Return-based classification of absolute return funds
We apply a return-based classification approach on a sample of absolute return funds registered for sale in Europe. The classification process results in eight groups with specific risk and return profiles. Each group can be characterized by two dimensions of an underlying investment style: asset al...
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| Published in | Journal of asset management Vol. 16; no. 2; pp. 117 - 130 |
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| Main Authors | , |
| Format | Journal Article |
| Language | English |
| Published |
London
Palgrave Macmillan UK
01.03.2015
Palgrave Macmillan |
| Subjects | |
| Online Access | Get full text |
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| Abstract | We apply a return-based classification approach on a sample of absolute return funds registered for sale in Europe. The classification process results in eight groups with specific risk and return profiles. Each group can be characterized by two dimensions of an underlying investment style: asset allocation and trading strategy. While the returns of one group are largely determined by the asset allocation, the returns of the seven other groups are driven by different trading strategies. Our estimated classification explains 20 per cent of the in-sample and 13 per cent of the out-of-sample cross-sectional return variation, which is superior to existing approaches. |
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| AbstractList | We apply a return-based classification approach on a sample of absolute return funds registered for sale in Europe. The classification process results in eight groups with specific risk and return profiles. Each group can be characterized by two dimensions of an underlying investment style: asset allocation and trading strategy. While the returns of one group are largely determined by the asset allocation, the returns of the seven other groups are driven by different trading strategies. Our estimated classification explains 20% of the in-sample and 13 per cent of the out-of-sample cross-sectional return variation, which is superior to existing approaches. We apply a return-based classification approach on a sample of absolute return funds registered for sale in Europe. The classification process results in eight groups with specific risk and return profiles. Each group can be characterized by two dimensions of an underlying investment style: asset allocation and trading strategy. While the returns of one group are largely determined by the asset allocation, the returns of the seven other groups are driven by different trading strategies. Our estimated classification explains 20 per cent of the in-sample and 13 per cent of the out-of-sample cross-sectional return variation, which is superior to existing approaches. |
| Author | Gerlach, Philipp Maurer, Raimond |
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| Copyright | Palgrave Macmillan, a division of Macmillan Publishers Ltd 2015 |
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| Keywords | style analysis return-based classification absolute return funds |
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| References | Steinley, Brusco (CR16) 2007; 24 Brown, Goetzmann (CR1) 1997; 43 Waring, Siegel (CR17) 2006; 62 CR4 Steinley (CR15) 2006; 59 CR6 CR5 Lochmüller (CR11) 2008; 61 Sharpe (CR14) 1992; 18 Gruber (CR8) 2001; 7 CR10 Quandt (CR13) 1960; 55 Clifford, Jordan, Riley (CR3) 2013; 22 Brown, Goetzmann (CR2) 2003; 29 Jain (CR9) 2010; 31 Pojarliev, Levich (CR12) 2014; 28 Fung, Hsieh (CR7) 1997; 10 R Lochmüller (BFjam20159_CR11) 2008; 61 M Pojarliev (BFjam20159_CR12) 2014; 28 BFjam20159_CR5 BFjam20159_CR6 MB Waring (BFjam20159_CR17) 2006; 62 SJ Brown (BFjam20159_CR1) 1997; 43 D Steinley (BFjam20159_CR16) 2007; 24 SJ Brown (BFjam20159_CR2) 2003; 29 BFjam20159_CR4 W Fung (BFjam20159_CR7) 1997; 10 RE Quandt (BFjam20159_CR13) 1960; 55 WF Sharpe (BFjam20159_CR14) 1992; 18 C Clifford (BFjam20159_CR3) 2013; 22 MJ Gruber (BFjam20159_CR8) 2001; 7 BFjam20159_CR10 D Steinley (BFjam20159_CR15) 2006; 59 AK Jain (BFjam20159_CR9) 2010; 31 |
| References_xml | – volume: 29 start-page: 101 issue: 2 year: 2003 end-page: 112 ident: CR2 article-title: Hedge funds with style publication-title: Journal of Portfolio Management doi: 10.3905/jpm.2003.319877 contributor: fullname: Goetzmann – volume: 31 start-page: 651 issue: 8 year: 2010 end-page: 666 ident: CR9 article-title: Data clustering: 50 years beyond K-means publication-title: Pattern Recognition Letters doi: 10.1016/j.patrec.2009.09.011 contributor: fullname: Jain – volume: 10 start-page: 275 issue: 2 year: 1997 end-page: 302 ident: CR7 article-title: Empirical characteristics of dynamic trading strategies: The case of hedge funds publication-title: The Review of Financial Studies doi: 10.1093/rfs/10.2.275 contributor: fullname: Hsieh – volume: 59 start-page: 1 issue: 1 year: 2006 end-page: 34 ident: CR15 article-title: K-means clustering: A half-century synthesis publication-title: British Journal of Mathematical and Statistical Psychology doi: 10.1348/000711005X48266 contributor: fullname: Steinley – volume: 61 start-page: 782 issue: 16 year: 2008 end-page: 784 ident: CR11 article-title: