Alexander Pütz

TL;DR: In this paper, the authors examine overconfidence among equity mutual fund managers and find that managers trade more after good past performance, while the market performance has no significant impact on their trading behavior.

TL;DR: In this article , the authors investigate empirically the suggested effect of CITs over the period from 1999 to 2019 for 34 commodity futures markets and find empirical evidence that the financialization positively affected the market efficiency of indexed commodity futures.

TL;DR: In this article, the authors study the decisions and performance of managers who are also chair of the board (duality managers) and find that duality managers take more risky decisions and deliver worse performance than non-duality manager due to reduced level of control and replacement risk.

TL;DR: In this article, the authors examine the consequences of fund manager duality using a broad sample of single managed US equity funds and find that duality managers significantly underperform non-duality managers.