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[下载]世界上最成功的MUTUAL FUND-DFA，Harvard case study 休闲灌水 yuhu2 2008-7-18 31 11049 harverywu 2019-2-25 00:05:22
A modeling study of the Chinese investment fund pricing and performance assessme attachment 金融学（理论版） huanghelou9 2013-3-11 4 4668 天请 2018-1-4 18:33:19
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[求助]请教一下Mutual funds，谢谢！！ 金融学（理论版） requiescat 2007-3-11 2 3295 见路不走 2015-6-20 13:34:16
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Charles Jones - Mutual Funds attachment 金融类 inTrusion 2008-9-6 4 2565 nankaicg 2011-5-6 18:56:06
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Diversification and Portfolio Management of Mutual Funds 金融学（理论版） bundybundy 2009-7-5 0 1249 bundybundy 2009-7-5 21:06:42
求助：请问什么是specialized mutual funds？ 金融学（理论版） 0o菜菜o0 2008-12-26 5 2814 0o菜菜o0 2008-12-28 16:39:00
[下载]Diversification and Portfolio Management of Mutual Funds attachment 金融学（理论版） venvun 2008-11-17 0 2538 venvun 2008-11-17 14:55:00
[推荐]Mutual Fund Performance.pdf attachment 金融学（理论版） chengyuchenwen 2008-11-6 0 2519 chengyuchenwen 2008-11-6 23:45:00
[下载]investing in mutual fund attachment 金融学（理论版） diviny 2008-8-3 1 1512 angelboy 2008-8-14 14:15:00
[下载]Morningstar_Guide_to_Mutual_Funds_-_5-star_Strategies_for_Success attachment 金融学（理论版） diviny 2008-8-3 0 1685 diviny 2008-8-3 20:45:00
Mutual Funds___FIFTY YEARS OF RESEARCH FINDINGS attachment 金融学（理论版） yhongl12 2008-6-25 0 1885 yhongl12 2008-6-25 10:25:00
[下载]Esme E. Faerber-All About Bonds and Bond Mutual Funds 2ndE attachment 金融学（理论版） ebdl 2008-6-22 1 2320 jiangzhongyu 2008-6-22 16:21:00
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分享 VIX Volatility
accumulation 2017-4-18 12:44
One view is that incorporating predictability in managerial skills is more important when investing in mutual funds than when investing in hedge funds. Another view is that the macroeconomic variables best suited for predicting hedge fund managerial skills differ from those best suited to mutual funds. VIX is constructed using the implied volatilities of a wide range of SP500 index options and is meant to be a forward looking measure of market risk. Some hedge fund investment styles (e.g. macro and trend following) outperform in times of high market volatility while others perform better in times of low market volatility. Hence, conditioning on VIX could allow one to better predict managerial skills by timing the performance of hedge fund investment styles over the volatility cycle.
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