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"Benchmarking" the benchmarks : how do risk-adjusted returns of Australian mutual funds and indexes measure up?

Costa, Bruce A.; Jakob, Keith; Niblock, Scott J.; … - In: The journal of asset management 16 (2015) 6, pp. 386-400

Persistent link: https://www.econbiz.de/10011416630

Alpha Generation in Portfolio Management : Long-Run Australian Equity Fund Evidence

Bennett, Scott - 2013

This study provides the first long-run analysis of the skill of active Australian equity fund managers based on trades inferred from a market-wide database of monthly portfolio holdings over the period 1994-2009. In addition to confirming previous findings that skill exists amongst active...

Persistent link: https://www.econbiz.de/10013090332

Equity fund performance : can momentum be explained by the pricing of idiosyncratic volatility?

Liu, Bin; Di Iorio, Amalia; De Silva, Ashton - In: Studies in economics and finance 33 (2016) 3, pp. 359-376

Persistent link: https://www.econbiz.de/10011722529

The performance of overconfident fund managers

Chow, Edward H.; Lin, Hsiao-Mei; Lin, Yo-Min; Weng, Yin-Che - In: Emerging markets finance & trade : a journal of the … 47 (2011) 2, pp. 21-30

Persistent link: https://www.econbiz.de/10009313088

Measuring the mutual fund industry risk management and performance sustainability : quantile regression model

Lee, Joe-ming - 2013

We apply the Quantile Regression Model to observe the rankcorrelation between bond fund performance and asset,volatility, management fee, Sharpe index and show that fundperformance between volatility as a negative significantrelationship, implied extreme values have been generated...

Persistent link: https://www.econbiz.de/10009776201

Evidence from business strategy of mutual fund managers after the financial crisis : panel smooth transition regression model

Lee, Joe-ming - 2013

This study applies by the panel transition regression (PSTR) model to investigate the nonlinear dynamic relationship between equity fund flow and investment volatility in Taiwan. Our empirical results show that the equity fund managers will be different business strategy under the volatility...

Persistent link: https://www.econbiz.de/10009776209

Ex-Post Analyse von Anlageempfehlungen

Elsenhuber, Ulrike Barbara - 2003

Persistent link: https://www.econbiz.de/10001793218

Selektionskriterien beim Investment in aktive US-Aktienfonds

Weber, Sebastian (contributor) - 2008

Wesen von US-Aktienfonds -- Theoretische Grundlagen der Performanceanalyse -- Entwicklung eines Faktormodells für US-Aktienfonds … -- Survivorship Bias in US-Aktienfonds -- Ansätze zur Bestimmung von Selektionskriterien -- Schlussbetrachtung. … Anlageentscheidungen, gerade bei Investmentfonds, zu einem wesentlichen Teil auf der Analyse von Vergangenheitsdaten. Sebastian Weber …

Persistent link: https://www.econbiz.de/10013516977

Selektionskriterien beim Investment in aktive US-Aktienfonds

Weber, Sebastian - 2008 - 1. Aufl.

um die Persistenz von Fondsrenditen. Zur Analyse wird ein Sample bestehend aus aktiven US-Aktienfonds von Morningstar … US-Aktienfonds entwickelt, die als style-resistent angesehen werden können. Zwei Effekte können isoliert betrachtet … Rendite-Risiko-Verhältnisse für ein Portfolio bestehend aus Aktienfonds. Anderseits zeigt sich die unterschiedliche …

Persistent link: https://www.econbiz.de/10003722764

Managing fixed-income index funds

Para, Elizabeth; Dasgupta, Partha - In: Active index investing : maximizing portfolio …, (pp. 433-454). 2004

Persistent link: https://www.econbiz.de/10003333648

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