Results 11 to 20 of about 9,169,995 (306)
Mutual Fund Performance with Learning Across Funds [PDF]
Journal of Financial Economics, 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
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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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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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Determinant of Islamic Mutual Fund Performance: A Comparative Study Between Indonesia and Malaysia
Equilibrium: Jurnal Ekonomi Syariah, 2021 This study aims to analyze determinant performance of Islamic equity funds and compare the performance of Indonesian Islamic equity funds with Malaysian Islamic equity funds period 2017-2019.
Mohammad Nur Rianto Al Arif +1 more
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An Empirical Investigation of the Performance of Fund Managers in Pakistan
iRASD Journal of Management, 2021 This study aims to determine the stock selection ability and market timing ability of mutual fund managers, focusing on conventional funds and Islamic funds in Pakistan. Although there has been significant growth in the number and assets of mutual funds
Sanaullah Sanaullah +3 more
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An evaluation of equity diversified mutual funds: the case of the Indian market [PDF]
, 2010 The mutual funds industry grew successfully and brought about substantial returns to the investors and the public sector. The main aim of this paper is to evaluate the performance of Indian equity diversified mutual funds.
Abdou, Hussein +5 more
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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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Risk-adjusted performance, selectivity, timing ability and performance persistence of Hong Kong mutual funds [PDF]
, 2007 This paper examines the performance of thirty Hong Kong mutual funds during the period from August 1995 to July 2005. The issues of risk-adjusted performance, selectivity, timing ability and performance persistence are addressed.
Kuang, Y, Abdel-Kader, MG
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Determinants of Mutual Funds Performance
Корпоративные финансы, 2018 В статье предлагается расширение традиционного подхода к выявлению экономических факторов, влияющих на избыточную доходность российских паевых инвестиционных фондов (ПИФ).
Alexandra Galanova, Valeria Dukova
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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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