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Advanced Search Results For "ALPHA coefficient (Finance)"

1 - 10 of 242 results for
 "ALPHA coefficient (Finance)"
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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:An abundance of evidence relates facial width-to-height ratio (fWHR) to masculine behaviors in males. We show that hedge funds operated by high-fWHR managers underperform those operated by low-fWHR managers, bear greater downside risk, are more suscept...

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What Do Mutual Fund Investors Really Care About?

Publication Type:Academic Journal

Source(s):Review of Financial Studies; Apr2022, Vol. 35 Issue 4, p1723-1774, 52p

Abstract:Copyright of Review of Financial Studies is the property of Oxford University Press / USA 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 m...

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Skewness Consequences of Seeking Alpha.

Publication Type:Academic Journal

Source(s):Review of Financial Studies. Dec2018, Vol. 31 Issue 12, p4720-4761. 42p.

Abstract:Mutual funds seek alpha, but coskewness is also an important performance attribute. Coskewness of fund returns is associated with market timing, liquidity management, and derivative use. Measures of active management associated with positive alphas are...

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Mutual Fund Competition, Managerial Skill, and Alpha Persistence.

Publication Type:Academic Journal

Source(s):Review of Financial Studies. May2018, Vol. 31 Issue 5, p1896-1929. 34p.

Abstract:What economic forces limit mutual fund managers from generating consistent outperformance?We propose and test the hypothesis that buy-side competition from other funds matters. We make three contributions. First, we propose new style-based spatial meth...

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The Reliability and Validity of an Instrument to Evaluate the Implementation of Program i-THINK.

Publication Type:Academic Journal

Source(s):Journal of Positive School Psychology; 2022, Vol. 6 Issue 3, p4959-4972, 14p

Abstract:Copyright of Journal of Positive School Psychology is the property of ASR Research Center India 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, u...

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Time-Varying Beta and the Value Premium.

Publication Type:Academic Journal

Source(s):Journal of Financial & Quantitative Analysis. Aug2017, Vol. 52 Issue 4, p1551-1576. 26p.

Abstract:We model conditional market beta and alpha as flexible functions of state variables identified via a formal variable-selection procedure. In the post-1963 sample, the beta of the value premium comoves strongly with unemployment, inflation, and the pric...

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ETHICAL BUSINESS PRACTICES IN THE EASTERN CAPE AUTOMOTIVE INDUSTRY.

Publication Type:Academic Journal

Source(s):South African Journal of Economic & Management Sciences. 2014, Vol. 17 Issue 5, p569-583. 15p.

Abstract:High profile scandals have brought about a renewed interest in business ethics and, in particular, in understanding the factors that promote ethical behaviour. Business ethics is about identifying and implementing values, rules and standards of conduct...

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Mutual Fund Performance Evaluation and Best Clienteles.

Publication Type:Academic Journal

Source(s):Journal of Financial & Quantitative Analysis; Aug2017, Vol. 52 Issue 4, p1577-1604, 28p

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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Hedge Fund Strategies and Time-Varying Alphas and Betas.

Publication Type:Academic Journal

Source(s):Journal of Wealth Management. Spring2017, Vol. 19 Issue 4, p44-60. 17p.

Abstract:This article compares the time-varying estimates of alphas and betas for hedge funds in bear and bull market periods. The time-varying models show that most hedge fund strategies vary their beta risk exposure in accordance with changing market conditio...

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Strong Convergence of the Coefficient Alpha Estimator for Reliability of Multiple-Component Measuring Instruments.

Publication Type:Academic Journal

Source(s):Structural Equation Modeling. May-Jun2019, Vol. 26 Issue 3, p430-436. 7p.

Abstract:It is shown that in general the popular coefficient alpha estimator for reliability of multi-component measuring instruments converges almost surely to a quantity that is not equal to the population reliability coefficient. This convergence with probab...

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