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Advanced Search Results For "Teo, Melvyn"

1 - 10 of 38 results for
 "Teo, Melvyn"
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Do Alpha Males Deliver Alpha? Facial Width-to-Height Ratio and Hedge Funds.

Publication Type:Academic Journal

Source(s):Journal of Financial & Quantitative Analysis; Aug2022, Vol. 57 Issue 5, p1727-1770, 44p

Abstract:Copyright of Journal of Financial & Quantitative Analysis is the property of Cambridge University Press and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. Ho...

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Generation of single photons with highly tunable wave shape from a cold atomic ensemble

Publication Type:Academic Journal

Source(s):Nature Communications, Vol 7, Iss 1, Pp 1-6 (2016)

Abstract:Generation of narrowband pure and storable single photons is an enabling step towards hybrid quantum networks interconnecting different systems. Here the authors report on a heralded single photon source based on a cold ensemble of atoms with controlla...

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Hedge Fund Franchises.

Publication Type:Academic Journal

Source(s):Management Science; Feb2021, Vol. 67 Issue 2, p1199-1226, 28p

Abstract:Copyright of Management Science is the property of INFORMS: Institute for Operations Research and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, use...

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Sensation Seeking and Hedge Funds.

Publication Type:Academic Journal

Source(s):Journal of Finance (John Wiley & Sons, Inc.); Dec2018, Vol. 73 Issue 6, p2871-2914, 44p, 10 Charts

Abstract:Copyright of Journal of Finance (John Wiley & Sons, Inc.) is the property of John Wiley & Sons, Inc. and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. Howev...

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Public hedge funds.

Publication Type:Academic Journal

Source(s):Journal of Financial Economics. Jan2019, Vol. 131 Issue 1, p44-60. 17p.

Abstract:Abstract Hedge funds managed by listed firms significantly under-perform funds managed by unlisted firms. The under-performance is more severe for funds with low manager deltas, poor governance, and no manager co-investment, or those managed by firms w...

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The Geography of Hedge Funds.

Publication Type:Academic Journal

Source(s):Review of Financial Studies. Sep2009, Vol. 22 Issue 9, p3531-3561. 31p. 10 Charts, 1 Graph.

Abstract:This article analyzes the relationship between the risk-adjusted performance of hedge funds and their proximity to investments using data on Asia-focused hedge funds. I find, relative to an augmented Fung and Hsieh (2004) factor model, that hedge funds...

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Institutional Investors, Past Performance, and Dynamic Loss Aversion.

Publication Type:Academic Journal

Source(s):Journal of Financial & Quantitative Analysis. Feb2009, Vol. 44 Issue 1, p155-188. 34p. 20 Graphs.

Abstract:Using a proprietary database of currency trades, this paper explores the effects of trading gains and losses on risk-taking among large institutional investors. We find that institutional investors, unlike individuals, are not prone to the disposition ...

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Style Investing and Institutional Investors.

Publication Type:Academic Journal

Source(s):Journal of Financial & Quantitative Analysis. Dec2008, Vol. 43 Issue 4, p883-906. 24p. 6 Charts, 3 Graphs.

Abstract:This paper explores the importance and price implications of style investing by institutional investors in the stock market. To analyze styles, we assign stocks to deciles or segments across three style dimensions: size, value/growth, and sector. We fi...

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Home-Biased Analysts in Emerging Markets.

Publication Type:Academic Journal

Source(s):Journal of Financial & Quantitative Analysis. Sep2008, Vol. 43 Issue 3, p685-716. 32p. 11 Charts, 1 Graph.

Abstract:We find that local analyst recommendations are systematically more optimistic than foreign analyst recommendations in emerging markets. The effects of this novel "home bias" among local analysts overwhelm any information asymmetry between foreign and l...

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An improved test for statistical arbitrage.

Publication Type:Academic Journal

Source(s):Journal of Financial Markets; Feb2012, Vol. 15 Issue 1, p47-80, 34p

Abstract:Copyright of Journal of Financial Markets is the property of Elsevier B.V. and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, downl...

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