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Mutual Fund Performance with Learning Across Funds [PDF]
SSRN Electronic Journal, 2003 This paper is based on the premise that knowledge about the alphas of one set of funds will influence an investor's beliefs about other funds. This will be true insofar as an investor's expectation about the performance of a fund is partly a belief about the abilities of mutual fund managers as a group and, more generally, a belief about the degree to ...
Christopher S. Jones, Jay Shanken
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Mutual Fund Transaction Costs and Their Effect on Funds Performance [PDF]
تحقیقات مالی, 2022 Objective: Iranian mutual funds’ average turnover rate stood at 330% in the years from 2001 to 2007. Such a high rate could lead to excessive trading costs for investors without necessarily bringing in high returns.
Ali Ebrahim Nejad +2 more
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Sustainable Funds’ Performance Evaluation [PDF]
Sustainability, 2020 The purpose of this research is to consider if the growing popularity of sustainable investment does not create additional risks in investing. Different views on sustainable investments were analyzed to identify different approaches to the main risks.
Yue, Xiao-Guang +4 more
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Performance of Funds of Hedge Funds [PDF]
The Journal of Wealth Management, 2008 This article investigates the performance of funds of hedge funds. A variety of methods is used to shed more light on different performance aspects. Multi-factor and single-factor models are used to explain excess fund of hedge funds returns. Cross-sectional regression analyses indicate that larger funds of hedge funds exhibit higher returns, lower ...
Ammann, Manuel, Moerth, Patrick
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Regime-Switching Determinants of Mutual Fund Performance in South Africa
Economies, 2021 This study assesses the effect of fund-level and systemic factors on the performance of mutual funds in the context of changing market conditions. A Markov regime-switching model is used to analyze the performance of 33 South African equity mutual funds ...
Richard Apau +2 more
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Stable Value Funds Performance [PDF]
Risks, 2017 Little in the scholarly economics literature is directed specifically to the performance of sta­ble value funds, although they occupy a leading place among retirement investment vehicles. They are currently offered in more than one-third of all defined contribution plans in the USA, with more than $800 billion of assets under management.
David Babbel, Miguel Herce
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Are the Highest Mutual Fund Fees Justified by Their Performance? [PDF]
Problemy Zarządzania, 2018 A mutual fund fee – being the price of a product – is related to the features of the product, like fund results, which are the base in the inves’s purchase decision making process. In the present study, we examine whether there is a relation between good
Alicja Fraś
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DOES MUTUAL FUND MANAGER’S ATTRIBUTES IMPACT FUND PERFORMANCE? EVIDENCE FROM INDIA
Copernican Journal of Finance & Accounting, 2022 This paper examines the impact of two managerial characteristics – qualification and work experience on the fund performance of various mutual fund schemes in India.
Kaushik Bhattacharjee +2 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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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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