager ◽  
Stock Volatility ◽  
Mutual Fund Manager ◽  
Manager Skill

scholarly journals Volatility and mutual fund manager skill

2015 ◽  
Vol 118 (2) ◽  
pp. 289-298 ◽  
Author(s):  
Bradford D. Jordan ◽  
Timothy B. Riley
Keyword(s):  
Mutual Fund ◽  
Fund Manager ◽  
Mutual Fund Manager ◽  
Manager Skill

Volatility and Mutual Fund Manager Skill

2013 ◽  
Author(s):  
Bradford D. Jordan ◽  
Timothy B. Riley
Keyword(s):  
Mutual Fund ◽  
Fund Manager ◽  
Mutual Fund Manager ◽  
Manager Skill

Pedigree vs. Grit: Predicting Mutual Fund Manager Performance

2017 ◽  
pp. 1-6
Author(s):  
Péter Esö ◽  
Graeme Hunter ◽  
Peter Klibanoff ◽  
Karl Schmedders
Keyword(s):  
Linear Regression ◽  
Asset Management ◽  
Mutual Fund ◽  
Success Factors ◽  
Linear Regression Analysis ◽  
Fund Manager ◽  
Mutual Fund Managers ◽  
Fund Managers ◽  
Mutual Fund Manager ◽  
Starting Point

An asset management company must replace the manager of its two signature mutual funds, who is about to retire. Two candidates have been short-listed. The management team is divided and cannot decide which of the two candidates would make the better mutual fund manager. The retiring manager presents a linear regression model to examine success factors of mutual fund managers. This linear regression is the starting point for the subsequent analysis.Application of linear regression analysis to analyze the performance of mutual fund managers.

Why constrain your mutual fund manager?

2004 ◽  
Vol 73 (2) ◽  
pp. 289-321 ◽  
Author(s):  
Andres Almazan ◽  
Keith C. Brown ◽  
Murray Carlson ◽  
David A. Chapman
Keyword(s):  
Mutual Fund ◽  
Fund Manager ◽  
Mutual Fund Manager
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