Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Swade, Alexander | - |
dc.contributor.author | Köchling, Gerrit | - |
dc.contributor.author | Posch, Peter N. | - |
dc.date.accessioned | 2021-06-21T10:57:53Z | - |
dc.date.available | 2021-06-21T10:57:53Z | - |
dc.date.issued | 2021-01-09 | - |
dc.identifier.uri | http://hdl.handle.net/2003/40273 | - |
dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-22146 | - |
dc.description.abstract | Measuring mutual fund managers’ skills by Microsoft’s TrueSkill algorithm, we find highly skilled managers to behave self-confident resulting in higher risk-taking in the second half of the year compared to less skilled managers. Introducing the TrueSkill algorithm, which is widely used in the e-sports community, to this branch of literature, we can replicate previous findings and theories suggesting overconfidence for mid-years winners. | en |
dc.language.iso | en | de |
dc.relation.ispartofseries | Journal of asset management;22 | - |
dc.rights.uri | https://creativecommons.org/licenses/by/4.0/ | - |
dc.subject | Fund tournament | en |
dc.subject | Skill | en |
dc.subject | Risk-shifting | en |
dc.subject | TrueSkill | en |
dc.subject | Bayesian network | en |
dc.subject.ddc | 330 | - |
dc.title | Managerial behavior in fund tournaments—the impact of TrueSkill | en |
dc.type | Text | de |
dc.type.publicationtype | article | de |
dcterms.accessRights | open access | - |
eldorado.secondarypublication | true | de |
eldorado.secondarypublication.primaryidentifier | https://doi.org/10.1057/s41260-020-00198-7 | de |
eldorado.secondarypublication.primarycitation | Swade, A., Köchling, G. & Posch, P.N. Managerial behavior in fund tournaments—the impact of TrueSkill. J Asset Manag 22, 62–75 (2021) | de |
Appears in Collections: | Professur Finance |
Files in This Item:
File | Description | Size | Format | |
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Swade2021_Article_ManagerialBehaviorInFundTourna.pdf | 1.31 MB | Adobe PDF | View/Open |
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