Managerial Performance and Closed‐End Country Fund Premiums: A Lead or Lag Relationship?*

I Ismailescu, B Branch - International Review of Finance, 2010 - Wiley Online Library
Herein, we examine whether changes in closed‐end country fund premiums lead and/or lag
management performance. Using a sample of 46 country funds and a time period of 11 …

Volatility swaps and their use in currency risk management

TG Close - 2000 - spectrum.library.concordia.ca
The paradox of international investing is that, although foreign investments deliver
diversification benefits that help to decrease the asset risk of a portfolio, they also introduce …

[BOOK][B] Three essays on closed-end country funds

D Kim - 2000 - search.proquest.com
Three essays on closed -end country funds Three essays on closed -end country funds Abstract
In this dissertation, we investigate the pricing of country funds in the US market and the …

[CITATION][C] 中国证券投资基金: IPO 与后市绩效

陈超, 陆金海, 冯嗣全 - 国际金融研究, 2002 - cqvip.com
值反而不比平衡型和成长型差. 同理, 新规范的基金的市场风险较大, 其Jensen 的Alpha
均值比新基金的绩效还差. 26 家新基金分别由1O 家基金管理公司管理, 其中 …