Performance of index funds hardly a no-brainerSteve BaileySteven Syre, Globe Staff
Svetina,Marko - 《Journal of Applied Finance》 被引量: 32发表: 2010年 Exchange-traded funds: A primer Essentially index funds that are listed and trade on exchanges like stocks, Exchange-traded Funds (ETFs) have opened a whole new panorama of investment opp... D Fuhr - 《Journal of Asset...
Our suite of more than 200 Performance Indexes cover national, international and sector- specific markets over an average history of 19 years, and are informed by our work with nearly30 index sponsors globally (PDF, 282 KB)(opens in a new tab). ...
Our suite of more than 200 Performance Indexes cover national, international and sector- specific markets over an average history of 19 years, and are informed by our work with nearly30 index sponsors globally (PDF, 282 KB)(opens in a new tab). ...
Fund managers can passively invest in index funds and concentrate on actively managing the remainder of their funds. This paper looks in detail at the use of statistical selection methods in the construction of these funds. The measurement of the ability of these funds to track the underlying ...
Hedge funds with low or negative returns will be excluded from the index as will funds with high volatility; those funds will not survive for eight years. If only the successful funds remain in the index, the returns are overstated and risk is understated. Overstated returns and understated ...
I propose a new index, the b-index, to measure the performance of funds and fund managers. A fund or fund manager has a b-index equal to b if b is the highest number for which it holds that the fund/fund manager has returned more than b% at least b years throughout the history ...
She noted that the hedge fund index (created from a database) had a higher average return, higher standard deviation, and higher Sharpe ratio than the stock index. All the successful funds that have been in the hedge fund database continued to accept new money over the eight-year period. ...
The benchmark displayed is the MSCI World Index until 23 Feb 2014, the MSCI AC World Index from 24 Feb 2014 onwards.14 As of end of 2024, please note that Stewart Investors strategies and the Funds within the First Sentier Investors Global Umbrella Fund plc (Irish VCC) have been renamed....
Crane, A. D., Crotty, K., 2018. Passive versus active fund performance: Do index funds have skill? Journal of Financial and Quantitative Analysis 53 (1), 33-64.Crane, A. and K. Crotty (2015), "Passive versus Active Fund Performance: Do Index Funds Have Skill?", 23 June, http://...