Tamara Nefedova

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Last quote by Tamara Nefedova

Tying cross-trade level data to fund performance, we find that cross-trading potentially boosted the risk-adjusted performance of star funds by around 1.7 (percentage points) per year on average (causing an equivalent loss for the least important funds). This result casts doubt on the fraction of performance delivered by mutual funds that is really due to skill.feedback
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Oct 19 2016
Find all of Tamara Nefedova’s quotes that have been published in 1 different article on this page. Tamara Nefedova’s quotes are organized by date and topic, making it easy for you to compare, for example, what Tamara Nefedova has said both recently, and in the past, on a variety of topics. Some of the topics Tamara Nefedova likes to comment on include performance and fund. Most recently, Tamara Nefedova said, “Tying cross-trade level data to fund performance, we find that cross-trading potentially boosted the risk-adjusted performance of star funds by around 1.7 (percentage points) per year on average (causing an equivalent loss for the least important funds). This result casts doubt on the fraction of performance delivered by mutual funds that is really due to skill.”.
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