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DC Field | Value | Language |
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dc.contributor.author | Mason, A | - |
dc.contributor.author | Agyei-Ampomah, S | - |
dc.contributor.author | Skinner, F | - |
dc.date.accessioned | 2016-01-06T09:19:30Z | - |
dc.date.available | 2016-01-06T09:19:30Z | - |
dc.date.issued | 2016 | - |
dc.identifier.citation | Mason, A., Agyei-Ampomah, S. and Skinner, F. (2016) 'Realism, skill, and incentives: Current and future trends in investment management and investment performance', International Review of Financial Analysis, 43: pp. 31 - 40. doi: 10.1016/j.irfa.2015.10.003. | en_US |
dc.identifier.issn | 1057-5219 | - |
dc.identifier.uri | https://bura.brunel.ac.uk/handle/2438/11800 | - |
dc.description.abstract | We review the recent trends in investment management and performance research and highlight the fields expected to develop further in the future. The trend to adapt the classic CAPM and factor models seems likely to continue, with the drive for realistic factors, which best proxy the drivers of investment performance, playing a key role. The search for skill, based on enhanced benchmarks, is also a developing area, with new concepts of identification and verification at the fore. The availability of more qualitative data has allowed corporate finance themes such as agency conflict and incentives to be explored. These are some of the areas where we have seen major developments in recent years and where we expect to see continuing development. | en_US |
dc.format.medium | Print-Electronic | - |
dc.language.iso | en | en_US |
dc.publisher | Elsevier | en_US |
dc.rights | Copyright © 2015 The Authors. Published by Elsevier Inc. This is an open access article under the CC BY-NC-ND license (https://creativecommons.org/licenses/by-nc-nd/4.0/). | - |
dc.rights.uri | https://creativecommons.org/licenses/by-nc-nd/4.0/ | - |
dc.subject | Investment Management | en_US |
dc.subject | Investment Performance | en_US |
dc.subject | Mutual Funds | en_US |
dc.subject | Factor Models | en_US |
dc.subject | Skill | en_US |
dc.subject | Characteristics | en_US |
dc.subject | Incentives | en_US |
dc.title | Realism, skill & incentives: Current and future trends in investment management and investment performance | en_US |
dc.type | Article | en_US |
dc.identifier.doi | https://doi.org/10.1016/j.irfa.2015.10.003 | - |
dc.relation.isPartOf | International Review of Financial Analysis | - |
pubs.publication-status | Published | - |
dc.rights.license | https://creativecommons.org/licenses/by-nc-nd/4.0/legalcode,en | - |
dc.rights.holder | The Authors | - |
Appears in Collections: | Dept of Economics and Finance Research Papers |
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Fulltext.pdf | Copyright © 2015 The Authors. Published by Elsevier Inc. This is an open access article under the CC BY-NC-ND license (https://creativecommons.org/licenses/by-nc-nd/4.0/). | 373.08 kB | Adobe PDF | View/Open |
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