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Análisis de las capacidades de sincronización con el mercado y selección de valores de los gestores de fondos de inversión espanõles en condiciones económicas variables

Ferruz Agudo, Luis; Vargas Magallón, María - In: El trimestre económico 74 (2007) 3, pp. 663-683

Persistent link: https://www.econbiz.de/10003526705

Analysis of performance persistence in Spanish short-term fixed interest investment funds (1994 - 2002)

Ferruz Agudo, Luis; Sarto, José Luis; Vargas … - In: European review of economics and finance 2 (2003) 3, pp. 61-75

Persistent link: https://www.econbiz.de/10002093956

Empirical evidence of performance persistence in a relatively unexplored market : the case of Spanish investment funds

Ferruz Agudo, Luis; Vargas Magallón, María - In: Applied financial economics letters 1 (2005) 2, pp. 85-88

Persistent link: https://www.econbiz.de/10002807026

Análisis de las capacidades de sincronización con el mercado y selección de valores de los gestores de fondos de inversión españoles en condiciones económicas variables

Ferruz Agudo, Luis; Vargas Magallón, María - In: El Trimestre Económico LXXIV (3) (2007) 295, pp. 663-683

This work evaluates the performance of a wide group of Spanish mutual funds, both in global terms and breaking up it in its two components –market timing and stock-picking abilities-. Both analyses are carried out by means of traditional measures as well as measures that consider time-varying...

Persistent link: https://www.econbiz.de/10005017976