Search Results - subject:"benchmark index"

The performance of South African exchange traded funds under changing market conditions

Kunjal, Damien; Peerbhai, Faeezah; Muzindutsi, Paul-Francois - In: The journal of asset management : a major new, … 22 (2021) 5, pp. 350-359

Persistent link: https://www.econbiz.de/10012614831

In search of a winning combination-evidence from India

Mishra, Pranav; Singh, Gulab Chand - In: EuroEconomica 35 (2016) 1, pp. 103-110

Persistent link: https://www.econbiz.de/10011569472

THE ‘FORECAST’ FUNCTION USE FOR THE ‘STANDARD AND POOR’S 500’ INDEX PROGNOSIS

TEODOR, HADA; PETRU, LAZAR - In: Annals - Economy Series 4 (2013) August, pp. 121-126

The study is structured in three parts, namely: The case study objective, the research method, the benchmark index …

Persistent link: https://www.econbiz.de/10010709806

Starting on the wrong foot : seasonality in mutual fund performance

Brown, Stephen J.; Sotes-Paladino, Juan; Wang, Jiaguo; … - In: Journal of banking & finance 82 (2017), pp. 133-150

Persistent link: https://www.econbiz.de/10011816792

Rating the credit rating agencies

Parnes, Dror; Akron, Sagi - In: Applied economics 48 (2016) 49/51, pp. 4799-4812

Persistent link: https://www.econbiz.de/10011640998

Possible approaches to benchmarking voluntary health insurance funds in Bulgaria

Salchev, Petko; Hristov, Nikolai; Georgieva, Lydia - Volkswirtschaftliche Fakultät, … - 2010

for comparing VHIF and establishment of a complex index (Benchmark Index - BI) based on 5 groups of indicators, related to …

Persistent link: https://www.econbiz.de/10008568374

Baltijos šalių biržų indeksų statistinis tyrimas

Kulikauskienė, Reda - 2009

Darbe apžvelgiamos OMX Baltijos šalių vertybinių popierių (VP) rinkos akcijų indeksų sudarymo ir skaičiavimo taisyklės, bei pagrindiniai metodai: binominis ir finansinių laiko eilučių modeliai. Šie modeliai skirti prognozuoti akcijų kainos ar indekso reikšmės pokyčius. Binominis...

Persistent link: https://www.econbiz.de/10009478260

Should Benchmark Indices Have Alpha? Revisiting Performance

Cremers, Martijn; Petajisto, Antti; Zitzewitz, Eric - School of Management, Yale University - 2008

Standard Fama-French and Carhart models produce economically and statistically significant nonzero alphas even for passive benchmark indices such as the S&P 500 and Russell 2000. We find that these alphas primarily arise from the disproportionate weight the Fama-French factors place on small...

Persistent link: https://www.econbiz.de/10008852951