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Fund rating model based on finite normal mixture distribution

Gao, Zhangpeng; Rahman, Shahidur; Rahman, Shafiqur - In: Review of Pacific Basin financial markets and policies 14 (2011) 1, pp. 1-33

Persistent link: https://www.econbiz.de/10008988327

Market timing, selectivity, and mutual fund performance : an empirical investigation

Lee, Cheng F. - In: The journal of business : B 63 (1990) 2, pp. 261-278

Persistent link: https://www.econbiz.de/10001089130

The investment performance of ethical equity funds in Malaysia

Fadillah Mansor; Bhatti, Muhammad Ishaq; Rahman, Shafiqur; … - In: Journal of risk and financial management : JRFM 13 (2020) 9/219, pp. 1-14

This paper investigates the investment performance of Malaysian Islamic equity funds and a matching sample of conventional equity funds relative to their market benchmark. An integrated model is used to simultaneously capture the market timing and selectivity skills of fund managers. Our...

Persistent link: https://www.econbiz.de/10012384341

The investment performance, attributes, and investment behavior of ethical equity mutual funds in the US : an empirical investigation

Rahman, Shafiqur; Lee, Cheng F.; Xiao, Yaqing - In: Review of quantitative finance and accounting 49 (2017) 1, pp. 91-116

Persistent link: https://www.econbiz.de/10011797024