Similar Search Results

Diversification potential of ADRs, country funds and underlying stocks across economic conditions

Peterburgsky, Stanley; Yang, Yini - In: Applied financial economics 23 (2013) 1/3, pp. 199-219

Persistent link: https://www.econbiz.de/10009719007

Optimal diversification across mutual funds

Moreno, David; Rodríguez, Rosa - In: Applied financial economics 23 (2013) 1/3, pp. 119-122

Persistent link: https://www.econbiz.de/10009719022

Obfuscation, Learning, and the Evolution of Investor Sophistication

Carlin, Bruce Ian - 2009

Investor sophistication has lagged behind the growing complexity of retail financial markets. To explore this, we develop a dynamic model to study the interaction between obfuscation and investor sophistication. Taking into account different learning mechanisms within the investor population, we...

Persistent link: https://www.econbiz.de/10012463695

Diversification, Integration and Emerging Market Closed-End Funds

Bekaert, Geert - 1995

Using an extensive new data set on U.S. and U.K.-traded closed- end funds, we examine the diversification benefits from … emerging equity markets and the extent of their integration with global capital markets. To measure diversification benefits … significant diversification benefits for the U.K. country funds, but not for the U.S. funds. The difference appears to relate to …

Persistent link: https://www.econbiz.de/10012473908

The performance evaluation for fund of funds by comparing asset allocation of mean-variance model or genetic algorithms to that of fund managers

Lai, Syouching; Li, Hungchih - In: Applied financial economics 18 (2008) 4/6, pp. 483-499

Persistent link: https://www.econbiz.de/10003739183

European mutual funds and portfolio's country exposure : does active management add value?

Rodríguez, Javier - In: Applied financial economics 18 (2008) 7/9, pp. 683-689

Persistent link: https://www.econbiz.de/10003739321

Do Spanish mutual fund managers use public and private information correctly? : use of information in mutual fund management

Ferruz Agudo, Luis; Nievas López, Javier; Vargas, María - In: Applied financial economics 18 (2008) 16/18, pp. 1319-1331

Persistent link: https://www.econbiz.de/10003779485

Evaluating the style-based risk model for equity mutual funds investing in Europe

Papadamou, Stephanos; Stephanides, George - In: Applied financial economics 14 (2004) 10, pp. 751-760

Persistent link: https://www.econbiz.de/10002111066

Style analysis and dominant index timing : an application to Australian multi-sector managed funds

Holmes, Kathryn A.; Faff, Robert W.; Clacher, Iain - In: Applied financial economics 20 (2010) 4/6, pp. 293-301

Using a returns-based style analysis approach, we develop a dominant timing indicator to measure each fund's ability to take advantage of movements in their dominant passive index. We apply this to a sample of Australian multi-sector funds over the period 1990 to 2005. We find evidence that the...

Persistent link: https://www.econbiz.de/10003963122

Mutual funds biased preference for the parent's stock : evidence and explanation

Alves, Carlos; Mendes, Victor - In: Applied financial economics 20 (2010) 16/18, pp. 1309-1320

Persistent link: https://www.econbiz.de/10009010945