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Do Funds Make More When They Trade More 基金交易多赚多吗
Cfa Digest Pub Date : 2018-04-01 DOI: 10.2469/DIG.V48.N4.4
A. Jackson
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引用次数: 4
Capturing the Value Premium: Global Evidence from a Fair Value–Based Investment Strategy 获取价值溢价:来自公允价值投资策略的全球证据
Cfa Digest Pub Date : 2018-04-01 DOI: 10.2469/DIG.V48.N4.5
K. Strauss
{"title":"Capturing the Value Premium: Global Evidence from a Fair Value–Based Investment Strategy","authors":"K. Strauss","doi":"10.2469/DIG.V48.N4.5","DOIUrl":"https://doi.org/10.2469/DIG.V48.N4.5","url":null,"abstract":"This paper examines the risk premium of value stocks within a global investment strategy framework. We test whether absolute or relative mispricing is better suited to capturing the global value premium by using fair valuebased net asset values (NAVs) as our proxies for fundamental value. We find that investing in the most underpriced stocks relative to the average ratio of price to fundamental value in a country is the key to achieving superior risk-adjusted returns. The annualized excess return of the global value portfolio sorted according to relative mispricing is 10.0%, and remains significant after controlling for common risk factors.","PeriodicalId":359745,"journal":{"name":"Cfa Digest","volume":"39 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123417180","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
Skin in the Game: General Partner Capital Commitment, Investment Behavior and Venture Capital Fund Performance 参与博弈:普通合伙人资本承诺、投资行为和风险投资基金绩效
Cfa Digest Pub Date : 2018-04-01 DOI: 10.2469/DIG.V48.N4.3
M. Howard
{"title":"Skin in the Game: General Partner Capital Commitment, Investment Behavior and Venture Capital Fund Performance","authors":"M. Howard","doi":"10.2469/DIG.V48.N4.3","DOIUrl":"https://doi.org/10.2469/DIG.V48.N4.3","url":null,"abstract":"","PeriodicalId":359745,"journal":{"name":"Cfa Digest","volume":"21 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134232018","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Gender, Risk Tolerance, and False Consensus in Asset Allocation Recommendations 性别、风险承受能力和资产配置建议中的错误共识
Cfa Digest Pub Date : 2018-04-01 DOI: 10.2469/DIG.V48.N4.7
R. Wiggins
{"title":"Gender, Risk Tolerance, and False Consensus in Asset Allocation Recommendations","authors":"R. Wiggins","doi":"10.2469/DIG.V48.N4.7","DOIUrl":"https://doi.org/10.2469/DIG.V48.N4.7","url":null,"abstract":"","PeriodicalId":359745,"journal":{"name":"Cfa Digest","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128368400","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 15
Returns to Hedge Fund Activism: An International Study 对冲基金激进主义的回报:一项国际研究
Cfa Digest Pub Date : 2018-04-01 DOI: 10.2469/DIG.V48.N4.1
Imrith Ramtohul
{"title":"Returns to Hedge Fund Activism: An International Study","authors":"Imrith Ramtohul","doi":"10.2469/DIG.V48.N4.1","DOIUrl":"https://doi.org/10.2469/DIG.V48.N4.1","url":null,"abstract":"","PeriodicalId":359745,"journal":{"name":"Cfa Digest","volume":"21 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116590585","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 6
The Bright Side of Financial Derivatives: Options Trading and Firm Innovation 金融衍生品的光明面:期权交易和公司创新
Cfa Digest Pub Date : 2018-03-01 DOI: 10.2469/dig.v48.n3.4
P. Singhvi
{"title":"The Bright Side of Financial Derivatives: Options Trading and Firm Innovation","authors":"P. Singhvi","doi":"10.2469/dig.v48.n3.4","DOIUrl":"https://doi.org/10.2469/dig.v48.n3.4","url":null,"abstract":"","PeriodicalId":359745,"journal":{"name":"Cfa Digest","volume":"2 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127731041","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 5
Investor Attrition and Fund Flows in Mutual Funds 共同基金的投资者流失与资金流动
Cfa Digest Pub Date : 2018-03-01 DOI: 10.2469/DIG.V48.N3.1
R. Wiggins
{"title":"Investor Attrition and Fund Flows in Mutual Funds","authors":"R. Wiggins","doi":"10.2469/DIG.V48.N3.1","DOIUrl":"https://doi.org/10.2469/DIG.V48.N3.1","url":null,"abstract":"","PeriodicalId":359745,"journal":{"name":"Cfa Digest","volume":"92 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121017731","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 15
Momentum, Idiosyncratic Volatility and Market Dynamics: Evidence from China 动量、特殊波动和市场动态:来自中国的证据
Cfa Digest Pub Date : 2018-03-01 DOI: 10.2469/DIG.V48.N3.2
Sandra Krueger
{"title":"Momentum, Idiosyncratic Volatility and Market Dynamics: Evidence from China","authors":"Sandra Krueger","doi":"10.2469/DIG.V48.N3.2","DOIUrl":"https://doi.org/10.2469/DIG.V48.N3.2","url":null,"abstract":"","PeriodicalId":359745,"journal":{"name":"Cfa Digest","volume":"66 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133364079","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The Value-Added Role of Industry Specialist Advisors in M&As 行业专家顾问在并购中的增值作用
Cfa Digest Pub Date : 2018-03-01 DOI: 10.2469/DIG.V48.N3.5
Nicholas Tan
{"title":"The Value-Added Role of Industry Specialist Advisors in M&As","authors":"Nicholas Tan","doi":"10.2469/DIG.V48.N3.5","DOIUrl":"https://doi.org/10.2469/DIG.V48.N3.5","url":null,"abstract":"","PeriodicalId":359745,"journal":{"name":"Cfa Digest","volume":"52 5 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123706604","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Measuring Liquidity Premiums for Illiquid Assets 计量非流动资产的流动性溢价
Cfa Digest Pub Date : 2018-03-01 DOI: 10.2469/DIG.V48.N3.3
Marvin Powell
{"title":"Measuring Liquidity Premiums for Illiquid Assets","authors":"Marvin Powell","doi":"10.2469/DIG.V48.N3.3","DOIUrl":"https://doi.org/10.2469/DIG.V48.N3.3","url":null,"abstract":"","PeriodicalId":359745,"journal":{"name":"Cfa Digest","volume":"50 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124402208","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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