it (Chapter 3) and investment pattern vis-脿-vis investors' composition (Chapter 4). Now it is necessary to examine the performance of various schemes offered by the mutual fund organizations because scheme performance is the main criterion for investors' interest in investing in mutual funds. Ul...
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 ...
JENSEN, . The Performance of Mutual Funds in the Period , Journal of Finance, , 389-416. C Michael - 法律文化社 被引量: 2263发表: 1968年 A robust nonparametric approach to evaluate and explain the performance of mutual funds The topic of the measurement of mutual funds' performance is ...
This study examines the performance of mutual funds managed by firms that simultaneously manage hedge funds. We find that the reported returns of mutual funds in these "side-by-side" associations with hedge funds significantly underperformed those of mutual funds that shared similar fund and family ...
portfolio andscheme performance. Even in the absence of such statements, there are several websites and mobile apps that keep track of scheme performance. Some such sites can be customized to track a particular portfolio. Popular business papers also regularly review and comment onMutual Funds. ...
This article examines the growing phenomenon of mutual fund closings by analyzing the investment performance of open-end funds that close to new investors. We find that: (1) the average excess return (estimated by Jensen's alpha) was positive in the 24 months prior to closing, (2) the aver...
Can common factors in stock returns and mutual fund expenses explain the predictability of mutual find returns?股票回报和共同基金支出的共同因素能否解释共同基金回报的可预测性? Literature Review Data Description Mutual fund data Empirical Methods Results Conclusion Extension What is causing the strong,persis...
Finally, replicating FOFs' holdings can be prohibitively expensive since they commonly hold funds with high minimum initial investments, closed funds and/or funds that are restricted to a particular investor type. 展开 关键词: fund of funds mutual funds fund performance management structure ...
, alpha, beta, Sharpe and Treynor ratios are mostly employed for identifying the performance of mutual funds that are also compared with their benchmark index to establish if these funds are outperformed and if is it worth paying management fees to investment banks for managing mutual funds. ...
Umamaheswar Rao, S. P. (2001). Mutual fund performance during up and down market conditions. Review of Business, 22(1/2), 62-65.Rao S., 2001, "Mutual funds performance during up and down market conditions", Review of Business, vol. 22, pg. 62-65...