Zobrazeno 1 - 10
of 15
pro vyhledávání: '"Bruce A. Costa"'
Publikováno v:
Applied Finance Letters, Vol 3, Iss 1 (2014)
Stock indexes are passive ‘value-weighted’ portfolios and should not have alphas which are significantly different from zero. If an index produces an insignificant alpha, then significant alphas for equity funds using this index can be attributed
Externí odkaz:
https://doaj.org/article/735cd19ac0c2432a870f75ac17371bdf
No Brasil, entre as doenças cardiovasculares, O IAM é a primeira causa de morte direta. O IAM se apresenta como dano tecidual ao miocárdio. A produção científica sobre infarto agudo do miocárdio ainda é escassa, tomando como base a importânc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0eb15690717b87e02e456d6ced0f010e
Publikováno v:
The Journal of Investing. 29:80-97
This article investigates the risk-adjusted performance of Australian socially responsible investment (SRI) mutual funds, their self-specified benchmark indexes, and an alternative SRI index from 2009 to 2019. Adopting a multifactor risk-adjustment m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::17499c005ed5cbd1bcb2bbc0ac04b881
https://doi.org/10.3905/joi.2019.1.113
https://doi.org/10.3905/joi.2019.1.113
Publikováno v:
Made in AMazônia
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9f90fb6cb1dcdd0b52a994afe45b5813
https://doi.org/10.22533/at.ed.53021010439
https://doi.org/10.22533/at.ed.53021010439
Publikováno v:
The Journal of Investing. 27:65-79
This article examines the risk–return characteristics of 29 options-based equity funds, their self-specified S&P 500 total return benchmark index, and a suite of alternative options-based strategy indexes in the United States from 2010 to 2015. Usi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::18bed49aa6ab6801b081b4d2d1331018
https://doi.org/10.3905/joi.2018.27.1.065
https://doi.org/10.3905/joi.2018.27.1.065
Publikováno v:
Journal of Asset Management. 16:386-400
The primary aim of this study is to investigate whether equity fund managers are selecting appropriate self-nominated benchmark indexes for their funds. Specifically, we examine the performance of active Australian equity mutual funds and whether the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ffb7047f2fa318c41cc963de686e7c6e
https://doi.org/10.1057/jam.2015.29
https://doi.org/10.1057/jam.2015.29
Publikováno v:
The Journal of Index Investing. 4:82-89
Using a four-factor model and newly available European risk factors, we generate alphas and factor loadings for a set of European stock market indexes. Indexes are essentially unmanaged portfolios, therefore their alphas should be insignificant. Sinc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e261c960cd2424f1a94a64b97ca3b2da
https://doi.org/10.3905/jii.2013.4.1.082
https://doi.org/10.3905/jii.2013.4.1.082
Publikováno v:
Journal of Multinational Financial Management. 23:113-123
This paper examines how cultural differences influence cross-sectional variation in IPO underpricing across 39 countries. We conjecture that cultural difference across geographic boundaries will influence the acceptance of and the expectations for IP
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::61b686538ef0156fc685eadc0ab649d3
https://doi.org/10.1016/j.mulfin.2012.12.001
https://doi.org/10.1016/j.mulfin.2012.12.001
Publikováno v:
The Journal of Index Investing. 2:94-107
This article establishes index suitability on a risk-adjusted basis for socially responsible investment (SRI) mutual funds that specify small-to-mid- or large-capitalization indexes as their performance benchmarks. Using a four-factor model, the auth
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9065460c6208d0bf562ef2d3b061e9aa
https://doi.org/10.3905/jii.2011.2.3.094
https://doi.org/10.3905/jii.2011.2.3.094