A review of behavioural and management effects in mutual fund performance

K Cuthbertson, D Nitzsche, N O'Sullivan - International Review of Financial …, 2016 - Elsevier
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 …

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 …

[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 …

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 …

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 …

[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 …

[PDF][PDF] A Review of performance indicators of mutual funds

S Goel, M Mani, R Sharma - Researchers World, 2012 - researchgate.net
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 …

[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 …

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 …

The performance of actively and passively managed Swiss equity funds

M Ammann, M Steiner - Swiss Journal of Economics and Statistics, 2009 - Springer
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 …