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Performance measures: advantages of linear risk penalization

Ferruz Agudo, Luis; Gómez-Bezares, Fernando; Vargas, María - In: Applied financial economics 19 (2009) 1/3, pp. 73-85

This work corrects the risk quotient penalization carried out by the Sharpe and Treynor ratios, which, assuming normality in returns distribution, are equivalent to classifying the funds according to the probability of their returns being below that of the risk-free asset, without considering...

Persistent link: https://www.econbiz.de/10003825818

Herding behaviour in Spanish equity funds

Ferruz Agudo, Luis; Sarto, J. L.; Vicente, L. - In: Applied economics letters 15 (2008) 7/9, pp. 573-576

Persistent link: https://www.econbiz.de/10003741348

Convergencia estratégica en la industria española de fondos de inversión

Ferruz Agudo, Luis; Sarto, José Luis; Vicente, Luis - In: El trimestre económico 75 (2008) 4, pp. 1043-1060

Persistent link: https://www.econbiz.de/10003789417

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

Evaluation of performance and conditional information : the case of Spanish mutual funds

Ferruz Agudo, Luis; Magallón, Maria Vargas; Sarto, … - In: Applied financial economics 16 (2006) 11, pp. 803-817

Persistent link: https://www.econbiz.de/10003351002

Does mutual fund management in India correspond to its investment objective classification?

Ferruz Agudo, Luis; Ortiz Lázaro, Cristina - In: Review of Pacific Basin financial markets and policies 8 (2005) 4, pp. 659-685

Persistent link: https://www.econbiz.de/10003280294

Socially responsible investment: mutual funds, global and local trends

Ferruz Agudo, Luis; Marco, Isabal; Ortiz, Cristina - In: The international journal of applied economics and finance 1 (2007) 2, pp. 120-125

Persistent link: https://www.econbiz.de/10003891232

¿Es el desempeño de los fondos de inversión de Brasil un indicador de movimiento futuro de su patrimonio?

Baggio, Daniel Knebel; Ferruz Agudo, Luis; Marco … - In: El trimestre económico 77 (2010) 2, pp. 445-471

Persistent link: https://www.econbiz.de/10008647990

Management company size influence on fund flows

Ferruz Agudo, Luis; Ortiz, Cristina; Sarto, José Luis - In: Spanish journal of finance and accounting 38 (2009) 142, pp. 173-188

Persistent link: https://www.econbiz.de/10008810290

The importance of information technologies in the ability of fund managers to time the market

Ferruz Agudo, Luis; Vargas, María - In: International journal of electronic finance : IJEF 2 (2008) 1, pp. 70-81

Persistent link: https://www.econbiz.de/10003674937