Results 291 to 300 of about 13,944,512 (353)
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Portfolio concentration and mutual fund performance
Journal of Empirical Finance, 2019Mutual fund managers should choose to increase the concentration of their portfolio when they possess information of great enough expected value to offset the risks of increased concentration.
Jon A. Fulkerson, Timothy Riley
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Business Ethics: The Magazine of Corporate Responsibility, 1998
The authors examine the variation in performance for a sample of 770 actively managed mutual funds during the 1993–95 period. They find that not only investment style but also style consistency affects the rate of return. Funds that change both their value versus growth and smallversus large-capitalization stock allocation strategies belong to the ...
Daniel C. Indro +3 more
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The authors examine the variation in performance for a sample of 770 actively managed mutual funds during the 1993–95 period. They find that not only investment style but also style consistency affects the rate of return. Funds that change both their value versus growth and smallversus large-capitalization stock allocation strategies belong to the ...
Daniel C. Indro +3 more
openaire +2 more sources
Do corporate site visits impact hedge fund performance?
Pacific-Basin Finance Journal, 2019Nearly one in six hedge funds conducted corporate site visits from 2012 to 2017. Using comprehensive hedge fund site visit data, this paper is one of the first to empirically examine how corporate site visits affect fund performance.
Xin Hong +3 more
semanticscholar +1 more source
Studies in Economics and Finance, 2016
PurposeThis paper aims to investigate whether idiosyncratic volatility is priced in returns of equity funds while controlling for fund size and return momentum.Design/methodology/approachFollowing Fama and French (1993), an idiosyncratic volatility mimicking factor and a fund-size factor are constructed.
Liu, Bin +2 more
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PurposeThis paper aims to investigate whether idiosyncratic volatility is priced in returns of equity funds while controlling for fund size and return momentum.Design/methodology/approachFollowing Fama and French (1993), an idiosyncratic volatility mimicking factor and a fund-size factor are constructed.
Liu, Bin +2 more
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Maturity-Matched Bond Fund Performance
Financial Analysts Journal, 2021Performance regressions lever expected benchmark returns linearly to the risk exposures of the fund.
Markus Natter +2 more
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Fund Flows and Fund Performance on Lottery Funds
Review of Pacific Basin Financial Markets and PoliciesThis 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 +2 more
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Investor confidence and mutual fund performance in emerging markets
Journal of Economic Studies, 2018Purpose The purpose of this paper is to investigate the impact of investor confidence on mutual fund performance in two relatively vulnerable but leading emerging markets, India and Pakistan. Design/methodology/approach A pooled ordinary least squared
Annette Nguyen, M. Shahid, D. Kernohan
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Mutual Fund Performance and Fund Age
SSRN Electronic Journal, 2002This paper explores the relationship between mutual fund performance and age of fund. We analyze a sample of long-established mutual funds; comparing raw returns, objective adjusted, and market adjusted returns at different age progressions. Through statistical analysis, we find there is no significant relationship between fund age and raw returns as ...
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Individual Fund Manager Sentiment, Fund Performance and Performance Persistence [PDF]
International Journal of Economics and Financial Issues, 2014 This study contributes to the literature by examining the relation among fund performance, performance persistence and individual fund manager sentiment, rather than the fund industry sentitment. This study employs the turnover rate as the proxy of individual fund manager sentiment.
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Omega, 2017
Mutual fund is a popular investment vehicle for investors. Investors usually judge fund manager performance relative to target benchmarks. Fund managers, on the other hand, are interested in knowing how/why they perform well or poorly relative to their ...
D. Galagedera +3 more
semanticscholar +1 more source
Mutual fund is a popular investment vehicle for investors. Investors usually judge fund manager performance relative to target benchmarks. Fund managers, on the other hand, are interested in knowing how/why they perform well or poorly relative to their ...
D. Galagedera +3 more
semanticscholar +1 more source