Search Results - "Bollen, P."

Do Hedge Fund Managers Misreport Returns? Evidence from the Pooled Distribution by BOLLEN, NICOLAS P.B., POOL, VERONIKA K.

“…We find a significant discontinuity in the pooled distribution of monthly hedge fund returns: The number of small gains far exceeds the number of small losses…”
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Hedge Fund Performance: End of an Era? by Bollen, Nicolas P.B., Joenväärä, Juha, Kauppila, Mikko

“…This article documents a decline in aggregate hedge fund performance over the past decade. We tested whether a set of prediction models can select subsets of…”
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Edge artificial intelligence wireless video capsule endoscopy by Sahafi, A., Wang, Y., Rasmussen, C. L. M., Bollen, P., Baatrup, G., Blanes-Vidal, V., Herp, J., Nadimi, E. S.

“…Gastrointestinal (GI) tract diseases are responsible for substantial morbidity and mortality worldwide, including colorectal cancer, which has shown a rising…”
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Mutual Fund Attributes and Investor Behavior by Bollen, Nicolas P. B.

“…I study the dynamics of investor cash flows in socially responsible mutual funds. Consistent with anecdotal evidence of loyalty, the monthly volatility of…”
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Gender, risk tolerance, and false consensus in asset allocation recommendations by Bollen, Nicolas P.B., Posavac, Steven

“…We study the impact of gender on asset allocation recommendations. Graduate business students and professional wealth managers are randomly assigned a male or…”
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Does Net Buying Pressure Affect the Shape of Implied Volatility Functions? by Bollen, Nicolas P. B., Whaley, Robert E.

“…This paper examines the relation between net buying pressure and the shape of the implied volatility function (IVF) for index and individual stock options. We…”
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Surgical Site Infections in Orthopedic Surgery: The Effect of Mupirocin Nasal Ointment in a Double-Blind, Randomized, Placebo-Controlled Study by Kalmeijer, M. D, Coertjens, H, van Nieuwland-Bollen, P. M, Bogaers-Hofman, D, de Baere, G. A. J, Stuurman, A, van Belkum, A, Kluytmans, J. A. J. W

“…The objective of this study was to determine whether use of mupirocin nasal ointment for perioperative eradication of Staphylococcus aureus nasal carriage is…”
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The dolutegravir/valproic acid drug–drug interaction is primarily based on protein displacement by Bollen, P D J, Prins, H A B, Colbers, A, Velthoven-Graafland, K, Rijnders, B J A, de Vries-Sluijs, T E M S, van Nood, E, Nouwen, J, Bax, H, de Mendonca Melo, M, Verbon, A, Burger, D M, Rokx, C

“…Abstract Objectives The dolutegravir/valproic acid drug–drug interaction (DDI) is suggested to be caused by protein displacement. Here, we assess the…”
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Suspicious Patterns in Hedge Fund Returns and the Risk of Fraud by Bollen, Nicolas P. B., Pool, Veronika K.

“…Recent cases of hedge fund fraud have caused large losses for investors and have fueled the debate regarding the ability of regulators to oversee the industry…”
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Phosphodiesterase Inhibition and Regulation of Dopaminergic Frontal and Striatal Functioning: Clinical Implications by Heckman, Pim R. A., van Duinen, Marlies A., Bollen, Eva P. P., Nishi, Akinori, Wennogle, Lawrence P., Blokland, Arjan, Prickaerts, Jos

“…Background: The fronto-striatal circuits are the common neurobiological basis for neuropsychiatric disorders, including schizophrenia, Parkinson’s disease,…”
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Hedge Fund Risk Dynamics: Implications for Performance Appraisal by BOLLEN, NICOLAS P.B., WHALEY, ROBERT E.

“…Accurate appraisal of hedge fund performance must recognize the freedom with which managers shift asset classes, strategies, and leverage in response to…”
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How much for a haircut? Illiquidity, secondary markets, and the value of private equity by Bollen, Nicolas P. B., Sensoy, Berk A.

“…Limited partners (LPs) of private equity funds commit to invest with extreme levels of illiquidity and significant uncertainty regarding the timing of capital…”
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Short-Term Persistence in Mutual Fund Performance by Nicolas P. B. Bollen, Busse, Jeffrey A.

“…We estimate parameters of standard stock selection and market timing models using daily mutual fund returns and quarterly measurement periods. We then rank…”
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Multifunctional hybrids for electromagnetic absorption by Huynen, I., Quiévy, N., Bailly, C., Bollen, P., Detrembleur, C., Eggermont, S., Molenberg, I., Thomassin, J.M., Urbanczyk, L., Pardoen, T.

“…► EM absorption requires low dielectric constant and ∼1 S/m electrical conductivity. ► New hybrids were processed with CNT-filled polymer foam inserted in Al…”
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Processing of a new class of multifunctional hybrid for electromagnetic absorption based on a foam filled honeycomb by Bollen, P., Quievy, N., Detrembleur, C., Thomassin, J.M., Monnereau, L., Bailly, C., Huynen, I., Pardoen, T.

“…A multifunctional hybrid material class in the form of a sandwich panel has been developed towards the combined optimization of mechanical and electromagnetic…”
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When it pays to follow the crowd: Strategy conformity and CTA performance by Bollen, Nicolas P. B., Hutchinson, Mark C., O'Brien, John

“…Prior research in hedge fund and mutual fund management finds a positive relation between portfolio distinctiveness and subsequent performance, suggesting that…”
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On the Timing Ability of Mutual Fund Managers by Bollen, Nicolas P. B., Busse, Jeffrey A.

“…Existing studies of mutual fund market timing analyze monthly returns and find little evidence of timing ability. We show that daily tests are more powerful…”
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Effects of Near-Infrared Light on Well-Being and Health in Human Subjects with Mild Sleep-Related Complaints: A Double-Blind, Randomized, Placebo-Controlled Study by Giménez, Marina Cecilia, Luxwolda, Michelle, Van Stipriaan, Eila G, Bollen, Pauline P, Hoekman, Rieks L, Koopmans, Marthe A, Arany, Praveen R, Krames, Michael R, Berends, Anne C, Hut, Roelof A, Gordijn, Marijke C M

“…Modern urban human activities are largely restricted to the indoors, deprived of direct sunlight containing visible and near-infrared (NIR) wavelengths at high…”
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Tail Wags Dog: Intraday Price Discovery in VIX Markets by Bollen, Nicolas P.B., O'Neill, Michael J., Whaley, Robert E.

“…Beginning with VIX futures in 2004, followed by VIX options in 2006 and VIX ETPs in 2009, the daily open interest in volatility contracts is now in the tens of…”
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Conditional Return Smoothing in the Hedge Fund Industry by Bollen, Nicolas P. B., Pool, Veronika K.

“…We show that if true returns are independently distributed and a manager fully reports gains but delays reporting losses, then reported returns will feature…”
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