Attachment Styles Within the Coach-Athlete Dyad: Preliminary Investigation and Assessment Development

The present preliminary study aimed to develop and examine the psychometric properties of a new sport-specific self-report instrument designed to assess athletes’ and coaches’ attachment styles. The development and initial validation comprised three main phases. In Phase 1, a pool of items was generated based on pre-existing self-report attachment instruments, modified to reflect a coach and an athlete’s style of attachment. In Phase 2, the content validity of the items was assessed by a panel of experts. A final scale was developed and administered to 405 coaches and 298 athletes (N = 703 participants). In Phase 3, confirmatory factor analysis of the obtained data was conducted to determine the final items of the Coach-Athlete Attachment Scale (CAAS). Confirmatory factor analysis revealed acceptable goodness of fit indexes for a 3-first order factor model as well as a 2-first order factor model for both the athlete and the coach data, respectively. A secure attachment style positively predicted relationship satisfaction, while an insecure attachment style was a negative predictor of relationship satisfaction. The CAAS revealed initial psychometric properties of content, factorial, and predictive validity, as well as reliability

Style rotation and performance persistence of mutual funds

Most academic studies on performance persistence in monthly mutual fund returns do not find evidence for timing skills of fund managers. Furthermore, realized returns are undoubtedly driven by the investment style of a fund. We propose a new holdings-based measure of style rotation to investigate the relation between performance persistence and changes in style. For a large sample of U.S. domestic equity mutual funds we find that top and bottom performing decile portfolios, sorted on past one-year returns and risk djusted excess performance from a 4-factor model, are subject to a higher degree of style rotation than middle deciles. Style inconsistent funds with high values for the style rotation measure in turn exhibit less persistence in decile rankings over subsequent years than style consistent funds. Hence, it is important for delegated portfolio management to consider style rotation when selecting managers based on past performance.mutual fund, performance persistence, style rotation.

Evaluating Style Analysis

In this paper we evaluate applications of (return based) style analysis.The portfolio and positivity constraints imposed by style analysis are useful in constructing mimicking portfolios without short positions.Such mimicking portfolios can be used, e.g., to construct efficient portfolios of mutual funds with desired factor loadings if the factor loadings in the underlying factor model are positively weighted portfolios.Under these conditions style analysis may also be used to determine a benchmark portfolio for performance measurement. Attribution of the returns on portfolios of which the actual composition is unobserved to speciffic asset classes on the basis of return based style analysis is attractive if moreover there are no additional cross exposures between the asset classes and if fund managers hold securities that on average have a beta of one relative to their own asset class.If such restrictions are not met, and in particular if the factor loadings do not generate a positively weighted portfolio, the restrictions inherent in return based style analysis distort the outcomes of standard regression approaches rather than that the analysis is improved.The size of the distortions is illustrated by considering empirical results on style analysis of US mutual funds.mutual funds;style analysis

Assessing Market Risk for Hedge Funds Portfolios

We suggest an empirical model to analyze the investment style of individual hedge funds and funds of funds. Our approach is based on a mixture of the style analysis approach suggested by Sharpe (1988), the factor push approach used in stress testing, and historical simulation. An interesting and straightforward extension of this model is the estimation of value-at-risk (VaR) figures. This extension is tested using a very intuitive implementation over a large sample of 2,934 hedge funds over the 1994-2000 period. Both the in-the-sample and the out-of-sample results suggest that the proposed approach is useful and may constitute a valuable tool for assessing the investment style and risk of hedge funds.hedge funds; style analysis; value at risk

Country, Sector or Style: What Matters Most When Constructing Global Equity Portfolios? An Empirical Investigation from 1990-2001

Equity returns are believed to be strongly influenced by country, sector and style effects. A key issue is to be able to disentangle those various effects from one another. In particular, differences between country returns may simply reflect differences in the sector composition of country markets, which makes it clearly difficult to disassociate both effects. Similarly, from 1999-2001 the relative perfor-mance of Growth versus Value might be solely due to the striking performance of the Technology and Telecommunication sectors. For global equity portfolio man-agers, it is crucial to identify which factors offer the highest diversification benefits and return potential. We apply a multi-factor approach to estimate ”pure” coun-try, sector and style factor returns. Using data going back to 1990, we identify the major changes that have occurred in developed markets until 2001. Our various indicators clearly point out the growing influence of sector factors. However, coun-try effects remain important and there is no clear-cut evidence that sector factors dominate country factors. Style factors such as Growth, Value and Size also remain significant, even once sector and country effects are deduced. Finally, we show that momentum strategies based on sector returns offer substantial gains, while momen-tum strategies based on country returns do not. These findings suggest that, while diversification and return benefits from sector strategies have become substantial, managers should continue to monitor carefully country as well as style rewards and risks.

Pengaruh Gaya Manajemen Konflik Terhadap Kepuasan Kerja Di Pemerintahan Kabupaten Boyolali

This research aims to determine which styles are applied to manage and handle conflict and whether conflict management has an effect on job satisfaction and in public sector of Boyolali district government. The research was conducted in December 2017 in the government public sector of Boyolali district. The data in this research was collected by using questionnaire. The questionnaire used ROCI-II (integrating, avoiding, obliging, dominating, compromising style) instruments for conflict management and JSS Paul Spector on job satisfaction. The results of this study showed that government public sector workers in Boyolali District used collaborative conflict management style (integrating style) in conflict management and handling. Conflict management has 5 conflict management styles, from the 5 factors, only 2 factors are formed, namely factor 1 and 2. Factor 1 includes the style of collaboration (integrating style), accommodation (obliging style), and compromise (compromising style). Factor 2 includes dominating style and avoidance (avoiding style). Broadly, conflict management style has an effect on job satisfaction, with a significance value of 0.000 (<0.05), then on factor 1 has significance effect while factor 2 hasn`t significance effect to job satisfaction. Keywords: Conflict management, Conflict management style, Job Satisfaction

Conformal Invariance of the Subleading Soft Theorem in Gauge Theory

In this note, I show that the recently proposed subleading soft factor in massless gauge theory uniquely follows from conformal symmetry of tree-level gauge theory amplitudes in four dimensions.Comment: v1: 6 pages, no figures, JHEP style; v2: 7 pages, added some discussion and references; v3: 5 pages, PRD accepted version, minor wording change

New Charm Results from Focus

New results from the photoproduction experiment FOCUS are reported: Dalitz plot analysis, semileptonic form factor ratios and excited meson spectroscopy.Comment: 8 pages, 5 figures, Frascati preprint style lnfprep.sty (included). Presented by S.Bianco at the 18th Rencontres de Physique de la Vallee d'Aoste 29 February-6 March, La Thuile, Vallee d'Aoste, Italy. Frascati preprint LNF-04/14(P), Fermilab preprint FERMILAB-CONF-04-372-

Role of Initial Data in Higher Dimensional Quasi-Spherical Gravitational Collapse

We study the gravitational collapse in ($n+2$)-D quasi-spherical Szekeres space-time (which possess no killing vectors) with dust as the matter distribution. Instead of choosing the radial coordinate `$r$' as the initial value for the scale factor $R$, we consider a power function of $r$ as the initial scale for the radius $R$. We examine the influence of initial data on the formation of singularity in gravitational collapse.Comment: 7 Latex Pages, RevTex Style, No figure