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~person:"Bello, Zakri"
~person:"Matallín-Sáez, Juan Carlos"
~subject:"ARCH model"
~subject:"Benchmarking"
~subject:"Investmentfonds"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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Bello, Zakri
Matallín-Sáez, Juan Carlos
Gupta, Rangan
21
Kumar, Dilip
18
Ma, Feng
17
Fletcher, Jonathan
15
O'Sullivan, Niall
15
Bouri, Elie
14
Chiang, Thomas C.
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11
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8
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8
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8
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8
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8
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8
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8
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Tiwari, Aviral Kumar
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7
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7
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ECONIS (ZBW)
20
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1
The role of passive effects in the relationship between active management and short-term performance : evidence from mutual fund portfolio holdings
Matallín-Sáez, Juan Carlos
;
Mingo-López, Diego Víctor de
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014530829
Saved in:
2
Better performance of mutual funds with lower R2's does not suggest that active management pays
Matallín-Sáez, Juan Carlos
- In:
Critical finance review
12
(
2023
)
1/4
,
pp. 367-387
Persistent link: https://www.econbiz.de/10014370381
Saved in:
3
Addressing mutual fund performance across investment styles
Mingo-López, Diego Víctor de
;
Matallín-Sáez, Juan Carlos
- In:
Applied economics letters
29
(
2022
)
2
,
pp. 135-139
Persistent link: https://www.econbiz.de/10012803401
Saved in:
4
Mutual fund performance and changes in factor exposure
Bessler, Wolfgang
;
Conlon, Thomas
;
Mingo-López, Diego …
- In:
The journal of financial research : the journal of the …
45
(
2022
)
1
,
pp. 17-52
Persistent link: https://www.econbiz.de/10013188114
Saved in:
5
On management risk and price in the mutual fund industry : style and performance distribution analysis
Matallín-Sáez, Juan Carlos
;
Soler-Domínguez, Amparo
; …
- In:
Risk management : an international journal
23
(
2021
)
1/2
,
pp. 150-171
Persistent link: https://www.econbiz.de/10012544576
Saved in:
6
Does active management add value? : new evidence from a quantile regression approach
Matallín-Sáez, Juan Carlos
;
Soler-Domínguez, Amparo
; …
- In:
Journal of the Operational Research Society
70
(
2019
)
10
,
pp. 1734-1751
Persistent link: https://www.econbiz.de/10012214768
Saved in:
7
Mutual fund performance attribution and market timing using portfolio holdings
Andreu, Laura
;
Matallín-Sáez, Juan Carlos
;
Sarto, …
- In:
International review of economics & finance : IREF
57
(
2018
),
pp. 353-370
Persistent link: https://www.econbiz.de/10012033883
Saved in:
8
Is ethical money sensitive to past returns? : the case of portfolio constraints and persistence in Islamic funds
Abd-Elsalam, Omneya H.
;
Duygun, Meryem
; …
- In:
Journal of financial services research : JFSR
51
(
2017
)
3
,
pp. 363-384
Persistent link: https://www.econbiz.de/10011777288
Saved in:
9
Environmental conditions, fund characteristics, and Islamic orientation : an analysis of mutual fund performance for the MENA region
El-Masry, Ahmed A.
;
Mingo-López, Diego Víctor de
; …
- In:
Journal of economic behavior & organization : JEBO
132
(
2016
),
pp. 174-197
Persistent link: https://www.econbiz.de/10011702897
Saved in:
10
On the robustness of persistence in mutual fund performance
Matallín-Sáez, Juan Carlos
;
Soler-Domínguez, Amparo
; …
- In:
The North American journal of economics and finance : a …
36
(
2016
),
pp. 192-231
Persistent link: https://www.econbiz.de/10011672658
Saved in:
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