Should smart investors buy funds with high past returns?*

DOI10.1093/ROF/RFM005MaRDI QIDQ5439980zbMATH OpenOpenAlexFDO

Authors Frederic Palomino, Harald Uhlig

Publication date 30 January 2008

Published in Review of Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/rof/rfm005

zbMATH Keywords

equilibriumfund managerhigh returnsinvestorrealized return

Mathematics Subject Classification ID

Applications of game theory (91A80)

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Cited in

(2)

• Private equity fund returns and performance persistence
• Proper fund size: a perspective from both investors and fund managers

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