The performance of hedge funds and mutual funds in emerging markets

By Martin Eling, R. Faust. 2010

125 citations recorded by the source corpus.

Subfields: Accounting, Finance

View Paper: https://www.semanticscholar.org/paper/0408fbb9a8357ea056589827e7415c4053bdd761

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. Frank Schuhmacher
2. Martin Eling

In Finance

1. Martin Eling
2. Frank Schuhmacher
3. R. Faust
4. Andreas Kleefeld
5. M. Delignette-Muller
6. Vytaras Brazauskas
7. Christophe Dutang

Citations in the corpus

• Market maturity and mispricing (2016, unknown): “In contrast, Busse, Goyal, and Wahal (2014), Eling and Faust (2010), Ferreira, Keswani, Miguel, and Ramos (2013), or Kang, Nielsen, and Fachinotti (2011) report that mutual funds tend to underperform traditional benchmarks, and find little to no evidence for stock picking skill, superior performance”
• A decision-theoretic foundation for reward-to-risk performance measures (2012, background): “The most popular reward-to-risk performance measure is the Sharpe ratio (see, e.g., Alexander and Baptista, 2010; Darolles and Gourieroux, 2010; Ding et al., 2009; Eling and Faust, 2010; Szakmary et al., 2010; Serban, 2010).”