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Investment Decisions by Analysts: A Case Study of KSE
Shaikh, Salman - Volkswirtschaftliche Fakultät, … - 2013
investments. Our results indicate prevalence of herding and overconfidence in professional analysts. We also find that analysts …
Persistent link: https://www.econbiz.de/10011113920
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Sur-réaction sur le marché tunisien des actions : une investigation empirique
Trabelsi, Mohamed Ali - Volkswirtschaftliche Fakultät, … - 2008
The financial market interest several researchers, especially in the domain of assessment of the financial assets and their performances. The previous research identified several anomalies of the market, as size, Monday, January, PER effects, etc. putting in question the notion of market...
Persistent link: https://www.econbiz.de/10008728054
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Similarities and Differences between U.S. and German Regulation of the Use of Derivatives and Leverage by Mutual Funds – What Can Regulators Learn from Each Other?
GaÅ‚kiewicz, Dominika - Volkswirtschaftliche Fakultät, … - 2014
This study analyzes current regulation with respect to the use of derivatives and leverage by mutual funds in the U.S. and Germany. After presenting a detailed overview of U.S. and German regulations, this study thoroughly compares the level of flexibility funds have in both countries. I find...
Persistent link: https://www.econbiz.de/10011140967
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International portfolio allocation with European fixed-income funds: What scope for Italian funds?
Zagaglia, Paolo - Volkswirtschaftliche Fakultät, … - 2014
We study optimal asset allocation for a portfolio of European fixed-income mutual funds during the recent financial turmoil. We use a sample of daily returns for country indices of French, German and Italian funds to investigate the quest for international diversification. Our analysis focuses...
Persistent link: https://www.econbiz.de/10011107858
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Mutual funds performance appraisal using stochastic multicriteria acceptability analysis
Babalos, Vassilios; Philippas, Nikolaos; Doumpos, Michael; … - Volkswirtschaftliche Fakultät, … - 2011
Mutual fund investors are concerned with the selection of the best fund in terms of performance among the set of … alternative funds. This paper proposes an innovative mutual funds performance evaluation measure in the context of multicriteria … with funds’ cost variables,we obtain a multicriteria performance evaluation and ranking of the mutual funds, by means of an …
Persistent link: https://www.econbiz.de/10011260483
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Эконометрический анализ динамики российских паевых инвестиционных фондов в кризисный и посткризисный периоды
Zaytsev, Alexander - Volkswirtschaftliche Fakultät, … - 2011
. Despite the general bad performance of mutual funds, some true active funds were identified. Also it was confirmed (as in …
Persistent link: https://www.econbiz.de/10011260907
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Loss Potential and Disclosures Related to Credit Derivatives - A Cross-Country Comparison of Corporate Bond Funds under U.S. and German Regulation
Galkiewicz, Dominika Paula - Volkswirtschaftliche Fakultät, … - 2014
This study analyzes the loss potential arising from investments into CDS for a sample of large U.S. and German mutual funds. Further, it investigates whether the comments funds make on CDS use in periodic fund reports are consistent with the disclosed CDS holdings. For several funds in the U.S.,...
Persistent link: https://www.econbiz.de/10011220308
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Loss Potential and Disclosures Related to Credit Derivatives - A Cross-Country Comparison of Corporate Bond Funds under U.S. and German Regulation
Galkiewicz, Dominika Paula - Volkswirtschaftliche Fakultät, … - 2014
This study analyzes the loss potential arising from investments into CDS for a sample of large U.S. and German mutual funds. Further, it investigates whether the comments funds make on CDS use in periodic fund reports are consistent with the disclosed CDS holdings. For several funds in the U.S.,...
Persistent link: https://www.econbiz.de/10011220510
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Why does mutual fund performance not persist? The impact and interaction of fund flows and manager changes
Bessler, Wolfgang; Blake, David; Lückoff, Peter; Tonks, Ian - Volkswirtschaftliche Fakultät, … - 2010
This paper investigates the reasons for the lack of long-term persistence in the investment performance of actively … to past performance have an important impact on future performance. Conditioning on fund flows and manager changes allows … us to predict future performance of both past outperforming (winner) and past underperforming (loser) funds. Recent …
Persistent link: https://www.econbiz.de/10009367986
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Mutual Funds and Segregated Funds: A Comparison
Palombizio, Ennio A. - Volkswirtschaftliche Fakultät, … - 2007
Mutual Funds are the most common form of investment for the average household. They offer a fair amount of return for a limited amount of risk. Segregated Funds, which are, simply put, mutual funds with additional features, have grown in popularity as of late. It is something of great interest...
Persistent link: https://www.econbiz.de/10005621847