FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W3138319709> ?p ?o ?g. }

• W3138319709 endingPage "894" @default.
• W3138319709 startingPage "875" @default.
• W3138319709 abstract "Abstract Prior research in hedge fund and mutual fund management finds a positive relation between portfolio distinctiveness and subsequent performance, suggesting that strategy differentiation is associated with superior skill. We find that commodity trading advisors (CTAs) with returns that correlate more strongly with those of peers feature higher performance and are more highly exposed to a time series momentum factor. Strategy conformity appears to be a signal of managerial skill in CTAs, in contrast to hedge funds and mutual funds. These results indicate that a common trend following strategy drives CTA returns and that CTAs offer investors an opportunity to invest in momentum." @default.
• W3138319709 created "2021-03-29" @default.
• W3138319709 creator A5040953727 @default.
• W3138319709 creator A5044001380 @default.
• W3138319709 creator A5081157663 @default.
• W3138319709 date "2021-03-13" @default.
• W3138319709 modified "2023-09-23" @default.
• W3138319709 title "When it pays to follow the crowd: Strategy conformity and CTA performance" @default.
• W3138319709 cites W1622527221 @default.
• W3138319709 cites W2005556724 @default.
• W3138319709 cites W2025400769 @default.
• W3138319709 cites W2038109205 @default.
• W3138319709 cites W2039352825 @default.
• W3138319709 cites W2101434526 @default.
• W3138319709 cites W2109792033 @default.
• W3138319709 cites W2118205861 @default.
• W3138319709 cites W2120748499 @default.
• W3138319709 cites W2987711630 @default.
• W3138319709 cites W3022442630 @default.
• W3138319709 cites W3121287044 @default.
• W3138319709 cites W3122192211 @default.
• W3138319709 cites W3122935760 @default.
• W3138319709 cites W3123649118 @default.
• W3138319709 cites W3123661710 @default.
• W3138319709 cites W3123700708 @default.
• W3138319709 cites W3124057432 @default.
• W3138319709 cites W3124229192 @default.
• W3138319709 cites W3124278286 @default.
• W3138319709 cites W3124596318 @default.
• W3138319709 cites W3124639629 @default.
• W3138319709 cites W3125250206 @default.
• W3138319709 cites W3125314843 @default.
• W3138319709 cites W3125465136 @default.
• W3138319709 cites W3125562060 @default.
• W3138319709 cites W3125652816 @default.
• W3138319709 cites W3125897004 @default.
• W3138319709 cites W3126078689 @default.
• W3138319709 cites W3126094216 @default.
• W3138319709 cites W3168087578 @default.
• W3138319709 cites W4250762315 @default.
• W3138319709 doi "https://doi.org/10.1002/fut.22199" @default.
• W3138319709 hasPublicationYear "2021" @default.
• W3138319709 type Work @default.
• W3138319709 sameAs 3138319709 @default.
• W3138319709 citedByCount "1" @default.
• W3138319709 countsByYear W31383197092022 @default.
• W3138319709 crossrefType "journal-article" @default.
• W3138319709 hasAuthorship W3138319709A5040953727 @default.
• W3138319709 hasAuthorship W3138319709A5044001380 @default.
• W3138319709 hasAuthorship W3138319709A5081157663 @default.
• W3138319709 hasConcept C10138342 @default.
• W3138319709 hasConcept C106159729 @default.
• W3138319709 hasConcept C131562839 @default.
• W3138319709 hasConcept C142172996 @default.
• W3138319709 hasConcept C144133560 @default.
• W3138319709 hasConcept C15744967 @default.
• W3138319709 hasConcept C15952604 @default.
• W3138319709 hasConcept C162324750 @default.
• W3138319709 hasConcept C186797051 @default.
• W3138319709 hasConcept C187736073 @default.
• W3138319709 hasConcept C204434749 @default.
• W3138319709 hasConcept C2780821815 @default.
• W3138319709 hasConcept C47385372 @default.
• W3138319709 hasConcept C542102704 @default.
• W3138319709 hasConcept C556758197 @default.
• W3138319709 hasConcept C60718061 @default.
• W3138319709 hasConcept C74510933 @default.
• W3138319709 hasConcept C77805123 @default.
• W3138319709 hasConceptScore W3138319709C10138342 @default.
• W3138319709 hasConceptScore W3138319709C106159729 @default.
• W3138319709 hasConceptScore W3138319709C131562839 @default.
• W3138319709 hasConceptScore W3138319709C142172996 @default.
• W3138319709 hasConceptScore W3138319709C144133560 @default.
• W3138319709 hasConceptScore W3138319709C15744967 @default.
• W3138319709 hasConceptScore W3138319709C15952604 @default.
• W3138319709 hasConceptScore W3138319709C162324750 @default.
• W3138319709 hasConceptScore W3138319709C186797051 @default.
• W3138319709 hasConceptScore W3138319709C187736073 @default.
• W3138319709 hasConceptScore W3138319709C204434749 @default.
• W3138319709 hasConceptScore W3138319709C2780821815 @default.
• W3138319709 hasConceptScore W3138319709C47385372 @default.
• W3138319709 hasConceptScore W3138319709C542102704 @default.
• W3138319709 hasConceptScore W3138319709C556758197 @default.
• W3138319709 hasConceptScore W3138319709C60718061 @default.
• W3138319709 hasConceptScore W3138319709C74510933 @default.
• W3138319709 hasConceptScore W3138319709C77805123 @default.
• W3138319709 hasFunder F4320320847 @default.
• W3138319709 hasIssue "6" @default.
• W3138319709 hasLocation W31383197091 @default.
• W3138319709 hasOpenAccess W3138319709 @default.
• W3138319709 hasPrimaryLocation W31383197091 @default.
• W3138319709 hasRelatedWork W2044381785 @default.
• W3138319709 hasRelatedWork W2112592724 @default.
• W3138319709 hasRelatedWork W3121394337 @default.
• W3138319709 hasRelatedWork W3125642377 @default.
• W3138319709 hasRelatedWork W313365187 @default.
• W3138319709 hasRelatedWork W3138319709 @default.
• W3138319709 hasRelatedWork W4205171132 @default.

• next