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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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Capturing short-term and long-term alpha of global bond portfolios : evidence from EUR-investors' perspective
Konstantinov, Gueorgui - In: Financial markets and portfolio management 30 (2016) 3, pp. 337-365
Persistent link: https://www.econbiz.de/10011557669
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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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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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Does mutual fund family size matter? : international evidence
Chen, Yihao; Miguel, Antonio F.; Liu, Xiayue - In: Journal of multinational financial management 62 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013271565
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Brexit and global equity fund capital reallocation
Gao, Xiang; Hu, Yichuan; Wang, Huanhuan; Wang, Xiaohu - In: Journal of international money and finance 125 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013207357
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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