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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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Double Adjusted Mutual Fund Performance
SSRN Electronic Journal, 2014 Abstract Mutual fund returns are significantly related to stock characteristics in the cross-section after controlling for risk via factor models. We develop a new double-adjusted approach that controls for both factor model betas and stock characteristics in one performance measure.
Busse, Jeffrey, Jiang, Lei, TANG, Yuehua
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Mutual fund performance prediction [PDF]
2016 IEEE Distributed Computing, VLSI, Electrical Circuits and Robotics (DISCOVER), 2016 It is increasingly seen that non parametric frontier method has become a popular method in predicting the performance of investment fund. This paper uses the non-parametric method to analyze the efficiency and performance of mutual funds. The methodology uses Data Envelopment Analysis (DEA) to predict the performance of fund in coming years.
Hassan Qamar, Sanjay Singh
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European Mutual Fund Performance [PDF]
European Financial Management, 2002 This paper presents an overview of the European mutual fund industry and investigates mutual fund performance using a survivorship bias controlled sample of 506 funds from the five most important mutual fund countries. The latter is done using the Carhart (1997) 4‐factor asset‐pricing model.
Otten, R.R.A.E., Bams, W.F.M.
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ANALISIS KINERJA REKSADANA SYARIAH DI PASAR MODAL INDONESIA MENGGUNAKAN METODE SHARPE
Jurnal Akademi Akuntansi, 2018 The purpose of this study is to analyze the performance of Islamic mutual funds that include stocks, fixed income, mixes, and money markets using Sharpe method. The type of research conducted is quantitative descriptive research.
Raudhah Trisna Wardhani +2 more
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Comparative Performance Islamic Shares Mutual Funds Between Indonesia And Malaysia
Ekuilibrium: Jurnal Ilmiah Bidan Ilmu Ekonomi, 2018 The objective of this study is to evaluate the performance of Islamic mutual funds in Indonesia and Malaysia. Research conducted on the types of shares mutual funds in the period 2014 until 2016.
Novianto Basuki, Moh Khoiruddin
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An empirical study on examining the influence of mutual fund investment growth on equity market performance [PDF]
MATEC Web of ConferencesIn the realm of financial markets, understanding the interplay between mutual fund investment growth and equity market performance is paramount for investors, fund managers, and policymakers alike.
Aaluri Suresh +4 more
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Mutual Fund Management and Fund Performance
Journal of Business & Economics Research (JBER), 2011 This study examines management characteristics, including education and experience, as determinants of mutual fund performance. Managers with graduate degrees did not perform differently from managers without graduate degrees. However, graduates of top 20 MBA programs outperformed MBAs from business schools not on the top 50 Wall Street Journal list.
Barbara S. Poole +2 more
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Cogent Economics & Finance, 2018 Investors search for criteria that are systematically related to performance of mutual funds so as to maximize their personal return. The present study is on effect of selected fund characteristics on performance of the mutual funds.
Inderjit Kaur
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PERFORMANCE EVALUATION OF MUTUAL FUNDS IN INDIA: A CASE STUDY
Ramanujan International Journal of Business and Research, 2016 In present study performance evaluation of selected mutual funds is carried out through risk-return analysis, Treynor’s ratio, Sharpe’s ratio, Jensen’s measure and Fama’s measure.
Dr. K. Latha, Ms. Renu Ghosh
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