This paper aims to evaluate the performance of A-type Turkish funds between January 2009 and November 2014. This study period coincides with the period of quantitative easing during which developing economies in financial markets have been influenced dramatically. Thanks to the increase in the...

This paper examines the performance of thirty Hong Kong mutual funds during the period from August 1995 to July 2005. The issues of risk-adjusted performance, selectivity, timing ability and performance persistence are addressed. We employ the signal-factor model, three-factor models and the...

Despite predictions of Internet shopping reaching 6.9 trillion dollars by the end of 2004, research is now suggesting many online consumers are still very reluctant to complete the online shopping process. A number of authors have attributed consumers' reluctance to purchase online to apparent...

The Productivity Measurement and Enhancement System (ProMES) is a human resource intervention that provides feedback to members of an organizational unit via a measurement system constructed by the unit personnel. The unit constructs the system by defining their objectives, identifying...

Identifying a suitable benchmark is essential when testing asset pricing models, measuring the performance of active investors, or providing market proxy portfolios for passive investors. Concern that increased domination of capitalization weighted stock indices by a few large firms will lead to...

The problem: Much of finance theory is based on the efficient market hypothesis. According to this hypothesis, the prices of financial assets, such as stocks, incorporate all information that may affect their future performance. However, the translation of publicly available information into...

The purpose of this thesis is to evaluate the pricing performance of market advisory services’ live cattle hedging recommendations over 1995-2004. Also, feeder cattle, corn, and soybean meal recommendations were evaluated as input hedges and combined with the live cattle marketing...

This paper examines the impact of Kalman filtering as a technique for modeling the risk levels of managed funds. Using a sample of Australian Multi-sector trusts we examine selectivity and market timing performance using conventional performance models alongside Kalman filter models that allow...

Development economists often analyse the performance of particular sectors of the economy, yet they have largely ignored that of one of the most important sectors, namely, the public sector, the performance of which is demonstrably poor. They are also continually giving recommendations to the...

This research employs a non-parametric, fractional, linear programming method, Data Envelopment Analysis to examine the Customer Service Representative resource allocation efficiency of a major Canadian bank’s model. Two DEA models are proposed, (1) to evaluate the Bank’s national branch...