Results 11 to 20 of about 9,297,831 (309)
Liquidity Risk and Mutual-Fund Performance [PDF]
SSRN Electronic Journal, 2011 This paper demonstrates that the ability of fund managers to create value depends on market liquidity conditions, which in turn introduces a liquidity risk exposure (beta) for skilled managers. We document an annual liquidity beta performance spread of 4% in the cross section of mutual funds over the period 1983–2014.
Xi Dong, Shu Feng, Ronnie Sadka
openaire +1 more source
The Effects of Mutual Fund Attributes on Mutual Fund Performance
, 2020 Mutual funds were first established in Iran in 2007 under Securities Market Act 2005 and have since grown significantly to one of the most important capital market intermediaries. Hence understanding and evaluating the performance of these funds are critical to both investors and fund managers.
Ali Rahmani +2 more
openaire +2 more sources
REKSADANA SYARIAH dan KONVENSIONAL DI INDONESIA
Keunis, 2021 This study aims to test the difference between the conventional mutual fund and the sharia mutual fund on performances and risk. The development of mutual fund products is based on 2 (two) categories, conventional mutual funds, and sharia mutual funds ...
Nurseto Adhi +2 more
doaj +1 more source
THE PERFORMANCE OF MUTUAL FUNDS IN SLOVAKIA
Bulletin of Taras Shevchenko National University of Kyiv Economics, 2016 A good indicator for the financial markets performance in different countries is the evolution of mutual funds in terms of their inflows and outflows. The goal of the present paper is to analyse the performance of the mutual funds in Slovakia. The research objectives are twofold: to study the flows of funds into and out of mutual funds from Slovakia ...
TUDORACHE F., NICOLESCU L., BELASCU L.
openaire +3 more sources
PERFORMANCE ANALYSIS OF ISLAMIC MUTUAL FUND AND CONVENTIONAL MUTUAL FUND LISTED IN OTORITAS JASA KEUANGAN IN INDONESIA [PDF]
Russian Journal of Agricultural and Socio-Economic Sciences, 2019 This study will describe the performance analysis of stock mutual funds in two different market conditions, namely when market conditions are bullish and market conditions are bearish.
Widiyanti M., Isnurhadi
doaj +1 more source
Mutual fund performance---a reconsideration [PDF]
Proceedings of the 7th conference on Winter simulation - WSC '74, 1974 In a recent article Levy and Saranat, hereafter referred to as SL [6], raise the question of reconciling the phenomenal growth of mutual funds with the equally phenomenal evidence, produced by the studies of Jensen [5] and Treynor and Mazuy [11], to cite a few, that their risk return performance has not been superior to that of the unmanaged portfolios.
openaire +1 more source
The Impact of Turnover Ratio and Fund Size on Mutual Funds Performance in Egypt [PDF]
Mağallaẗ Rāyaẗ Al-Dawliyyaẗ Lil ʿulūm Al-TiğāriyyaẗThis research investigates the relationship between mutual fund performance and key fund characteristics.By examining factors such as fund size, age, type, expenses, and trading activity (turnover ratio), we aim to identify their impact on investment ...
Dr.Lamees Alagamy +2 more
doaj +1 more source
On Persistence in Mutual Fund Performance [PDF]
The Journal of Finance, 1997 ABSTRACTUsing a sample free of survivor bias, I demonstrate that common factors in stock returns and investment expenses almost completely explain persistence in equity mutual funds' mean and risk‐adjusted returns.Hendricks, Patel and Zeckhauser's (1993)“hot hands” result is mostly driven by the one‐year momentum effect ofJegadeesh and Titman (1993 ...
openaire +1 more source
Sharia mutual funds performance in Indonesia
Business: Theory and Practice, 2019 The study aims to measure each Sharia mutual fund performance and compare with market performance in Indonesia. Sharia mutual fund investment instruments in Indonesia have positive developments over the period from 2012 to 2017.
Robiyanto Robiyanto +2 more
doaj +1 more source
Fund Network Centrality, Hard-to-Value Portfolio, and Investment Performance
Complexity, 2020 Based on the quarterly data of mutual funds in China from the fourth quarter of 2004 to the fourth quarter of 2019, this paper constructs a series of complex bipartite networks based on the overlapped portfolios of mutual funds and then explores the ...
Xiao Hu, Yimeng Cang, Long Ren, Jun Liu
doaj +1 more source