Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 18 of 18 for “"Performance persistence"”.
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Benchmark indices, alpha creation and performance persistence
… role of benchmark indices, alpha creation and performance persistence. In the first essay, we re-visit the performance of 887 active UK equity mutual funds due to the fact that recent academic literature documents that standard benchmark models, such as FF3 and Carhart four factor models, …
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Revisiting performance persistence in real estate funds
… fund returns were analyzed for evidence of persistence in subsequent funds from the same manager; it is designed to update and enhance a prior thesis performed by Cathy C. Hahn (2003), using both parametric and non-parametric tests. Tests were performed on gross and net returns covering the …
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Evolution, performance, persistence and tournament aspects of U.S. closed-end funds
… of Closed End Funds (CEFs) styles over time, performance of CEFs by investment objective, persistence of CEF performance, and the tournament aspects of within-calendar-year performance. The number and dollar investment in CEFs with various investment objectives are studied. The change in …
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An investigation into performance persistence amongst South African general equity unit trusts funds - for the period 2000 to 2011
… in his 2001 UCT Masters Thesis “Characterising Persistence of Performance amongst South African General Equity Unit Trusts”, in which he tested performance persistence over the period 1980 to 1999. This updated study focuses on testing whether the performance of a unit trust fund in one period …
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Real estate opportunity funds : past fund performance as an indicator of subsequent fund performance
… investment funds were tested for evidence of performance persistence between subsequent funds by the same manager. Tests include regression analysis, construction of contingency tables, and calculation of rank correlation coefficients. Tests were based on return data from the period 1991 to …
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Survivorship bias in mutual fund performance : evidence in Canadian mutual funds
… the influence of the survivorship bias on performance persistence in Canadian mutual funds. Our sample covers the period of January 1986 till December 1999. Spreads of the survivorship bias on mutual fund returns are gauged by comparing the difference between the sample of surviving funds …
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Essays on Hedge Fund Performance and Corporate Governance
… regarding domicile-strategic related aspects of performance, the differences in management style and performance between male and female managers, and the flow-performance relationship based on the ethnic association of the hedge fund manager. This doctoral thesis focuses on three original topics …
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Do investment strategies based on previous performance yield higher returns? Evidence from South African bond funds
This paper examines the performance and performance persistence of South African bond mutual funds. To my knowledge, this paper is among the first research papers to focus on South African bond mutual funds. I utilize the Sharpe Ratio, the modified Sharpe ratio, Jensen's alpha and the multi-index …
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Characterising persistence of performance amongst South African general equity unit trusts
This study analyses the relative performance of general equity unit trusts from 1980 to 1999, using a database that has been verified for accuracy and is free of survivorship bias. It characterises the behaviour of performance persistence in order to explain the conflicting results of previous …
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Investment performance of life-science venture capital investment funds, persistence, and subsector analysis
Venture capital investment performance data and performance attribution are not typically published. Venture investors articulate (and sell to LPs) conflicting strategies; the popular business literature and culture is rife with rapidly changing beliefs about the relative attractiveness of …
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The performance of Chinese equity securities investment funds
… 2014, this study examines numerous risk-adjusted performance models in three classes: (i) unconditional models, (ii) conditional beta models and (iii) conditional alpha-beta models. Findings from all performance measures suggest no evidence of statistically significant stock selection skills on …
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What works? Supporting students from urban school districts at a Midwestern university
… that lead to higher rates of student academic performance, persistence, and completion rates. In a time of increased accountability and diminished resources, the empirical findings of this study help administrators by demonstrating that resources invested in retention yield long-term benefits …
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Essays on Performance Evaluation of Portfolio Managers of Mutual and Hedge Funds
… consists of three essays focusing on the performance evaluation of portfolio managers of mutual and hedge funds. The first essay shows the performance of corporate bond mutual funds tends to be estimated using models with limited empirical validation. I test several models and find …
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THE EDUCATIONAL PURSUIT: A PHENOMENOLOGICAL STUDY OF ATTRITION IN THE FINAL STAGE OF AN EDUCATIONAL DOCTORAL PROGRAM WITHIN A COHORT MODEL
… quality of motivation and lead to enhanced performance, persistence and creativity (Deci & Ryan, 2000). Through the lens of Self Determination Theory, the study explains the reasons students leave a doctoral program during the final stage. The three themes emerged from the participants were …
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Data-driven decisions: a conceptual framework for integrating educational data mining in professional bodies
… the importance of factors such as first exam performance, persistence, and preparedness in student success. It underscores the evolving dynamics of student progression revealed through EDM insights, providing a nuanced understanding that can guide educational institutions towards more …
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A multifactor model of investment trust discounts.
… This study attempts to describe and explain the persistence of the excess discount return on UK investment trusts and US closed-end funds. The ability to identify which factors best capture return variation is central to applications of multifactor pricing models. So the main purpose of this …
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What drives private equity performance in emerging markets? An African perspective
… asset allocation. This thesisinvestigates PE performance using a novel dataset of 250 portfolio investments made and exited by 28 General Partners (GPs) across 52 funds in Africa over the period 1996 to 2019. It addresses the following four research questions: (1) How has PE in Africa …