Results 11 to 20 of about 23,868 (312)
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
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Mutual Fund Performance and Families
SSRN Electronic Journal, 2013 Using a large and long sample of US and European mutual funds we examine the impact that the membership of a fund family has on performance. We test for strategic and competitive behaviour among family funds and whether this affects performance persistence and risk taking behaviour.
Clare, Andrew +2 more
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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
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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.
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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
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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
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Mathematics, 2023 A mutual fund is a common instrument for households and corporations to invest in the financial markets through diversified portfolios of securities.
Pedro Carmona +2 more
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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 ...
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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
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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
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