The aim of this study is to evaluate the performance of the mutual funds in Tehran Stock Exchange with use of modified performance index based on risk (M2 proportion) which is one of the newest methods for portfolio evaluation. Therefore, data of 24 mutual funds has been gathered and ...
Conversano, C. and Vistocco, D., Analysis of mutual funds management styles: a modeling, ranking and visualizing approach. Journal of Applied Statistics, 2010, 37, 1825-1845.Conversano, C., & Vistocco, D. (2009). Analysis of mutual fund management styles: A modeling, ranking and ...
摘要: We evaluate the performance of 51 mutual fund families based on a study of their diversified US managed mutual funds over an 11-year-period and explore the determinants of performance gross of...关键词:Mutual fund families Performance Turnover Expense ratio Loads ...
Several methods for ranking mutual funds based on financial performance have been developed, but few of them propose a ranking methodology based on their non-financial performance. The aim of this chapter is to present two ranking methods for mutual funds based on their socially responsible ...
Alternative Measures of Mutual Fund Performance: Ranking DFA, Fidelity, and Vanguarddoi:10.2139/ssrn.3469834DFAFidelityVanguardactive versus passive investmentThis chapter evaluates the returns of the domestic equity funds of three major American companies: Vanguard, Fidelity, and Dimensional Fund Advisors ...
Lipper, a subsidiary of the international business and news conglomerate Thomson Reuters, provides data and analysis on investment products. Investors use the Lipper ranking scale to compare stocks, mutual funds and other equities and analyze their performance over time. The organization has been in ...
Lipper, a subsidiary of the international business and news conglomerate Thomson Reuters, provides data and analysis on investment products. Investors use the Lipper ranking scale to compare stocks, mutual funds and other equities and analyze their performance over time. The organization has been in ...
An interactive three-stage model for mutual funds portfolio selection The aim of this work is to be a useful instrument for helping finance practitioners on the selection of suitable mutual fund portfolios. The portfolio sele... BP Gladish,DF Jones,M Tamiz,... - 《Omega》 被引量: 65发表:...
Yes, the choice of performance measure does matter for ranking of us mutual funds Recent literature in performance evaluation has focused on preferences and characteristics of returns' distribution that go beyond mean and variance world... JOSE RENATO HAAS ORNELAS,ANTONIO FRANCISCO SILVA JUNIOR,JOSE...
Fund FlowsMutual FundsSalienceRankExamining a shock to the salience of the sustainability of the US mutual fund market, we present causal evidence that investors marketwide value sustainability.doi:10.2139/ssrn.3016092Hartzmark, Samuel MSussman, Abigail B...