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Persistent link: https://www.econbiz.de/10011286014

Nonlinearity and Mutual Fund Returns : A Tar Approach

Zamojska, Anna - 2013

The starting point in this research in the analysis of dynamic and structure of assets of investment funds in particular types of funds (assets, hybrids, money market funds, stable growth funds). Analyzing time series of assets of funds the tendency of growth can be noticed. The tendency is...

Persistent link: https://www.econbiz.de/10013083254

Panel data models with grouped factor structure under unknown group membership

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Analysis of option-like fund performance fees in asset management via Monte Carlo actuarial distortion pricing

Peters, Gareth; Chudtong, Mantana; De Gaetano, Andrea - In: Annals of actuarial science : publ. by the Institute of … 17 (2023) 2, pp. 285-327

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The performance of US equity mutual funds

Babalos, Vassilios; Mamatzakis, Emmanuel C.; Matousek, Roman - In: Journal of banking & finance 52 (2015), pp. 217-229

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Improved inference in the evaluation of mutual fund performance using panel bootstrap methods

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Persistent link: https://www.econbiz.de/10010362860

Performance drivers of German institutional property funds

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What drives fund flows to index ETFs and mutual funds? : a panel analysis of funds in India

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Does fund manager sentiment create performance of mutual funds? : bootstrap panel granger causality test

Yeh, Chih-cheng; Chu, Hsiao-ping; Chu, Ching-mei - In: The empirical economics letters : a monthly … 13 (2014) 5, pp. 488-496

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Improved inference in the evaluation of mutual fund performance using panel bootstrap methods

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