Results 271 to 280 of about 346,164 (312)

The performance of the Global Fund

The Lancet, 2007
In todays Lancet Steven Radelet and Bilal Siddiqi examine the associations between evaluation scores assigned by the Global Fund to Fight AIDS Tuberculosis and Malaria to recipient countries and characteristics of grants and countries. This analysis complements a previous look at the capacity of recipient countries to disburse Global Fund money.
Christopher, Murray, Chunling, Lu, Catherine, Michaud   +2 more
openaire   +2 more sources

Fund manager characteristics and performance [PDF]

Investment Analysts Journal, 2015
This study establishes a multitier framework to evaluate how fund manager characteristics systematically affect mutual fund performance. The framework includes three tiers of performance elements: comprehensive performance; return and risk; and timing skill and picking ability.
Yi Fang
exaly   +3 more sources

Determinants of Funds of Hedge Funds' Performance

The Journal of Investing, 2006
Despite institutional investors9 growing interest in funds of hedge funds, little attention has been paid thus far to their added value and/or the sources of their added value. This is all the more striking in that funds of funds are far from transparent and are, with their double-fee structure, relatively costly investment vehicles.
Noël Amenc, Mathieu Vaissié
openaire   +1 more source

Mutual Fund Governance and Fund Performance

The Journal of Index Investing, 2014
Conflicts of interest among mutual fund managers, fund sponsors, and fund shareholders have attracted attention recently in the popular press and from academics, politicians, and legal experts. However, little is known empirically about the relation between mutual fund returns and mutual fund governance.
Rand Martin, D.K Malhotra, George Tsetsekos   +2 more
openaire   +1 more source

Analysis of hedge fund performance

Journal of Empirical Finance, 2004
Using one of the largest hedge fund databases ever used (2796 individual funds including 801 dissolved), we investigate hedge funds performance using various asset pricing models, including an extension of carhart's (1997) specification combined with the fama and french (1998) and agarwal and naik (2002) models and a new factor that takes into account ...
Capocci, Daniel, Hübner, Georges
openaire   +2 more sources

Fund Flows and Fund Performance on Lottery Funds

Review of Pacific Basin Financial Markets and Policies
This study introduces a new indicator to measure the lottery-like degree of financial products by considering their idiosyncratic volatility and skewness. The findings indicate that investors tend to purchase funds that hold lottery-like stocks, while investors prefer lottery-like funds when the market sentiment is high. However, funds holding lottery-
Chun-Yen Chen, Hong-Yi Chen, Hsiao-Yin Chen   +2 more
openaire   +1 more source

Mutual Fund Performance: An Approach to Identifying the Top Performing Funds

SSRN Electronic Journal, 2017
Two recent augmentations of standard factor models in the literature enable investors to compute benchmark-adjusted alphas (Angelidis et al., 2013) and peer-group adjusted alphas (Hunter et al., 2015). We show that by and large the funds placed in the top performance quartile using either one of these models do not produce statistically significantly ...
Irina Bezhentseva Mateus, Cesario Mateus, Natasa Todorovic   +2 more
openaire   +1 more source

The Persistence of Mutual Fund Performance

The Journal of Finance, 1992
ABSTRACTThis paper analyzes how mutual fund performance relates to past performance. These tests are based on a multiple portfolio benchmark that was formed on the basis of securities characteristics. We find evidence that differences in performance between funds persist over time and that this persistence is consistent with the ability of fund ...
Grinblatt, Mark, Titman, Sheridan
openaire   +1 more source

The performance of Italian equity funds

Journal of Banking & Finance, 2001
Abstract We estimate the risk-adjusted performance of Italian equity funds, using both net and gross returns (i.e., net returns plus management fees), employing single factor and multifactor benchmarks. With net returns, the funds' performance is not significantly different from zero.
Fabio Panetta, Riccardo Cesari
openaire   +1 more source

City size and fund performance☆

Journal of Financial Economics, 2005
Abstract The literature predicts that the average skill level and productivity are higher in larger cities. Prior studies use workers’ wage or education differentials to indirectly link city size and output. This article relates city size and productivity directly, using performance data of U.S. equity mutual funds.
Susan Kerr Christoffersen, Sergei Sarkissian   +1 more
openaire   +1 more source