performancebayesian estimationpersistenceIn this paper, we provide an in-depth analysis of the performance of newly launched mutual funds. We highlight a positive connection between past performance of families and subsequent new fund performance among top deciles. Moreover, we present a new ...
Equity mutual fundsSharpe’s ratioBenchmark indexTreynor’s ratioFama’s measureRisk-Return analysisIn this paper, study has been made to analyse the performance of ten growth oriented equity diversified mutual fund schemes (MFS) viz., Franklin India High GrowN., Suresh...
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analysisofthemutualfundindustry.We ¯ndthatfundsholdstocksthatoutperformthemarketby1.3percentperyear,buttheirnet returnsunderperformbyonepercent.Ofthe2.3percentdi®erencebetweentheseresults,0.7 percentisduetotheunderperformanceofnon-stockholdings,while1.6percentisduetoexpenses andtransactionscosts.Thus,fundspick...
The present paper aims at exploring the equity exposure of Italian equity mutual funds as they emerge from their portfolio holdings at the date of December 31st, 2010. The technique adopted in the analysis considers the construction of a bipartite network and the detection of the overlap of portf...
thebenchmarks.Afund'sSharperatiocanbeestimatedmorepreciselybyusingreturnsonotherassetsaswellasthefund.Newestimatesoftheseperformancemeasuresforalargeuniverseofequitymutualfundsexhibitsubstantialdi®erencesfromtheusualestimates.JELclassi¯cations:G11,G12,C11Keywords:Performanceevaluation;Mutualfunds;Bayesiananalysis...
the basic concepts and terminologies of the mutual funds in public limited companies and private limited companies, to analyze performance and growth of selected mutual funds schemes with their NAV and their returns, to identify the return variance and to provide suggestions based on the analysis.Sha...
While similar in their trading and organization, closed-end funds (CEFs) and exchange-traded funds (ETFs) differ in their liquidity and ease of arbitrage. ... JC Hughen,PG Mathew - 《International Review of Financial Analysis》 被引量: 32发表: 2009年 Why Does Performance Persistence Vary Amon...
Adjusting for the mutual fund investment objective is helpful, but it still does not result in the discovery of a significant number of successful funds. A detailed analysis reveals a very low power of the study. Even if outperformers are present in the sample, they might not be recognized ...
Have Index Funds Become More Popular? Index funds track the performance of a market index. They can be formed as either mutual funds or ETFs. These funds have become more popular because they're passively managed and usually come with lower fees. They have lower research and management costs ...