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Mutual fund performance benchmarking using a quadratic directional distance function approach

Pendaraki, Konstantina - In: International journal of financial engineering and risk … 2 (2015) 1, pp. 30-47

Persistent link: https://www.econbiz.de/10011344303

Efficiency measurement of open-ended mutual fund schemes with respect to Indian mutual fund industry

Goel, Sweta; Mani, Mukta - In: International journal of financial services management … 9 (2018) 2, pp. 140-167

Persistent link: https://www.econbiz.de/10011914147

Beyond mean-variance : assessing hedge fund performance in a non-parametric world

Hassouni, Afrae; Pirotte, Hugues - In: Financial markets and portfolio management 36 (2022) 4, pp. 473-488

Persistent link: https://www.econbiz.de/10013431703

The performance of private equity funds : does diversification matter?

Lossen, Ulrich - 2006

This paper is the first systematic analysis of the impact of diversification on the performance of private equity funds …. A unique data set allows the exact evaluation of diversification across the dimensions financing stages, industries, and … countries. Very different levels of diversification can be observed across sample funds. While some funds are highly specialized …

Persistent link: https://www.econbiz.de/10010383033

Diversification and fund performance : an analysis of buyout funds

Huss, Matthias; Steger, Daniel - In: Journal of risk and financial management : JRFM 13 (2020) 6/136, pp. 1-16

This paper studies the relationship between portfolio diversification and fund performance, based on an unexplored … focus. Our results suggest that diversification within, but not across industries, associates with higher buyout fund … performance. We do not find a significant relationship between geographical diversification and performance. These results partly …

Persistent link: https://www.econbiz.de/10012309185

Picking "winner" funds

Livnat, Joshua; Smith, Gavin; Tarlie, Martin - In: Journal of investment management : JOIM 15 (2017) 1, pp. 50-74

Persistent link: https://www.econbiz.de/10011700592

Unveiling outperformance : a portfolio analysis of top ai-related stocks against IT indices and robotics ETFs

Karoui, Ali Trabelsi; Sayari, Sonia; Dammak, Wael; … - In: Risks : open access journal 12 (2024) 3, pp. 1-21

In this study, we delve into the financial market to compare the performance of prominent AI and robotics-related stocks against traditional IT indices, such as the Nasdaq, and specialized AI and robotics ETFs. We evaluate the role of these stocks in diversifying portfolios, analyzing their...

Persistent link: https://www.econbiz.de/10014497423

Is size an input in the mutual fund performance evaluation with DEA?

Tuzcu, Sevgi Eda; Ertugay, Emrah - In: Eurasian economic review : a journal in applied … 10 (2020) 4, pp. 635-659

Persistent link: https://www.econbiz.de/10012309608

Data envelopment analysis and multifactor asset pricing models

Solórzano-Taborga, Pablo; Alonso-Conde, Ana Belén; … - In: International Journal of Financial Studies : open … 8 (2020) 2/24, pp. 1-18

Recent literature shows that market anomalies have significantly diminished, while research on market factors has largely improved the performance of asset pricing models. In this paper we study the extent to which data envelopment analysis (DEA) techniques can help improve the performance of...

Persistent link: https://www.econbiz.de/10012239304

Efficiency and persistence of Spanish absolute Return Funds

Solórzano-Taborga, Pablo; Alonso-Conde, Ana Belén; … - In: Revista de métodos cuantitativos para la economía y … 25 (2018), pp. 186-214

Performance measurement is an area of crucial interest in asset valuation and investment management. High volatility as well as time aggregation of returns, amongst other characteristics, may distort the results of conventional measures of performance. In this work, we study the performance of...

Persistent link: https://www.econbiz.de/10011870722

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