106 Bunhill Row
London, EC1Y 8TZ
City University London - Sir John Cass Business School
in Total Papers Downloads
in Total Papers Citations
Mutual fund performance, persistence, smart money
Mutual fund performance, bootstrapping, fama-french model
Monetary policy, behavioral finance, financial markets
Mutual funds performance, market timing
Diversification, rebalancing, volatility pumping
Mutual fund performance, false discovery rate
Habit Persistence, Volatility Bounds, Risk Aversion, Sharpe Ratio
Mutual fund performance, hedge funds, persistence
mutual funds performance, market timing
Mutual fund performance, fund characteristics, manager characteristics, manager behavior biases
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.610 seconds
We'd like to ask you to provide feedback on your experience with SSRN today. Your feedback will be used to enhance the site in the future.
Would you be willing to answer a few questions when you leave our site?
Yes, I'm willing to take part in a survey
No, thank you