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Are European Socially Responsible Mutual Funds Rewarding and Profitable?

Torres, Cristiana - 2013

The last two decades have shown us the growing importance of corporate, social and governance programs, as executives, investors and regulators have become increasingly aware of these programs' potential to mitigate corporate crises and build solid social reputation. Thus, mutual funds that...

Persistent link: https://www.econbiz.de/10013081084

Expectations of Profitability Mean-Reversion in Europe

Buus, Tomas - 2013

We have found that for net income and earnings before interest and tax the average expected rate of profitability mean … reversion (exactly rate of abnormal profitability deterioration) differs significantly from approx. 10 % to 80 % (depending on …, expecting the badly performing companies to regain their profitability and the well-performing to keep their superior …

Persistent link: https://www.econbiz.de/10013092252

The Profitability of Market Timing Strategies in Europe

van der Kruk, Desmond - 2013

This paper tests the moving-average strategy, dual moving average strategy, filter rule strategy and support-and-resist strategy and finds that all of these strategies can outperform the buy-and-hold strategy. The results are not driven by the momentum effect and even with the inclusion of...

Persistent link: https://www.econbiz.de/10013073433

Asset Growth Anomaly in Europe : Do Profits and Losses Matter?

Papanastasopoulos, George A. - 2017

This paper investigates whether the well-documented asset growth effect on stock returns exists across both profit and loss firms in European capital markets. We find that the asset growth anomaly is more pronounced across loss firms and is significantly dampened by the inclusion of profit firms...

Persistent link: https://www.econbiz.de/10012957291

A Stochastic Forward-Looking Model to Assess the Profitability and Solvency of European Insurers

Berdin, Elia - 2017

In this paper, we develop an analytical framework for conducting forward-looking assessments of profitability and … developments and stochastic claims. The model highlights the potential threats to insurers solvency and profitability stemming from …

Persistent link: https://www.econbiz.de/10012961958