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Showing 1 to 1 of 1 for “"common benchmark funds"”.

  1. Essays on Performance Evaluation of Portfolio Managers of Mutual and Hedge Funds

    … 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 considerable variation in quality. That variation leads to meaningful …

    arkansas Repository record for Essays on Performance Evaluation of Portfolio Managers of Mutual and Hedge Funds (opens in a new tab)