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....

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...

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...

In this article, we examine performance persistence and the implied volatility smile of the Nasdaq OMX Copenhagen 25 stock index options from the period 2010 to 2020. This is the first study that provides a detailed analysis of performance persistence using data from the nasdaqomxnordic website....

This article examines performance persistence of the S&P 500 stock index options from the period 2010 to 2022. Performance persistence in the investment literature was a major area of investigation for academics, investors and practitioners for more than 3 decades. This is the first study that...

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...

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...

Matrix algebra was covered in the linear regression, multiple regression section and simultaneous equations models. I have used simple examples to facilitate your learning experience. Econometrics is basically related to economic measurement. It is the application of statistics and mathematics...