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Impact of economic and market factors on the market liquidity timing ability of mutual fund managers in Turkey
Yalcin, Hale; Dube, Sema - In: International journal of emerging markets 18 (2023) 9, pp. 2072-2085
Persistent link: https://www.econbiz.de/10014449766
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Investment funds and financial stability : policy considerations
Garcia Pascual, Antonio (ed.); Singh, Ranjit A. (ed.);  … - 2021
The paper's analysis underscores the importance of the ongoing Financial Stability Board-led process of identifying policy options, involving national authorities and the International Organization of Securities Commissions and other standard setters. In this context, the global nature of the...
Persistent link: https://www.econbiz.de/10013336244
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Global Finance Liquidity Risk Revisited : JP Morgan Alternative Assets Portfolio Liquidity Assessment Framework & Models: $500 Billion Fund of Funds: 17 Asset Classes
Malhotra, Yogesh - 2022
GLOBAL FINANCE LIQUIDITY RISK REVISITED: JP Morgan Alternative Assets Portfolio Liquidity Assessment Framework & Models … & Portfolio Managers JP Morgan Portfolio Liquidity Assessment Framework & ModelsPortfolio Assets Modeled: 17 Asset Classes: Hedge … Guided Teams of Quants, Portfolio Managers and Managing Directors: Built Liquidity Risk Modeling System for Deployment by the …
Persistent link: https://www.econbiz.de/10013405318
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Die Integration von nicht-traditionellen Anlagen im Rahmen des Asset-Allocation-Prozesses
Rupprechter, Roland - 2003
Persistent link: https://www.econbiz.de/10001718778
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Differential treatment in the bond market : sovereign risk and mutual fund portfolios
Converse, Nathan; Mallucci, Enrico - 2019
How does sovereign risk affect investors' behavior? We answer this question using a novel database that combines sovereign default probabilities for 27 developed and emerging markets with monthly data on the portfolios of individual bond mutual funds. We first show that changes in yields do not...
Persistent link: https://www.econbiz.de/10012126135
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Global asset allocation shifts
Kroencke, Tim-Alexander; Schmeling, Maik; Schrimpf, Andreas - 2015
Persistent link: https://www.econbiz.de/10010509601
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International diversification in Brazilian equity mutual funds : understanding asset allocation to emerging and developed countries
Grossi, Janaína Cássia; Malaquias, Rodrigo Fernandes - In: Latin American business review 20 (2019) 4, pp. 295-316
Persistent link: https://www.econbiz.de/10012179268
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Equity market integration and portfolio rebalancing
Kim, Kyungkeun; Lee, Dongwon - In: Journal of banking & finance 113 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012226110
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Do mutual funds outperform during recessions? : international (counter-) evidence
Fink, Christopher; Raatz, Katharina; Weigert, Florian - 2014 - This draft: September 28, 2014
Recent academic research predicts that (i) equity mutual funds have a systematically better performance during periods of economic downturn and (ii) investors are willing to pay high fees for funds that provide recession insurance. In this paper, we test these hypotheses using international fund...
Persistent link: https://www.econbiz.de/10010410729
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Original sin redux : role of duration risk
Bertaut, Carol C.; Bruno, Valentina; Shin, Hyun Song - 2024
We highlight the role of duration and exchange rate risks on portfolio flows by using a unique and comprehensive database of US investor flows into emerging market government bonds denominated in local currency. Borrowing long-term mitigates roll-over risk but amplifies valuation changes that...
Persistent link: https://www.econbiz.de/10014458705