Search Results - subject:"Active Share"

Window dressing in the Active Share scores in publicly reported portfolios

Andreu, Laura; Forner, Carlos; Sarto, José Luis - In: Business research quarterly : BRQ 27 (2024) 3, pp. 324-345

months to artificially increase their Active Share scores and consequently appear more active and take advantage of the … positive relationship between Active Share and money flows. We show how, consistent with non-informed trades, these funds erode … that window-dresser funds can be identified by controlling the level of tracking error. The funds with high Active Share …

Persistent link: https://www.econbiz.de/10015051432

Foreign bias in equity portfolios: informational advantage or familiarity bias?

Boermans, Martijn; Cooper, Ian; Sercu, Piet; Vanpée, … - 2022

Persistent link: https://www.econbiz.de/10013171067

Building portfolios of sovereign securities with decreasing carbon footprints

Cheng, Gong; Jondeau, Eric; Mojon, Benoît - 2022

Persistent link: https://www.econbiz.de/10013370635

Building portfolios of sovereign securities with decreasing carbon footprints

Cheng, Gong; Jondeau, Eric; Mojon, Benoît - 2022

We propose a strategy to build portfolios of sovereign securities with progressively declining carbon footprints. Passive investors could use it as a new Paris-consistent benchmark to construct a “net zero” (NZ) portfolio while tracking closely the risk-adjusted returns of a...

Persistent link: https://www.econbiz.de/10013492077

Beyond active share : boosting fund performance through common holdings with same-benchmark mutual funds

Wang, Danxia - In: International review of financial analysis 92 (2024), pp. 1-24

Persistent link: https://www.econbiz.de/10014492408

Active share and the predictability of the performance of separate accounts

Cremers, Martijn; Fulkerson, Jon A.; Riley, Timothy B. - In: Financial analysts journal : FAJ 78 (2022) 1, pp. 39-57

Persistent link: https://www.econbiz.de/10013167455

Investor sentiment and mutual fund stock picking

Chue, Timothy K.; Mian, G. Mujtaba - In: Applied economics letters 29 (2022) 17, pp. 1620-1625

Persistent link: https://www.econbiz.de/10013412246

Fund performance and social responsibility : new evidence using social active share and social tracking error

El Ghoul, Sadok; Karoui, Aymen - In: Journal of banking & finance 143 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013533775

Mutual fund tournaments and fund Active Share

Wei Li, C.; Tiwari, Ashish; Tong, Lin - In: Journal of financial stability 63 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10014371881

Are student-managed funds closet indexers?

Livingston, Lynda S.; Mazaltov-Ast, Shirley - In: Business education & accreditation : BEA 14 (2022) 1, pp. 43-60

Persistent link: https://www.econbiz.de/10013438485