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1
المؤلفون: Marno Verbeek, Guillermo Baquero
المساهمون: Department of Finance
المصدر: Management Science, 68(6), 4151-4172. INFORMS Institute for Operations Research and the Management Sciences
مصطلحات موضوعية: business.industry, Financial economics, Manager of managers fund, Strategy and Management, Sharpe ratio, Streak, Information processing, Hedge funds, money flows, extrapolative expectations, law of small numbers, performance streaks, relative weights, smart money, Monetary economics, Management Science and Operations Research, Hedge fund, Weighting, Highly sensitive, Open-end fund, Benchmark (computing), Predictive power, Cash flow, business, Hot-hand fallacy
وصف الملف: application/pdf
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2
المؤلفون: Hao Jiang, Marno Verbeek, Teodor Dyakov
المساهمون: Finance, Department of Finance
المصدر: Review of Finance, 24(3), 677-731. Oxford University Press
Dyakov, T, Jiang, H & Verbeek, M 2020, ' Trade Less and Exit Overcrowded Markets : Lessons from International Mutual Funds ', Review of Finance, vol. 24, no. 3, pp. 677-731 . https://doi.org/10.1093/rof/rfz014مصطلحات موضوعية: International market, Economics and Econometrics, Returns to scale, business.industry, Optimal size, Equity (finance), Monetary economics, Crowding, SDG 17 - Partnerships for the Goals, International mutual funds, Accounting, Economics, Trading performance, business, Finance, Mutual fund
وصف الملف: application/pdf
HTML النص الكامل PDF النص الكاملURL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::99b2afcbf14851fa8418e43e1ac0e618
https://research.vu.nl/en/publications/6428ff51-6ba3-4871-b9ee-9fa707105006 -
3
المؤلفون: Marno Verbeek
المساهمون: Department of Finance
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4
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5Academic Journal
المؤلفون: Guillermo Baquero, Marno Verbeek
المساهمون: The Pennsylvania State University CiteSeerX Archives
المصدر: http://www.efmaefm.org/0EFMAMEETINGS/EFMA ANNUAL MEETINGS/2014-Rome/papers/EFMA2014_0536_fullpaper.pdf.
مصطلحات موضوعية: hedge funds, flow-performance relation, convexity, concavity, liquidity restrictions
وصف الملف: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.638.5541; http://www.efmaefm.org/0EFMAMEETINGS/EFMA ANNUAL MEETINGS/2014-Rome/papers/EFMA2014_0536_fullpaper.pdf
الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.638.5541
http://www.efmaefm.org/0EFMAMEETINGS/EFMA ANNUAL MEETINGS/2014-Rome/papers/EFMA2014_0536_fullpaper.pdf -
6Academic Journal
المؤلفون: Will J. Armstrong, Egemen Genc, Marno Verbeek
المساهمون: The Pennsylvania State University CiteSeerX Archives
المصدر: http://www.efmaefm.org/0EFMAMEETINGS/EFMA ANNUAL MEETINGS/2014-Rome/papers/EFMA2014_0337_fullpaper.pdf.
وصف الملف: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.636.7672; http://www.efmaefm.org/0EFMAMEETINGS/EFMA ANNUAL MEETINGS/2014-Rome/papers/EFMA2014_0337_fullpaper.pdf
الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.636.7672
http://www.efmaefm.org/0EFMAMEETINGS/EFMA ANNUAL MEETINGS/2014-Rome/papers/EFMA2014_0337_fullpaper.pdf -
7Academic Journal
المؤلفون: Guillermo Baquero, Marno Verbeek
المساهمون: The Pennsylvania State University CiteSeerX Archives
المصدر: http://www.efmaefm.org/0EFMAMEETINGS/EFMA ANNUAL MEETINGS/2013-Reading/papers/EFMA2013_0588_fullpaper.pdf.
مصطلحات موضوعية: hedge funds, flow-performance relation, convexity, concavity, liquidity restrictions, managerial incentives JEL-codes, G11, G23, G14
وصف الملف: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.295.2000; http://www.efmaefm.org/0EFMAMEETINGS/EFMA ANNUAL MEETINGS/2013-Reading/papers/EFMA2013_0588_fullpaper.pdf
الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.295.2000
http://www.efmaefm.org/0EFMAMEETINGS/EFMA ANNUAL MEETINGS/2013-Reading/papers/EFMA2013_0588_fullpaper.pdf -
8
المؤلفون: Teodor Dyakov, Marno Verbeek
المساهمون: Department of Finance, Finance, Tinbergen Institute
المصدر: Dyakov, T & Verbeek, M 2019, ' Can Mutual Fund Investors Distinguish Good from Bad Managers? ', International Review of Finance, vol. 19, no. 3, pp. 505-540 . https://doi.org/10.1111/irfi.12187
International Review of Finance, 19(3), 505-540. John Wiley & Sons Ltd.
