Fund managers performance in Turkey: An empirical evaluation

2010 ◽  
Author(s):  
Omar Masood ◽  
Bora Aktan ◽  
Pinar Evrim Mandaci ◽  
Edip Teker
Keyword(s):  
Empirical Evaluation ◽  
Fund Managers

Do Hot Hands Exist among Hedge Fund Managers? An Empirical Evaluation

2010 ◽  
Vol 65 (1) ◽  
pp. 217-255 ◽  
Author(s):  
RAVI JAGANNATHAN ◽  
ALEXEY MALAKHOV ◽  
DMITRY NOVIKOV
Keyword(s):  
Hedge Fund ◽  
Empirical Evaluation ◽  
Fund Managers

scholarly journals MUTUAL FUNDS PERFORMANCE EVALUATION BASED ON SELECTIVITY AND MARKET TIMING

IQTISHODUNA ◽  
2012 ◽  
Author(s):  
Werner R. Murhadi
Keyword(s):  
Performance Evaluation ◽  
Mutual Funds ◽  
Mutual Fund ◽  
Market Timing ◽  
Empirical Evaluation ◽  
Stock Selection ◽  
Data Set ◽  
Mutual Fund Managers ◽  
Fund Managers

This paper is an empirical evaluation of the performance of mutual fund managers in terms of “market timing” and “selectivity”, within the framework suggested by Treynor and Mazuy (1966) and Henriksson and Merton (1981). The relevant data set is a balanced panel of 55 (fifty five) mutual funds, over a 17 (seventeen)-month period began from February 2008 until June 2009. The result found that only 4 (four) mutual funds demonstrated a good performance in market timing and 4 (four) mutual funds showed a good performance in stock selection. Both methods have a good indicator to reflect mutual funds performance.

scholarly journals Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation

2006 ◽  
Author(s):  
Ravi Jagannathan ◽  
Alexey Malakhov ◽  
Dmitry Novikov
Keyword(s):  
Hedge Fund ◽  
Empirical Evaluation ◽  
Fund Managers

Semi-empirical evaluation of Sr-Ar difference potentials

1986 ◽  
Vol 47 (7) ◽  
pp. 1149-1154
Author(s):  
Le Quang Rang ◽  
D. Voslamber
Keyword(s):  
Empirical Evaluation ◽  
Difference Potentials ◽  
Semi Empirical
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