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Managerial behavior in fund tournaments—the impact of TrueSkill

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dc.contributor.authorSwade, Alexander
dc.contributor.authorKöchling, Gerrit
dc.contributor.authorPosch, Peter N.
dc.date.accessioned2021-06-21T10:57:53Z
dc.date.available2021-06-21T10:57:53Z
dc.date.issued2021-01-09
dc.description.abstractMeasuring 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.identifier.urihttp://hdl.handle.net/2003/40273
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-22146
dc.language.isoende
dc.relation.ispartofseriesJournal of asset management;22
dc.rights.urihttps://creativecommons.org/licenses/by/4.0/
dc.subjectFund tournamenten
dc.subjectSkillen
dc.subjectRisk-shiftingen
dc.subjectTrueSkillen
dc.subjectBayesian networken
dc.subject.ddc330
dc.titleManagerial behavior in fund tournaments—the impact of TrueSkillen
dc.typeTextde
dc.type.publicationtypearticlede
dcterms.accessRightsopen access
eldorado.secondarypublicationtruede
eldorado.secondarypublication.primarycitationSwade, A., Köchling, G. & Posch, P.N. Managerial behavior in fund tournaments—the impact of TrueSkill. J Asset Manag 22, 62–75 (2021)de
eldorado.secondarypublication.primaryidentifierhttps://doi.org/10.1057/s41260-020-00198-7de

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