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Stock selection and timing ability of the Taiwan equity funds : the application of stochastic beta, GARCH, and nonlinear GLS

Goo, Yeong-Jia; Chang, Feng-Huei; Chiu, Kuo-Liang - In: Modern economy 6 (2015) 2, pp. 153-164

Persistent link: https://www.econbiz.de/10011286014

Effect of regulatory constraints on fund performance : new evidence from UCITS hedlge funds

Joenväärä, Juha; Kosowski, Robert L. - 2015

Persistent link: https://www.econbiz.de/10011289235

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

Testing the skill of mutual fund managers : evidence from India

Sharma, Prateek; Paul, Samit - In: Managerial finance 41 (2015) 8, pp. 806-824

Persistent link: https://www.econbiz.de/10011336598

Does past performance affect mutual fund tracking error in Taiwan?

Wang, Ching-Ping; Huang, Hung-Hsi; Chen, Cheng-Yu - In: Applied economics 47 (2015) 49/51, pp. 5476-5490

Persistent link: https://www.econbiz.de/10011341768

Style factor timing : an application to the portfolio holdings of US fund managers

Gallagher, David R.; Gardner, Peter; Schmidt, Camille H. - In: Australian journal of management 40 (2015) 2, pp. 318-350

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Can global bond fund managers generate alpha using currency volatility?

Konstantinov, Gueorgui - In: International journal of bonds and derivatives 1 (2014) 2, pp. 111-133

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The cross section of conditional mutual fund performance in European stock markets

Banegas, Ayelen; Gillen, Ben; Timmermann, Allan; … - In: Journal of financial economics 108 (2013) 3, pp. 699-726

Persistent link: https://www.econbiz.de/10009764346

Performance and market share : evidence from the German mutual fund industry

Krahnen, Jan Pieter; Schmid, Frank A.; Theissen, Erik - 1997 - First version - May 1997

In this paper we analyze the relation between fund performance and market share. Using three performance measures we first establish that significant differences in the risk-adjusted returns of the funds in the sample exist. Thus, investors may react to past fund performance when making their...

Persistent link: https://www.econbiz.de/10009768858

The perils of performance measurement in the German mutual-fund industry

Böhme, Philip; Pohl, Walter; Schmedders, Karl - 2013

infer each fund's NAV closing time from the best-fit market model using both maximum likelihood and Bayesian estimation. The …

Persistent link: https://www.econbiz.de/10009751161