Search Results - RERO DOC

Essays on financial markets predictability

Pisati, Matteo Maria ; Barone Adesi, Giovanni (Dir.) ; Mira, Antonietta (Codir.)

Thèse de doctorat : Università della Svizzera italiana, 2020 ; 2020ECO007.

Empirical indicators of sentiment are commonly employed in the economic literature while a precise understanding of what is sentiment is still missing. Exploring the links among the most popular proxies of sentiment, fear and uncertainty this paper aims to fill this gap. We show how fear and sentiment are specular in their predictive power in relation to the aggregate market and to...

OPEN IN
SONAR

Frictions, behavioral biases and active portfolio management

Eisele, Alexander ; Nowak, Eric (Dir.)

Thèse de doctorat : Università della Svizzera italiana, 2014 ; 2014ECO012.

The three chapters of this thesis contribute to the following research questions: (i) What is the role of agency frictions for the performance of mutual funds? (ii) What is the role of market frictions for the performance of hedge funds? (iii) Do hedge funds profit from the behavioral biases of other market participants? The first chapter of this thesis comprises the article "Are Star Funds...

Refine my results

Document type

Institution

Specific Collection

Language

Author