Towards a dead end? EMU bond market exposure and manager performance
GS Konstantinov, FJ Fabozzi - Journal of International Money and Finance, 2021 - Elsevier
Using factor models we empirically investigate the performance of European Monetary
Union (EMU) bond managers. We find that (1) alpha is time varying,(2) bond managers …
Union (EMU) bond managers. We find that (1) alpha is time varying,(2) bond managers …
[PDF][PDF] Construction of appropriate benchmark index for mutual funds: Specific reference to tax saver funds
Evaluating the performance of mutual funds in the light of increased competition has
become more significant in the capital market. Proper identification of investment style and …
become more significant in the capital market. Proper identification of investment style and …
Performance Evaluation of Mutual Fund Industry in India.
KP Sivakumar, S RajaMohan… - Vidwat: The Indian …, 2010 - search.ebscohost.com
This article evaluates the performance of mutual funds players in India based on their
resource mobilization during the past decade. The players are broadly classified into private …
resource mobilization during the past decade. The players are broadly classified into private …
Returns-Based style analysis: an Excel-based classroom exercise
J McDermott - Journal of Education for Business, 2009 - Taylor & Francis
W. Sharpe's (,) returns-based style analysis provides an excellent opportunity to use a
sophisticated portfolio-analysis tool in the classroom to help illustrate important topics in …
sophisticated portfolio-analysis tool in the classroom to help illustrate important topics in …
Dicing with the market: randomized procedures for evaluation of mutual funds
F Lisi - Quantitative Finance, 2011 - Taylor & Francis
The main interest of subscribers to mutual funds is knowing how much their wealth grows
and, thus, the whole performance of a fund manager in a fixed interval of time. Closely …
and, thus, the whole performance of a fund manager in a fixed interval of time. Closely …
Sharpening the Sharpe Analysis with Machine Learning: Evidence from Manager Style-Shifting Skill of Mutual Funds
We investigate the factors driving mutual funds to alter their investment styles and examine
the consequences of such style shifts within a multi-style framework. Our approach involves …
the consequences of such style shifts within a multi-style framework. Our approach involves …
[BOOK][B] Investment Portfolio Selection Using Goal Programming: An Approach to Making Investment Decisions
R Azmi - 2014 - books.google.com
This book provides both practitioners and academics with a scientific approach to portfolio
selection using Goal Programming, an approach which is capable as far as is possible of …
selection using Goal Programming, an approach which is capable as far as is possible of …
[PDF][PDF] Factor-based v. industry-based asset allocation: The contest
Factor investing has emerged as the new paradigm for long-term investment. Applied to
equities, factor investing is probably the most serious contender to the classical industry …
equities, factor investing is probably the most serious contender to the classical industry …
Partial adjustment towards performance‐based mutual fund returns: Evidence from US‐based equity funds
Mutual fund managers face heavy competition and have incentives to quickly re‐allocate
their portfolios in order to achieve and beat their performance targets. However, portfolio …
their portfolios in order to achieve and beat their performance targets. However, portfolio …
Investing into the Abyss: the continued misclassification of multi-sector managed funds
The objective of this paper is to assess whether Australian multi-sector managed funds are
misclassified, and then, having found this to be the case, determine if this misclassification …
misclassified, and then, having found this to be the case, determine if this misclassification …