A review of behavioural and management effects in mutual fund performance
This paper surveys and critically evaluates the literature on the role of management effects
and fund characteristics in mutual fund performance. First, a brief overview of performance …
and fund characteristics in mutual fund performance. First, a brief overview of performance …
How does human capital affect the performance of small and mid‐cap mutual funds?
LN Switzer, Y Huang - Journal of Intellectual Capital, 2007 - emerald.com
Purpose–This study sets out to examine whether small and mid‐cap fund performance is
related to fund manager human capital characteristics including tenure, investment …
related to fund manager human capital characteristics including tenure, investment …
[PDF][PDF] Influences on mutual fund performance: comparing US and Europe using qualitative comparative analysis
JE Graham, C Lassala… - Economic research …, 2020 - hrcak.srce.hr
This study examines the conditions that lead mutual funds to underperform or outperform
competitors. Using fuzzy-set qualitative comparative analysis (fsQCA), we draw upon …
competitors. Using fuzzy-set qualitative comparative analysis (fsQCA), we draw upon …
Forecasting Islamic equity indices alpha
N Anjum, SKO Rajput - International Journal of Islamic and Middle …, 2021 - emerald.com
Purpose This paper aims to investigate whether Islamic and conventional equity indices
offer some alpha. These indices are expected to offer no alpha being value-weighted …
offer some alpha. These indices are expected to offer no alpha being value-weighted …
A fuzzy-set analysis of conditions influencing mutual fund performance
JE Graham, C Lassala, B Ribeiro-Navarrete - International Review of …, 2019 - Elsevier
This paper presents an application of fuzzy-set qualitative comparative analysis (fsQCA) to
frame the conditions that lead to over-or under-performance of mutual funds. Building upon …
frame the conditions that lead to over-or under-performance of mutual funds. Building upon …
[PDF][PDF] Manager attributes and fund performance: evidence from Taiwan
JL Hu, HE Yu, YT Wang - Journal of Applied Finance and Banking, 2012 - scienpress.com
This paper applies a four-stage data envelopment analysis (DEA) approach proposed by
Fried et al.(1999) to measure the operational environment-adjusted efficiency of sixty mutual …
Fried et al.(1999) to measure the operational environment-adjusted efficiency of sixty mutual …
[PDF][PDF] A Review of performance indicators of mutual funds
Over the past few decades, mutual funds are playing a vital role in the economic
development and this industry has flourished worldwide. In the light of these developments …
development and this industry has flourished worldwide. In the light of these developments …
[PDF][PDF] Possible drivers of high performance of European mutual ESG funds-an fsQCA view on sustainable investing.
F Welling, J Stoklasa - KNOWCON, 2021 - annals-csis.org
The paper applies the tools of fsQCA and their recent modifications by Stoklasa, Luukka and
Talášek to analyze the possible drivers of high performance of European ESG funds. 429 …
Talášek to analyze the possible drivers of high performance of European ESG funds. 429 …
A study on the impact of internal factors of a mutual fund on its performance
R Vinith, VS Abhilash, SV Pillai - Asian Journal of Economics …, 2021 - globalpresshub.com
The primary aim of this study was to determine whether internal factors influence the
performance of a mutual fund. Mutual funds are considered to be one of the best investment …
performance of a mutual fund. Mutual funds are considered to be one of the best investment …
The performance of actively and passively managed Swiss equity funds
Summary Using a Switzerland-specific Carhart model, we study the risk-adjusted
performance of actively and passively managed mutual funds investing in Swiss stocks from …
performance of actively and passively managed mutual funds investing in Swiss stocks from …