Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Karoui, Aymen"
~subject:"Investment Fund"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Financial Risk Measurement for...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Investment Fund
Portfolio selection
12
Portfolio-Management
12
Investmentfonds
11
Capital income
5
Kapitaleinkommen
5
Risiko
3
Risk
3
Aktienmarkt
2
Bias
2
Börsenkurs
2
Institutional investor
2
Institutioneller Investor
2
Mutual funds
2
Risk shifting
2
Share price
2
Stock market
2
Systematischer Fehler
2
Theorie
2
Theory
2
Tournament
2
Active Share
1
Active Stock Selection
1
Active Stock Weights
1
Anlageverhalten
1
Behavioural finance
1
Diversification
1
Diversifikation
1
Estimation
1
Financial investment
1
Fusion
1
Holdings-based measure
1
Kapitalanlage
1
Market concentration
1
Measurement
1
Merger
1
Messung
1
Schätzung
1
Sorting bias
1
Takeover
1
more ...
less ...
Online availability
All
Free
4
Undetermined
1
Type of publication
All
Article
6
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
11
Author
All
Karoui, Aymen
Wermers, Russ
36
Schmukler, Sergio L.
33
Agarwal, Vikas
27
Gallagher, David R.
24
Sialm, Clemens
22
Cici, Gjergji
20
Vidal-García, Javier
20
Wilkens, Marco
19
Vidal, Marta
18
Kempf, Alexander
17
Riley, Timothy B.
17
Stambaugh, Robert F.
17
Haslem, John A.
16
Elton, Edwin J.
15
Guirguis, Michel
14
Massa, Massimo
14
O'Sullivan, Niall
14
Warren, Geoff
14
Frazzini, Andrea
13
Gil-Bazo, Javier
13
Pástor, Ľuboš
13
Rohleder, Martin
13
Tang, Yuehua
13
Fulkerson, Jon A.
12
Gregoriou, Greg N.
12
Matallín-Sáez, Juan Carlos
12
Raddatz, Claudio E.
12
Sarto, José Luis
12
Scholz, Hendrik
12
Shleifer, Andrei
12
Zhang, Hanjiang
12
Başak, Suleyman
11
Clare, Andrew D.
11
Gibson, Scott
11
Jiang, Lei
11
Kaniel, Ron
11
Maurer, Raimond
11
Tiwari, Ashish
11
Wedow, Michael
11
more ...
less ...
Published in...
All
Financial markets and portfolio management
2
The journal of wealth management
2
Journal of investment management : JOIM
1
The financial review : the official publication of the Eastern Finance Association
1
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Fund performance and subsequent
risk
: a study of mutual fund tournaments using holdings-based measures
Karoui, Aymen
;
Meier, Iwan
- In:
Financial markets and portfolio management
29
(
2015
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010500752
Saved in:
2
A note on sorting bias correction in regression-based mutual fund tournament tests
Karoui, Aymen
;
Meier, Iwan
- In:
Financial markets and portfolio management
29
(
2015
)
1
,
pp. 21-29
Persistent link: https://www.econbiz.de/10010500751
Saved in:
3
Fund Performance and Subsequent
Risk
: A Study of Mutual Fund Tournaments Using Holdings-Based Measures
Meier, Iwan
-
2019
portfolio
risk
in the second half of the year. At the same time, it is a well-established stylized fact that stock returns and … deviation for the second half of the year using holdings-based measures in order to distinguish between
risk
changes that result …
Persistent link: https://www.econbiz.de/10012906201
Saved in:
4
The asset allocation of managers and investors : evidence from hybrid funds
Karoui, Aymen
- In:
The journal of wealth management
16
(
2013/14
)
3
,
pp. 69-81
Persistent link: https://www.econbiz.de/10010226793
Saved in:
5
Diversification versus concentration motives in mutual fund mergers
Karoui, Aymen
;
Kooli, Maher
- In:
The journal of wealth management
17
(
2014/15
)
2
,
pp. 9-18
Persistent link: https://www.econbiz.de/10010401020
Saved in:
6
A Note on Sorting Bias Correction in Regression-Based Mutual Fund Tournament Tests
Karoui, Aymen
-
2019
the first half of the year tend to increase their
risk
in the second half of the year. Schwarz (2012) argues that the … on return, which likely also sorts on
risk
. He argues that both the contingency and regression approaches that have been …
Persistent link: https://www.econbiz.de/10012904701
Saved in:
7
Portfolio Turnover Activity and Mutual Fund Performance
Champagne, Claudia
-
2017
lowest quintiles sorted based on Modified Turnover reveals a difference of -2.41% in the annual
risk
-adjusted return …
Persistent link: https://www.econbiz.de/10012970092
Saved in:
8
What drives Active Share? : Active Stock Selection or Active Stock Weights
Karoui, Aymen
;
Patel, Saurin
- In:
Journal of investment management : JOIM
18
(
2020
)
4
,
pp. 75-93
Persistent link: https://www.econbiz.de/10012589438
Saved in:
9
The Green and Brown Performances of Mutual Fund Portfolios
El Ghoul, Sadok
;
Karoui, Aymen
;
Patel, Saurin
;
Ramani, …
-
2021
-socially responsible component, the socially responsible portion exhibits a lower raw return, lower
risk
-adjusted return, lower Sharpe …
Persistent link: https://www.econbiz.de/10013244561
Saved in:
10
The Asset Allocation of Managers and Investors : Evidence from Hybrid Funds
Karoui, Aymen
-
2013
This paper analyzes the response of the asset allocation process to fund performance and the broad market conditions as well as the market determinants of fund flows for hybrid funds. Using a fairly large sample of hybrid funds, our findings reveal the following: First, managers increase their...
Persistent link: https://www.econbiz.de/10013076956
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
