Results 1 to 10 of about 417,930 (192)
Mutual Fund Performance with Learning Across Funds [PDF]
SSRN Electronic Journal, 2003 This paper is based on the premise that knowledge about the alphas of one set of funds will influence an investor's beliefs about other funds. This will be true insofar as an investor's expectation about the performance of a fund is partly a belief about the abilities of mutual fund managers as a group and, more generally, a belief about the degree to ...
Christopher S. Jones, Jay Shanken
openaire +3 more sources
MUTUAL FUND PERFORMANCE PERSISTENCE [PDF]
تحقیقات مالی, 2016 Mutual fund persistence is well documented in the finance literature, but not well explained. The purpose of this paper is to examine the performance persistence of a large sample ofmutual funds over time.
Ali Saleh abadi +3 more
doaj +2 more sources
Mutual Funds’ Performance Sensitivity to Funds’ Attributes. Case Study: Saudi Mutual Funds [PDF]
Financial Markets, Institutions and Risks, 2022 This study contributes to the academic literature on faith-based mutual funds, by offering a comparative investigation of Islamic vs. conventional funds’ performance sensitivity to changes in a list of seventeen relevant funds’ attributes, all in the ...
Karim Soussou, Abdelwahed Omri
doaj +1 more source
Investigating the Performance and Performance Consistency of Iranian Mutual Funds Using CAPM& CARHART’s Four- Factor Models; A Comparative Approach [PDF]
Mathematics and Modeling in Finance, 2022 This study seeks to investigate the performance as well as the performance consistency of Iranian mutual funds during the current and subsequent periods.
Khadijeh Ghorbanidolatabadi +1 more
doaj +1 more source
Mutual performance assessment model: Comparative analysis
Asian Management and Business Review, 2021 This study aims to determine the comparison of mutual funds performance between stock mutual funds, fixed income mutual funds and mixed mutual funds in 2015-2017 using the Jensen, Sharpe, Treynor and Black models.
Bazfa Azzah Zhorifah +1 more
doaj +1 more source
AN EMPIRICAL ANALYSIS OF FACTORS INFLUENCING PERFORMANCE OF SHARIAH MUTUAL FUNDS IN INDONESIA
Jurnal Aplikasi Manajemen, 2022 This paper aims to identify the factors that affect the performance of shariah mutual funds. This study uses SEM to test the factors that hypothetically influence mutual fund performance, namely mutual fund manager skills, characteristics, and analyst ...
A. Dewantoro Marsono +3 more
doaj +1 more source
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
Analisis Komparatif: Pengaruh Makroekonomi pada Kinerja Reksa Dana Saham Syariah dan Konvensional
Journal of Islamic Economics and Business, 2022 This study aims to compare the performance of Islamic stock mutual funds and conventional stock mutual funds with different operating systems so that can be recommended for investors in choosing the type of mutual fund.
Muhamad Faisal Pasha Ridwan +1 more
doaj +1 more source
Mabsya, 2021 Mutual funds are designed to raise investment funds. The objectives of this study are: to determine the performance of mutual funds on the LQ-45 index is higher than the performance of equity funds in the Indonesian capital market and to measure the ...
Ainani Nur Aziqoh
doaj +1 more source
Do mutual funds have consistency in their performance? [PDF]
, 2020 Using a comprehensive data set of 714 Chinese mutual funds from 2004 to 2015, the study investigates these funds’ performance persistence by using the Capital Asset Pricing model, the Fama-French three-factor model and the Carhart Four-factor model.
A Keswani +30 more
core +3 more sources