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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
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Ex-Post Analyse von Anlageempfehlungen
Elsenhuber, Ulrike Barbara - 2003
Persistent link: https://www.econbiz.de/10001793218
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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
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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
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DFA, fidelity, and vanguard : comparing the returns of these leading mutual fund families
Li, Chong; Tower, Edward; Zhang, Rhona - 2019
This chapter evaluates the returns of the domestic equity funds of three major American companies: Vanguard, Fidelity, and Dimensional Fund Advisors relative to benchmarks using the Fama-French factors from January 2001 through December 2018. We also present Sharpe's (1992) style analysis...
Persistent link: https://www.econbiz.de/10012125771
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Do generalists profit from the fund families' specialists? : evidence from mutual fund families offering sector funds
Göricke, M.-A. - 2016 - This draft: December 2016
This paper analyzes how the existence of sector funds (specialists) within a mutual fund family affects the performance and investment behavior of affiliated diversified equity funds (generalists). First of all, I show that specialists have stock picking skills. Second, information flows from...
Persistent link: https://www.econbiz.de/10011568235
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Swedish equity mutual funds 1993-2013 : performance, persistence and presence of skill
Flam, Harry; Vestman, Roine - 2017
Actively managed Swedish equity mutual funds outperform the market in 1993-2001 but have negative gross and net excess returns of -0.18 and -1.47 per cent per year in 2002-2013. Across funds, there is no correlation between activism and return in the later period. Returns show little or no...
Persistent link: https://www.econbiz.de/10011743140
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Aktienindexfonds : Produktidee und Umsetzung
Budinsky, Ralf - 2002 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001684273
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Informed trading, liquidity provision, and stock selection by mutual funds
Da, Zhi; Gao, Pengjie; Jagannathan, Ravi - 2009
Persistent link: https://www.econbiz.de/10003899118