International Review of Finance, 19(3), 505-540. John Wiley and Sons Ltdمصطلحات موضوعية: Economics and Econometrics, 050208 finance, business.industry, media_common.quotation_subject, 05 social sciences, SDG 17 - Partnerships for the Goals, 0502 economics and business, Econometrics, Economics, Performance indicator, Sensitivity (control systems), 050207 economics, business, Sophistication, Finance, Mutual fund, media_common
وصف الملف: application/pdf
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9Academic Journal
المؤلفون: Teodor Dyakov, Marno Verbeek
المساهمون: The Pennsylvania State University CiteSeerX Archives
وصف الملف: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.646.3678; http://efmaefm.org/0EFMSYMPOSIUM/Germany2012/papers/005.pdf
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10Academic Journal
المؤلفون: Kim Peijnenburg, Theo Nijman, Bas J. M. Werker, Eduard Ponds, Ralph Rogalla, Lisanne S, Kent Smetters, Ralph Stevens, Marno Verbeek, Annie Yang
المساهمون: The Pennsylvania State University CiteSeerX Archives
مصطلحات موضوعية: Asset allocation, retirement, life-cycle portfolio choice, annuity, savings
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.231.7120; http://www.aeaweb.org/aea/2012conference/program/retrieve.php?pdfid=149
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11Academic Journal
المؤلفون: Copycat Funds, Yu Wang, Marno Verbeek
المساهمون: The Pennsylvania State University CiteSeerX Archives
وصف الملف: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.603.3784; http://www.fma.org/NY/Papers/BetterthantheOriginal-TheRelativeSuccessofCopycatFunds.pdf
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12Academic Journal
المؤلفون: André Lucas, Arjen Siegmann, Marno Verbeek
المساهمون: The Pennsylvania State University CiteSeerX Archives
مصطلحات موضوعية: hedge funds, nonlinear systematic risk factors, option factors
وصف الملف: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.318.4501; http://personal.vu.nl/a.h.siegmann/pdf/lsv_short_put.pdf
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13Academic Journal
المؤلفون: Yu Wang, Marno Verbeek
المساهمون: The Pennsylvania State University CiteSeerX Archives
المصدر: http://www.fma.org/Hamburg/Papers/BetterthantheOriginal-TheRelativeSuccessofCopycatFunds.pdf.
وصف الملف: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.183.8949; http://www.fma.org/Hamburg/Papers/BetterthantheOriginal-TheRelativeSuccessofCopycatFunds.pdf
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14Academic Journal
المؤلفون: Guillermo Baquero, Marno Verbeek
المساهمون: The Pennsylvania State University CiteSeerX Archives
المصدر: http://www.efmaefm.org/0EFMAMEETINGS/EFMA ANNUAL MEETINGS/2009-milan/EFMA2009_0646_fullpaper.pdf.
مصطلحات موضوعية: hedge funds, style investing, aggregate money flows, smart money, investor sentiment
وصف الملف: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.492.9374; http://www.efmaefm.org/0EFMAMEETINGS/EFMA ANNUAL MEETINGS/2009-milan/EFMA2009_0646_fullpaper.pdf
الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.492.9374
http://www.efmaefm.org/0EFMAMEETINGS/EFMA ANNUAL MEETINGS/2009-milan/EFMA2009_0646_fullpaper.pdf -
15Academic Journal
المؤلفون: Nicole M. Boyson, Christof W. Stahel, Rene M. Stulz, William Greene, David Hsieh, Andrew Karolyi, Marno Verbeek
المساهمون: The Pennsylvania State University CiteSeerX Archives
وصف الملف: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.592.7921; http://www.nber.org/papers/w14068.pdf
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16Academic Journal
المؤلفون: Monica Billio, Mila Getmansky, Loriana Pelizzon, David Hsieh, William Fung, Will Goetzmann, Robin Greenwood, Ravi Jagannathan, Nikunj Kapadia, Sein Kazemi, Camelia Kuhnen, Martin Lettau, Bing Liang, Laura Lindsay, Andrew Lo, Narayan Naik, Stephen Schaefer, Tom Schneeweis, Matthew Spiegel, Heather Tookes, Marno Verbeek
المساهمون: The Pennsylvania State University CiteSeerX Archives
مصطلحات موضوعية: Hedge Funds, Risk Management, Regime-Switching Models, JEL Classification, G12, G29, C51 ∗We thank Vikas Agarwal, Lieven Baele, Ben Branch, Stephen Brown, Laura Frieder, Bruno Gerard
وصف الملف: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.574.1201; http://www.greta.it/credit/credit2008/Tuesday/04_Billio_Getmansky_Pelizzon.pdf
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17Academic Journal
المؤلفون: Nicole M. Boyson, Christof W. Stahel, René M. Stulz, David Hsieh, Andrew Karolyi, Marno Verbeek
المساهمون: The Pennsylvania State University CiteSeerX Archives
وصف الملف: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.217.2018; http://www.fisher.osu.edu/fin/dice/seminars/Hedge%20fund%20clustering.pdf
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18Academic Journal
المؤلفون: Joop Huij, Marno Verbeek, We Thank, Vikas Agarwal, Klaas Baks, Gurdip Bakshi, Nick Bollen, Mathijs Van Dijk, Robert Kosowski, Federico Nardari, Frans De Roon
المساهمون: The Pennsylvania State University CiteSeerX Archives
وصف الملف: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.1039.3742; http://www.ntuzov.com/Nik_Site/Niks_files/Research/papers/mut_funds/Huij_Verbeek_2008.pdf
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19Academic Journal
المؤلفون: Marno Verbeek
المساهمون: The Pennsylvania State University CiteSeerX Archives
وصف الملف: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.624.3561; http://repub.eur.nl/pub/12672/PseudoPanelsAnd_2005.pdf
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20Academic Journal
المؤلفون: Dirk Brounen, Melissa Porras Prado, Marno Verbeek
المساهمون: The Pennsylvania State University CiteSeerX Archives
مصطلحات موضوعية: Real Estate, Asset Liability Management, Liability Hedge Credit 1
وصف الملف: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.606.6429; http://repub.eur.nl/pub/12674/RealEstateinanALM_2007.pdf