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Full-Text Articles in Portfolio and Security Analysis
Essays On Performance Evaluation Of Portfolio Managers Of Mutual And Hedge Funds, Yuekun Liu
Essays On Performance Evaluation Of Portfolio Managers Of Mutual And Hedge Funds, Yuekun Liu
Graduate Theses and Dissertations
This dissertation consists of three essays focusing on the performance evaluation of portfolio managers of mutual and hedge funds. The first essay shows the performance of corporate bond mutual funds tends to be estimated using models with limited empirical validation. I test several models and find considerable variation in quality. That variation leads to meaningful differences with respect to the stylized facts of corporate bond fund performance. Using my preferred BENCH4 model—a novel model based on funds’ common benchmarks—I find average underperformance, substantial relative performance persistence, a small number of funds with positive alphas unattributable to luck, and positive alphas …
Active Learning With Cybersecurity, Carole Shook
Active Learning With Cybersecurity, Carole Shook
TFSC Publications and Presentations
A global campus grant was obtained in Spring 2020 to develop modules for Cybersecurity. This presentation encompasses the use of Cyberciege and case studies that require active learning of students.