Fünf Jahre Absolute-Return-Strategien in Deutschland – eine Qualitätsanalyse publication-title: Zeitschrift für das gesamte Kreditwesen contributor: fullname: Lochmüller – ident: CR4 – volume: 55 start-page: 324 issue: 290 year: 1960 end-page: 330 ident: CR13 article-title: Tests of the hypothesis that a linear regression system obeys two separate regimes publication-title: Journal of the American Statistical Association doi: 10.1080/01621459.1960.10482067 contributor: fullname: Quandt – volume: 7 start-page: 147 issue: 2 year: 2001 end-page: 159 ident: CR8 article-title: Identifying the risk structure of mutual fund returns publication-title: European Financial Management doi: 10.1111/1468-036X.00150 contributor: fullname: Gruber – ident: CR10 – volume: 62 start-page: 14 issue: 2 year: 2006 end-page: 21 ident: CR17 article-title: The myth of the absolute-return investor publication-title: Financial Analysts Journal doi: 10.2469/faj.v62.n2.4080 contributor: fullname: Siegel – volume: 28 start-page: 95 issue: 1 year: 2014 end-page: 103 ident: CR12 article-title: Evaluating absolute return managers publication-title: Financial Markets and Portfolio Management doi: 10.1007/s11408-013-0224-7 contributor: fullname: Levich – volume: 18 start-page: 7 issue: 2 year: 1992 end-page: 19 ident: CR14 article-title: Asset allocation: Management style and performance measurement publication-title: Journal of Portfolio Management doi: 10.3905/jpm.1992.409394 contributor: fullname: Sharpe – ident: CR6 – volume: 24 start-page: 99 issue: 1 year: 2007 end-page: 121 ident: CR16 article-title: Initializing k-means batch clustering: A critical evaluation of several techniques publication-title: Journal of Classification doi: 10.1007/s00357-007-0003-0 contributor: fullname: Brusco – ident: CR5 – volume: 22 start-page: 23 issue: 4 year: 2013 end-page: 40 ident: CR3 article-title: Do absolute-return mutual funds have absolute returns? publication-title: Journal of Investing doi: 10.3905/joi.2013.22.4.023 contributor: fullname: Riley – volume: 43 start-page: 373 issue: 3 year: 1997 end-page: 399 ident: CR1 article-title: Mutual fund styles publication-title: Journal of Financial Economics doi: 10.1016/S0304-405X(96)00898-7 contributor: fullname: Goetzmann – volume: 24 start-page: 99 issue: 1 year: 2007 ident: BFjam20159_CR16 publication-title: Journal of Classification doi: 10.1007/s00357-007-0003-0 contributor: fullname: D Steinley – volume: 18 start-page: 7 issue: 2 year: 1992 ident: BFjam20159_CR14 publication-title: Journal of Portfolio Management doi: 10.3905/jpm.1992.409394 contributor: fullname: WF Sharpe – volume: 31 start-page: 651 issue: 8 year: 2010 ident: BFjam20159_CR9 publication-title: Pattern Recognition Letters doi: 10.1016/j.patrec.2009.09.011 contributor: fullname: AK Jain – volume: 59 start-page: 1 issue: 1 year: 2006 ident: BFjam20159_CR15 publication-title: British Journal of Mathematical and Statistical Psychology doi: 10.1348/000711005X48266 contributor: fullname: D Steinley – volume: 55 start-page: 324 issue: 290 year: 1960 ident: BFjam20159_CR13 publication-title: Journal of the American Statistical Association doi: 10.1080/01621459.1960.10482067 contributor: fullname: RE Quandt – volume: 10 start-page: 275 issue: 2 year: 1997 ident: BFjam20159_CR7 publication-title: The Review of Financial Studies doi: 10.1093/rfs/10.2.275 contributor: fullname: W Fung – volume: 61 start-page: 782 issue: 16 year: 2008 ident: BFjam20159_CR11 publication-title: Zeitschrift für das gesamte Kreditwesen contributor: fullname: R Lochmüller – volume: 28 start-page: 95 issue: 1 year: 2014 ident: BFjam20159_CR12 publication-title: Financial Markets and Portfolio Management doi: 10.1007/s11408-013-0224-7 contributor: fullname: M Pojarliev – volume: 43 start-page: 373 issue: 3 year: 1997 ident: BFjam20159_CR1 publication-title: Journal of Financial Economics doi: 10.1016/S0304-405X(96)00898-7 contributor: fullname: SJ Brown – ident: BFjam20159_CR5 – volume: 7 start-page: 147 issue: 2 year: 2001 ident: BFjam20159_CR8 publication-title: European Financial Management doi: 10.1111/1468-036X.00150 contributor: fullname: MJ Gruber – volume: 62 start-page: 14 issue: 2 year: 2006 ident: BFjam20159_CR17 publication-title: Financial Analysts Journal doi: 10.2469/faj.v62.n2.4080 contributor: fullname: MB Waring – ident: BFjam20159_CR6 – ident: BFjam20159_CR4 – volume: 29 start-page: 101 issue: 2 year: 2003 ident: BFjam20159_CR2 publication-title: Journal of Portfolio Management doi: 10.3905/jpm.2003.319877 contributor: fullname: SJ Brown – ident: BFjam20159_CR10 – volume: 22 start-page: 23 issue: 4 year: 2013 ident: BFjam20159_CR3 publication-title: Journal of Investing doi: 10.3905/joi.2013.22.4.023 contributor: fullname: C Clifford |
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| SubjectTerms | Asset allocation Classification Councils Economics and Finance Equity funds Euromarkets Finance Financial Services Hedge funds Investment advisors Investment policy Money markets Mutual funds Original Article Portfolio management Reimbursement Retroaction Return on investment Risk Management State employees Stock exchanges Studies |
| Title | Return-based classification of absolute return funds |
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