Search Results - "Pool, Veronika K."

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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The People in Your Neighborhood: Social Interactions and Mutual Fund Portfolios by POOL, VERONIKA K., STOFFMAN, NOAH, YONKER, SCOTT E.

“…We find that socially connected fund managers have more similar holdings and trades. The overlap of funds whose managers reside in the same neighborhood is…”
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It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) Plans by POOL, VERONIKA K., SIALM, CLEMENS, STEFANESCU, IRINA

“…This paper investigates whether mutual fund families acting as service providers in 401(k) plans display favoritism toward their own affiliated funds. Using a…”
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No Place Like Home: Familiarity in Mutual Fund Manager Portfolio Choice by Pool, Veronika K., Stoffman, Noah, Yonker, Scott E.

“…We show that familiarity affects the portfolio decisions of mutual fund managers. Controlling for fund location, funds overweight stocks from their managers'…”
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Conflicting Family Values in Mutual Fund Families by BHATTACHARYA, UTPAL, LEE, JUNG H., POOL, VERONIKA K.

“…We analyze the investment behavior of affiliated funds of mutual funds (AFoMFs), which are mutual funds that can only invest in other funds in the family, and…”
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Out of sight no more? The effect of fee disclosures on 401(k) investment allocations by Kronlund, Mathias, Pool, Veronika K., Sialm, Clemens, Stefanescu, Irina

“…We examine the effects of a 2012 regulatory reform that mandated fee and performance disclosures for the investment options in 401(k) plans. We show that…”
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Do Shocks to Personal Wealth Affect Risk-taking in Delegated Portfolios? by Pool, Veronika K., Stoffman, Noah, Yonker, Scott E., Zhang, Hanjiang

“…Using exogenous wealth shocks stemming from the collapse of the housing market, we show that managers who experience substantial losses in their home values…”
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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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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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