Manager selection
- Alpha Alchemy: Diversifying Without Diluting AlphaBrian Jacobsen and Chao MaThe Journal of Wealth Management July 2020, 23 (2) 75-87; DOI: https://doi.org/10.3905/jwm.2020.1.106
- Normal Return Gaps: Dispersion Illuminates DiversificationWilliam W. Jennings, Thomas C. O’Malley and Brian C. PayneThe Journal of Wealth Management July 2020, 23 (2) 18-35; DOI: https://doi.org/10.3905/jwm.2020.1.105
- Style Drift Among Value and Growth FundsGlenn Tanner, William T. Chittenden and Janet D. PayneThe Journal of Investing August 2020, joi.2020.1.142; DOI: https://doi.org/10.3905/joi.2020.1.142
- On the Importance of Manager Selection: The Case of Timber FundsChung-Hong FuThe Journal of Alternative Investments July 2020, jai.2020.1.104; DOI: https://doi.org/10.3905/jai.2020.1.104
- Active Sector Funds and Fund Manager SkillHuangyu Chen and Dirk HackbarthThe Journal of Portfolio Management July 2020, jpm.2020.1.172; DOI: https://doi.org/10.3905/jpm.2020.1.172
- DrawdownsOtto Van Hemert, Mark Ganz, Campbell R. Harvey, Sandy Rattray, Eva Sanchez Martin and Darrel YawitchThe Journal of Portfolio Management July 2020, jpm.2020.1.170; DOI: https://doi.org/10.3905/jpm.2020.1.170
- Manager Characteristics and Hedge Fund Returns, Liquidity, and SurvivalHyuna ParkThe Journal of Alternative Investments June 2020, jai.2020.1.102; DOI: https://doi.org/10.3905/jai.2020.1.102
- Did Fund Managers Deliver Value During the Financial Crisis?Feng Dong and John A. DoukasThe Journal of Wealth Management April 2020, 23 (1) 47-59; DOI: https://doi.org/10.3905/jwm.2020.1.098
- The (Under) Performance of Hedge Fund ETFsCharles Favreau, Hayden Kane and Austin SheltonThe Journal of Alternative Investments March 2020, 22 (4) 120-143; DOI: https://doi.org/10.3905/jai.2020.1.090
- Mutual Funds: Skill and PerformanceJonathan B. Berk, Jules H. van Binsbergen and Max MillerThe Journal of Portfolio Management March 2020, 46 (5) 17-31; DOI: https://doi.org/10.3905/jpm.2020.1.143
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