Browsing Robert J. Trulaske, Sr. College of Business (MU) by Thesis Advisor "French, Dan W."
Now showing items 1-5 of 5
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Empirically identified industry classification
(University of Missouri--Columbia, 2016)This study examines return based correlations between industry returns and firm returns to create more objective and comparable industry classifications. In my first essay I model a market with firms that invest in one or ... -
Essays on closed end funds: disclosure, discounts and performance
(University of Missouri--Columbia, 2006)[ACCESS RESTRICTED TO THE UNIVERSITY OF MISSOURI AT REQUEST OF AUTHOR.] Closed end funds provide a unique asset class for academic research due to that fact that they typically trade at a price different from the Net Asset ... -
Essays on closed-end funds : internal versus external management and insider trading
(University of Missouri--Columbia, 2006)This dissertation examines two aspects of closed-end funds (CEF). First, a limited number of these funds maintain the historical management structure of internally allocating resources to investments as opposed to hiring ... -
Essays on idea sharing and investor performance
(University of Missouri--Columbia, 2010)[ACCESS RESTRICTED TO THE UNIVERSITY OF MISSOURI AT REQUEST OF AUTHOR.] This dissertation is the study of a novel database from an exclusive and confidential website where a select group of fundamentals-based hedge fund ... -
Two essays in analyzing delegated portfolio management relationships through relative portfolio measures
(University of Missouri--Columbia, 2014)In my first essay, I demonstrate how the Cremers and Petajisto (2009) Active Share measure can be re-parameterized into the standard portfolio parameters we typically see in other portfolio management studies, namely betas ...