William Joseph KlubinskiNorthumbria University · Newcastle Business School
William Joseph Klubinski
PhD Finance
🅰🅲🅲🅾🆄🅽🆃🅸🅽🅶 & 🅵🅸🅽🅰🅽🅲🅴
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Introduction
Hedge Funds, Mutual Funds, Performance, Risk, Gender
Publications
Publications (5)
This paper analyses gender differences in hedge fund (HF) performance persistence using parametric and non-parametric risk-adjusted-performance persistence indicators. We find evidence consistent with performance persistence, which in relative (risk-adjusted) terms, is more pronounced amongst females, as opposed to male managers, in short to medium...
![Parametric Performance Persistence [non-risk-adjusted [XR]]](profile/William-Klubinski/publication/341481336/figure/tbl3/AS:892844495622147@1589882124198/Parametric-Performance-Persistence-non-risk-adjusted-XR_Q320.jpg)
![Parametric Performance Persistence [risk-adjusted [AXR]]](profile/William-Klubinski/publication/341481336/figure/tbl4/AS:892844495618049@1589882124231/Parametric-Performance-Persistence-risk-adjusted-AXR_Q320.jpg)
Despite the exponential increase in the literature related to the performance of Alternative Investment Funds (AIFs), risk management with respect to the measurement of performance persistence remains largely unexplored. In this paper, we investigate the impact of geolocation and investment strategy effects on the estimation of risk in performance...
Despite the exponential increase in the literature related to the performance of Alternative Investment Funds (AIFs), risk management with respect to the measurement of performance persistence remains largely unexplored. In this paper, we investigate the impact of geolocation and investment strategy effects on the estimation of risk in performance...
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Projects (4)
