A rational explanation for home country bias

I Hasan, Y Simaan - Journal of International Money and Finance, 2000 - Elsevier
While modern portfolio theory predicts that investors should diversify across international
markets, corporate equity is essentially held by domestic investors. French and Poterba …

Investors' behavior in an emerging, tax-free market

K Al-Hilu, ASM Sohel Azad, A Chazi… - … markets finance and …, 2017 - Taylor & Francis
We provide empirical evidence on the stock market participants' behavior in an emerging
market, with a tax-free environment. Our results show that United Arab Emirates'(UAE) …

Performance of dividend exchange-traded funds during bull and bear markets

S Kanuri, D Malhotra, R McLeod - The Journal of Index …, 2017 - search.proquest.com
This study investigates the performance of dividend exchange-traded funds (ETFs) during
both bull and bear markets. The authors compare their performance to a proxy for the US …

A Statistical Analysis of Mutual Fund Performance Measures: The Relevance of IR, Betas and Sharpe Ratios

H Razafitombo - Journal of Index and Investing, 2010 - papers.ssrn.com
Abstract Since Markowitz (1958) and Sharpe (1966), the increasing number of criteria and
performance indicators made mutual funds analysis more complex and sometimes risky. In …

An optimization strategy for enhancing the performance of fund-of-funds Portfolios

GA Larsen Jr, BC Resnick - Journal of Portfolio Management, 2012 - search.proquest.com
Previous research provides evidence that much of the cross-sectional variation in equity
returns can be explained by firm characteristics or sectors. One popular money management …

Enhanced versus passive mutual fund indexing: has DFA outperformed vanguard by enough to justify its advisor and transaction fees?

E Tower, CY Yang - The Journal of Investing, 2008 - joi.pm-research.com
Passive and enhanced index funds are two important options for investors. Vanguard is the
largest provider of passive indexed funds, and DFA is one of the major providers of …

Consensus forecasts of corporate earnings changes and the performance of Swiss stocks

A Dische, H Zimmermann - The Journal of Investing, 1999 - pm-research.com
Practical Applications Summary In Medicare and Tax Planning for Higher-Income
Households, from the Winter 2019 issue of The Journal of Wealth Management, authors …

[BOOK][B] Distributional politics and central bank independence: monetary reform in the United Kingdom, Canada, Australia and New Zealand

MR King - 2001 - search.proquest.com
Why do politicians change the legislation governing the central bank to give this institution
operational independence in the setting of monetary policy. This thesis examines the …

Impact of Multiple CDO Ratings on Credit Spreads

S Morkoetter, S Westerfeld - The Journal of Fixed Income, 2009 - pm-research.com
This article analyzes the downside risk and loss profiles of hedge funds in North America
and Asia to identify any significant differences between the geographic markets and to …

A tail of two cities: On the downside risk and loss profile of Asian and North American hedge funds

J Cherian, C Kon, W Weng - Available at SSRN 2520354, 2015 - papers.ssrn.com
This paper analyzes the downside risk and loss profiles of hedge funds in North America
and Asia to identify any significant differences between the geographic markets and …