Search Results - subject:"Investment style"

Idiosyncratic risk and mutual fund performance

Vidal-García, Javier; Vidal, Marta; Boubaker, Sabri; … - In: Decision making and risk/return optimization in …, (pp. 349-372). 2019

Persistent link: https://www.econbiz.de/10012135878

Hedge and safe haven investing with investment styles

Hou, Ai Jun; Khrashchevskyi, Ian; Peltomäki, Jarkko - In: The journal of asset management 20 (2019) 5, pp. 351-364

Persistent link: https://www.econbiz.de/10012117591

Country fundamentals and currency excess returns

Daehwan, Kim; Chi-Young, Song - In: Journal of East Asian economic integration 18 (2014) 2, pp. 111-142

also reveal that our factor model with country fundamentals performs better than a factor model with usual investment-style …

Persistent link: https://www.econbiz.de/10011568328

Religion based investing and illusion of Islamic Alpha and Beta

Naqvi, Bushra; Rizvi, S. K. A.; Mirza, Nawazish; Reddy, … - In: Pacific-Basin finance journal 52 (2018), pp. 82-106

Persistent link: https://www.econbiz.de/10012035611

Efficiency measurement of open-ended mutual fund schemes with respect to Indian mutual fund industry

Goel, Sweta; Mani, Mukta - In: International journal of financial services management … 9 (2018) 2, pp. 140-167

Persistent link: https://www.econbiz.de/10011914147

Optimal privatization portfolios in the presence of arbitrary risk aversion

Christodoulakis, George A.; Mohamed, Abdulkadir; … - In: European journal of operational research : EJOR 265 (2018) 3, pp. 1172-1191

Persistent link: https://www.econbiz.de/10011778940

UHNWI IN EMERGING MARKETS – THEY STILL THINK, ACT AND INVEST DIFFERENTLY

Bacher, Urban; Stober, Kai L. - In: Interdisciplinary Management Research 9 (2013), pp. 481-492

high, their wealth is frequently inherited and the investment style if more conservative. In contrast, UHNWI in emerging … of their investment style, which means they are less risk averse. It is still the case that UHNWI in emerging markets …

Persistent link: https://www.econbiz.de/10010968901

Investment style of Jordanian mutual funds

Hacini, Ishaq; Dahou, Khadra; Benbouziane, Mohamed - In: International Journal of Economic Sciences and Applied … 5 (2012) 2, pp. 113-127

The study investigates the mutual funds investment style in the Jordanian context. It uses monthly returns of five … a variable that account for momentum effect. These factors are used as benchmarks to investigate the investment style …. The results indicate that mutual funds returns tend to follow those of the market portfolio. In terms of investment style …

Persistent link: https://www.econbiz.de/10010289385

Investment style of Jordanian mutual funds

Hacini, Ishaq; Dahou, Khadra; Benbouziane, Mohamed - In: International Journal of Business and Economic Sciences … 5 (2012) 2, pp. 113-127

Persistent link: https://www.econbiz.de/10011200123

Fundamental driver of fund style drift

Galloppo, Giuseppe; Trovato, Giovanni - In: The journal of asset management 18 (2017) 2, pp. 99-123

Persistent link: https://www.econbiz.de/10011694987