Do Managers Of Global Equity Funds Outperform Their Respective Style Benchmarks? An Empirical Investigation
Heng-Hsing Hsieh; Kathleen Hodnett · 2012 · International Business & Economics Research Journal (IBER)
WASTE classifies this as Negative / Null Result Report · AI classification, approximate
The study found no significant effect — useful as a negative control or null benchmark for your own design.
Abstract (excerpt)
Empirical literature suggests that stock-picking of fund managers do not provide economic benefits in addition to passively-replicated style benchmarks. This paper constructs a 4-factor style model using the Morgan Stanley Capital…
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Metadata source: Crossref · DOI 10.19030/iber.v10i12.7150