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Is ESG a Systematic Risk Factor for US Equity Mutual Funds?

Jin, Ick - 2021

Although the environmental, social, and governance (ESG) has gained increasing attention among investors, the extent to which ESG is compensated systematically in the market remains to be investigated. On the outperformance of responsible investing (RI) which incorporates ESG into investment...

Persistent link: https://www.econbiz.de/10013252157

Benchmark-adjusted performance of US equity mutual funds and the issue of prospectus benchmarks

Mateus, Irina Bezhentseva; Mateus, Cesario; Todorovic, … - In: The journal of asset management 20 (2019) 1, pp. 15-30

Persistent link: https://www.econbiz.de/10012059737

A study on factors influencing mutual fund portfolio performance : U.S. equity market during 2011-2016

Mekonnen, Medhanie; Mayer, Roger; Chien, Wen-Wen - In: International journal of corporate finance and … 5 (2018) 2, pp. 1-11

Persistent link: https://www.econbiz.de/10011932145

Are Style Rotating Funds Successful at Style Timing? Evidence from the US Equity Mutual Fund Market

Corbett, Adam James - 2016

Are managers who style-rotate successful at timing style shifts? Or, does this type of activity erode fund value? It is well documented that fund styles exposures vary over time, whether it be a result of passive style drift or strategic changes by managers to capitalise on broad style...

Persistent link: https://www.econbiz.de/10012998300

Exploring the diversification benefits of US international equity closed-end funds

Fletcher, Jonathan - In: Financial markets and portfolio management 36 (2022) 3, pp. 297-320

Persistent link: https://www.econbiz.de/10013431697

Does equity mutual fund factor-risk-shifting pay off? : evidence from the US

Mateus, Cesario; Sarwar, Sohan; Todorovic, Natasa - In: The European journal of finance 29 (2023) 4, pp. 444-465

Persistent link: https://www.econbiz.de/10014322537

Searching for mutual fund winners? : the strategy is to outbid both, the benchmark and the peer group

Mateus, Cesario; Mateus, Irina Bezhentseva; Todorovic, … - In: Applied economics 56 (2024) 11, pp. 1268-1282

Persistent link: https://www.econbiz.de/10014470970

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

The performance of US equity mutual funds

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

Persistent link: https://www.econbiz.de/10011377662

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