Results 1 to 10 of about 198,192 (354)
Optimal construction of a fund of funds [PDF]
European Actuarial Journal, 2010 We study the problem of diversifying a given initial capital over a finite number of investment funds that follow different trading strategies. The investment funds operate in a market where a finite number of underlying assets may be traded over finite discrete time. We present a numerical procedure for finding a diversification that is optimal in the
Hilli, P., Koivu, K., Pennanen, T.
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Time lags in fund of funds [PDF]
Derivatives Use, Trading & Regulation, 2006 The purpose of this paper is to analyse the impact upon tracking errors (TEs) of time lags in the calculation of fund of funds (FoF) net asset value (NAV). We examine how microstructure effects produce noise in the NAV of FoF and therefore noise in the TE. For that, we use simulations to calculate FoF NAVs at different closing dates.
Christine Louargant +2 more
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An appraisal of fund of funds efficiency based on risk-adjusted performance measures: Application of an augmented WASPAS methodology. [PDF]
PLoS OneShabani M +4 more
europepmc +2 more sources
The performance distribution and managerial skill of passive funds: evidence from the Korean market [PDF]
Seonmul yeongu, 2023 – This study investigates the performance distribution of passive funds in the Korean market and compares it with the performance distribution of active funds.
Jaeram Lee, Changjun Lee
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Study of the compatibility between the type of mutual fund management and the composition of fund assets [PDF]
فصلنامه بورس اوراق بهادار, 2022 Increase in number and variety of Mutual fund in the Iranian capital market has caused that these funds as one of the most important financial instruments, will be interest by the many investors and capital market players.
behzad gharejeh +2 more
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AN EMPIRICAL ANALYSIS OF FACTORS INFLUENCING PERFORMANCE OF SHARIAH MUTUAL FUNDS IN INDONESIA
Jurnal Aplikasi Manajemen, 2022 This paper aims to identify the factors that affect the performance of shariah mutual funds. This study uses SEM to test the factors that hypothetically influence mutual fund performance, namely mutual fund manager skills, characteristics, and analyst ...
A. Dewantoro Marsono +3 more
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Frontiers in Psychology, 2022 This study analyzed the sensitivity between fund flow and fund performance with Korean funds, whether there would be a difference in the sensitivity between environmental, social and governance (ESG) funds and non-ESG funds, and whether there was a ...
Dongchul Kwak, Yu Kyum Kim, Il Sook Kwon
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Mutual fund net flows in China: A co-holding network perspective
Frontiers in Physics, 2023 As the largest part of the mutual fund, open-end funds play a critical role in the Chinese mutual fund market. In this work, we construct an undirected weighted fund network of Chinese open-end funds based on the asset co-holding and explore whether ...
Yue Ma, Jichang Zhao, Shan Lu
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Journal of Accounting and Finance in Emerging Economies, 2022 Purpose: This paper aims to study the potential sources of convexity in the flow-performance relationship curve in the Asian region. Design/Methodology/Approach: The sample for this study includes 75 mutual funds from three broader investment ...
Saleh Nawaz Khan +3 more
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The effect of fund size on mutual funds performance in Egypt
Future Business Journal, 2022 The growth of mutual funds investment and its importance to various economies has become more significant in the past few decades. There are many factors that affect the mutual fund performance one of those factors are fund size.
Samar Farid, Hayam Wahba
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