Iuliia Naidenova, Petr Parshakov, Marina Zavertiaeva, Eduardo Tomé
– This paper aims to explore whether individual intellectual capital of a fund manager allows mutual fund to outperform market.
– The sample includes 85 Russian equity funds for the period of 2013. First, Jensen’s alpha for each fund has been calculated, and then cross-sectional regression analysis has been used. While only a part of fund managers publish biographic sketches, the author…
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