Results 61 to 70 of about 1,201 (194)
The efficacy of market timing and value creation
Journal of Financial Research, Volume 48, Issue 3, Page 1032-1066, Fall 2025.Abstract In this article, I use a total timing measure that differentiates between cash‐flow timing and discount‐rate timing to assess value creation among actively managed US equity mutual funds. My findings indicate that some funds exhibit cash‐flow timing skills.
Chunhua Lan
wiley +1 more source
Factors influencing SRI fund performance [PDF]
Journal of Capital Markets Studies, 2019 Purpose – The purpose of this paper is to examine socially responsible investment (SRI) fund performance and investigate the factors influencing fund performance.
Halil Kiymaz
doaj +1 more source
, 2020 Tujuan dari penelitian ini adalah untuk mengetahui kinerja reksa dana saham tahun 2018 dengan metode Sharpe Ratio, Treynor Ratio, dan Jensen’s Alpha. Sampel yang diteliti adalah 65 reksa dana saham yang dipilih dengan teknik purposive sampling.
HANSMARCO, LEONARDO
core
Explaining and Predicting Momentum Performance Shifts Across Time and Sectors
Journal of Forecasting, Volume 44, Issue 3, Page 960-977, April 2025.ABSTRACT In this paper, we analyze the momentum of the NASDAQ and its major sectoral components across an extended period of key economic events, which include recessions, expansions, wars, financial crises, and the Covid‐19 health crisis. We seek to explain how momentum works as an investment strategy during different economic conditions and whether ...
Konstantinos Mamais +2 more
wiley +1 more source
PERUMUSAN PORTOFOLIO DINAMIS CRYPTOCURRENCY DENGAN SAHAM-SAHAM LQ45
Jurnal Ilmu Sosial dan Humaniora, 2019 Penelitian ini bertujuan untuk menganalisis kinerja portofolio yang dibentuk antara cryptocurrency dengan indeks LQ45 apakah memiliki kinerja yang lebih baik daripada portofolio yang hanya dibentuk dari indeks LQ45 saja.
Anggreini Pamilangan +1 more
doaj +1 more source
Labour Unemployment Insurance and Pension Asset Allocations
British Journal of Management, Volume 36, Issue 2, Page 930-945, April 2025.Abstract This paper examines the effect of unemployment risk on pension investment decisions of defined benefit pension plans. In particular, we examine whether unemployment insurance benefits affect pension investment risk. Using fixed‐effects and difference‐in‐difference analyses, we find evidence that firms take higher pension investment risk by ...
Yina Liang +2 more
wiley +1 more source
International Journal of Islamic Business and Economics (IJIBEC)The research aims to measure the performance of stock indices and analyze the comparative performance of sharia stock indices in Indonesia (JII-70) and Malaysia (FBMS) during and after the COVID-19 pandemic. The performance assessment used was the Sharpe,
Fauziah Azizah +3 more
doaj +1 more source
Forbes Magazine's America's Best Banks: Are they best for investors?
Accounting &Finance, Volume 64, Issue 4, Page 3535-3557, December 2024.Abstract This paper investigates announcement effects and longer‐term performance associated with the Forbes' America's Best Banks survey release. Although the market reacted positively to the announcement, the overall event window effects were insignificant.
Greg Filbeck, Dianna Preece, Xin Zhao
wiley +1 more source
Attracting institutional investments to emerging markets: The case of Turkiye
International Journal of Finance &Economics, Volume 29, Issue 4, Page 4902-4931, October 2024.Abstract Understanding institutional investors' investment criteria in emerging markets is essential because they typically make large investments without control rights or protection of the rule of law. This study undertakes an investment criteria investigation of institutional investors in Turkiye.
S. Burcu Avci
wiley +1 more source
Hedge Fund Performance Using Scaled Sharpe And Treynor Measures
, 2014 The Sharpe ratio is widely used as a performance measure for traditional (i.e., long only) investment funds, but because it is based on mean-variance theory, it only considers the first two moments of a return distribution.
Heymans, Andre +2 more
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