The impact of carbon neutrality on the investment performance: Evidence from the equity mutual funds in BRICS

X Ji, Y Zhang, N Mirza, M Umar, SKA Rizvi - Journal of Environmental …, 2021 - Elsevier
The promotion of carbon-neutral investments is among the primary constituents of
developing a carbon-neutral economy. This is even more important for emerging economies …

[BOOK][B] High-frequency trading: a practical guide to algorithmic strategies and trading systems

I Aldridge - 2013 - books.google.com
A fully revised second edition of the best guide to high-frequency trading High-frequency
trading is a difficult, but profitable, endeavor that can generate stable profits in various …

Hedge funds: A dynamic industry in transition

M Getmansky, PA Lee, AW Lo - Annual Review of Financial …, 2015 - annualreviews.org
The hedge-fund industry has grown rapidly over the past two decades, offering investors
unique investment opportunities that often reflect more complex risk exposures than those of …

Systemic risk and hedge funds

N Chan, M Getmansky, SM Haas… - The risks of financial …, 2007 - degruyter.com
The term systemic risk is commonly used to describe the possibility of a series of correlated
defaults among financial institutions—typically banks—that occurs over a short period of …

[BOOK][B] Hedge funds: An analytic perspective

AW Lo - 2010 - degruyter.com
The hedge fund industry has grown dramatically over the last two decades, with more than
eight thousand funds now controlling close to two trillion dollars. Originally intended for the …

Active management in mostly efficient markets

RC Jones, R Wermers - Financial Analysts Journal, 2011 - Taylor & Francis
This survey of the literature on the value of active management shows that the average
active manager does not outperform but that a significant minority of active managers do add …

Recent advances in hedge funds' performance attribution: Performance persistence and fundamental factors

D Stafylas, K Anderson, M Uddin - International Review of Financial …, 2016 - Elsevier
We survey articles on hedge funds' performance persistence and fundamental factors from
the mid-1990s to the present. For performance persistence, we present some pioneering …

Hedge fund survival lifetimes

GN Gregoriou - Journal of Asset Management, 2002 - Springer
This paper examines the survival analysis of hedge funds using various survival models.
Survival analysis has been used in studies of the lifetimes of bonds, labour strikes …

The impact of country-level and fund-level factors on mutual fund performance in Vietnam

HT Nguyen, DTN Nguyen - Journal of Economics and Development, 2019 - emerald.com
The impact of country-level and fund-level factors on mutual fund performance in Vietnam |
Emerald Insight Books and journals Case studies Expert Briefings Open Access Publish with us …

Effect of mutual fund fundamentals and characteristics on their performance: an empirical study of Thai equity mutual funds

SM Hensawang - Cuadernos de Economía, 2022 - cude.es
As equities mutual funds are a popular option among investors, it is advantageous to
discover performance factors. This analysis incorporates fund fundamentals, features, and …