mutual fund performance阅读笔记 Mutual Fund Performance: A Reading Note In this reading, the author discusses the performance of mutual funds and their importance in investment portfolios. Here are the key points: 1. Mutual funds are investment vehicles that pool money from multiple investors to ...
Carhart (1992) documents that persistence in expense ratios drives persistence in mutual fund performance.证明了费用比率的持续性推动了共同基金业绩的持续性。 Data Description Mutual fund data Monthly data from 1962 to 1993 Incudes all known equity funds over this period--Eliminates survivorship bias 消...
Indro, D., Jiang, C., Hu, M. and Lee, W. (1999), "Mutual fund performance: does fund size matter?", Financial Analysts Journal, Vol. 55 No. 3, pp. 74-87.Indro, Daniel C; Jiang, Christine X; Hu, Michael Y; Lee, Wayne Y,. (1999), "Mutual Fund Performanc...
主要的分析工具有:(1)投资组合分析理论(由Markowitz均值方差理论衍生,见[1][2][3]),(2)股票市场定价理论(随机游走理论,见[4]),(3)CAPM理论(见[5])。大体分析框架如下:根据投资组合分析理论,共同基金的选择共需分三步,首先把对个股表现的预测转化为对投资组合(即基金本身)表现的预测,其次在海量的投资组合...
Ways to Measure Mutual Funds Performance There are multiple metrics that help you analyze mutual funds. Following are some of the most commonly used mutual fund performance ratios: 1. Alpha Alpha is a risk-adjusted return metric. It is a measure that compares a fund’s performance to its benc...
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On persistence in mutual fund performance 热度: On Persistence in Mutual Fund Performance 热度: MutualFundPerformance: AnEmpiricalDecompositioninto Stock-PickingTalent,Style,TransactionsCosts,andExpenses RussWermers CampusBox419 GraduateSchoolofBusinessAdministration ...
Social Science Electronic PublishingVerheyden, T., De Moor, L. & Vanpee, R., 2016, `Mutual fund performance: A market efficiency perspective', Investment Analysts Journal 45(1), 1-15. https://doi.org/1 0.1080/10293523.2015.1125058
effects of sales expenses and management expenses on mutual fund performance and flows 热度: Chevalier and Ellison-1997-JF-Are Some Mutual Fund Managers Better Than Others Cross-Sectional Patterns in Behavior and Performance 热度: Managing Hedge Fund Managers Quantitative and Qualitative Performance Measur...
网络夏普指标 网络释义 1. 夏普指标 政大机构典藏:Item 140.119/35140 ... 郭维裕 Kuo,Wei-yu夏普指标Mutual Fund Performance李恺莉 Li,Kai-Li ... nccuir.lib.nccu.edu.tw|基于 1 个网页 例句 释义: 全部,夏普指标