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This article examines the performance persistence of 15534 variable annuities funds over the period January 2010 to January 2020. We use a population free from survivorship self-selection and backfill bias and measure performance using risk adjusted measures. The data was obtained from...
Persistent link: https://www.econbiz.de/10014257855
This article examines performance persistence using a sample of 2419 US variable life funds from the period 2010 to 2020. This is the first study that examines US variable life attached to mutual funds that are composed from stocks, bonds, and cash. Performance persistence in the investment...
Persistent link: https://www.econbiz.de/10014257966
This article examined the performance persistence of 12083 open-end funds using a large survivorship bias-free sample from Wiesenberger InvestmentView. The methodology that we have used is contingency tables. In order to examine performance persistence we rank the returns of funds over the...
Persistent link: https://www.econbiz.de/10014265266
A population of 2419 US variable life funds was used to test performance persistence in different time periods. The data was obtained from Wiesenberger InvestmentView database. We bootstrapped the monthly returns over successive years over the whole period starting from 01/01/2010 to 01/01/2020....
Persistent link: https://www.econbiz.de/10014265363
We check for performance persistence of variable annuities funds in terms of both market price returns and net asset value average returns in each category. In addition, we use regression models to test market timing ability. We use the entire population of 15534 variable annuities funds over...
Persistent link: https://www.econbiz.de/10014265368
This article examines performance persistence using a sample of 15534 US variable annuities funds from the period 2010 to 2020. This is the first study that examines US variable annuities attached to mutual funds that are composed from stocks, bonds, and cash. Performance persistence in the...
Persistent link: https://www.econbiz.de/10014265394
In this article, we are going to use different theorems to explain the Christian Greek Orthodox approach and its variables using set theory, general topology, group theory, and Boolean algebra. Under the Greek Orthodox approach, the set is the Greek Orthodox religion. We denote the elements as...
Persistent link: https://www.econbiz.de/10014242039
In this paper, we study the Boeing digital crypto currency using binomial, Poisson distribution and application in C++. The initial coin offerings price is 0.15 USD. The circulation of the Boeing digital currency is expected in September 2021 at www.crypto.com after a crypto currency license is...
Persistent link: https://www.econbiz.de/10013324438