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Three essays on style drift in mutual funds : a dissertation presented in fulfilment of the requirements for the degree of Doctor of Philosophy in Finance at Massey University, School of Economics and Finance, Albany Campus, New Zealand

Malik, Anum2022

massey

Essays in hedge fund replication, evaluation and synthetic funds

Palaro, H.P.City University London2007

… diligence, liquidity, capacity, transparency and style drift problems, as well as excessive management fees. This replication technique is also used to evaluate the net-of-fee performance of 875 funds of hedge funds and 2073 individual hedge funds, up to an including November 2006. Comparing fund …

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Essays in Asset Management: Mutual Funds and Exchange-traded Funds

Zheng, XinruiUniversity of Cambridge2021

… Outperforming sub-advisors with larger style drift are less likely to be hired, and the more a sub-advisor deviates from its investment mandate, the more likely it is to be fired. The third essay uses 2,290 European equity and fixed income ETFs and studies how the replication method …

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