Zobrazeno 1 - 10
of 32
pro vyhledávání: '"Dale L. Domian"'
Publikováno v:
The Journal of Wealth Management. 18:67-76
Our study examines the performance, expense, and tax efficiency of domestic equity mutual funds that have a stated goal of minimizing the taxes paid by their shareholders. We arrive at three main findings. First, on average, over 95% of the variabili
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cfd1d03bce06b273bcb0bcf22a5582ab
https://doi.org/10.3905/jwm.2015.18.2.067
https://doi.org/10.3905/jwm.2015.18.2.067
Publikováno v:
Managerial Finance. 41:591-599
Purpose – The home is a substantial investment for most individual investors but the assessment of risk and return of residential real estate has not been well explored yet. The existing real estate pricing literature using a CAPM-based model gener
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ce99794087008cf33d2382e40294f0f1
https://doi.org/10.1108/mf-07-2013-0195
https://doi.org/10.1108/mf-07-2013-0195
Autor:
David Nanigian, Dale L. Domian
Publikováno v:
The Journal of Investing. 23:43-64
Recent research shows superior performance by those equity funds that differ the most from their benchmarks. Existing studies, however, have not examined important questions about risk, such as the impact of holding a portfolio of low R2 funds on the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5a424e263ea5cbba6ede877228b7ee16
https://doi.org/10.3905/joi.2014.23.3.043
https://doi.org/10.3905/joi.2014.23.3.043
Autor:
William Reichenstein, Dale L. Domian
Publikováno v:
The Journal of Investing. 20:105-116
Previous studies disagree as to whether bond fund returns can be predicted. These differences in conclusions are likely due to differences in the samples. This study examines the ability of expense ratios and prior five-year returns to predict 1995
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::38fe25200bc714e0c8ac38bddc4d2f0f
https://doi.org/10.3905/joi.2011.20.4.105
https://doi.org/10.3905/joi.2011.20.4.105
Autor:
Dale L. Domian, William Reichenstein
Publikováno v:
The Journal of Investing. 18:12-20
This article updates prior studies and presents new evidence on the predictability of stock market returns. It examines the ability of two earnings yields to predict one- through 10-year real S&P 500 returns for 1881–2008 and 1953–2008. The upsho
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a6d7fe6f637659f53ae0fb61b1ec30e5
https://doi.org/10.3905/joi.2009.18.3.012
https://doi.org/10.3905/joi.2009.18.3.012
Autor:
Dale L. Domian, William Reichenstein
Publikováno v:
The Journal of Fixed Income. 18:52-64
This study presents returns-based style analysis on a convertible bond index and 16 convertible bond funds for 1998–2007 and two subperiods. It allows investors to better calculate their asset allocation. For the full period and both subperiods, th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::24b324560469326062a49fbc590a12ff
https://doi.org/10.3905/jfi.2009.18.3.052
https://doi.org/10.3905/jfi.2009.18.3.052
Autor:
William Reichenstein, Dale L. Domian
Publikováno v:
The Journal of Fixed Income. 17:72-87
We present returns-based style analysis of four high-yield (HY) bond indexes and 60 HY bond funds. It is widely accepted that HY bonds are hybrid assets, with returns sensitive to both high-grade bond returns and stock returns. Our findings show they
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a6f0cddcfb710d7b03aa3a5c540e87b4
https://doi.org/10.3905/jfi.2008.705543
https://doi.org/10.3905/jfi.2008.705543
Publikováno v:
The Financial Review. 42:557-570
We examine returns and ending wealth in portfolios selected from 1,000 large U.S. stocks over a 20-year holding period. Shortfall risk, the possibility of ending wealth being below a target, is a useful metric for long horizon investors and is consis
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::22a9cd56414a837495e3531fd58bf92f
https://doi.org/10.1111/j.1540-6288.2007.00183.x
https://doi.org/10.1111/j.1540-6288.2007.00183.x
Publikováno v:
SSRN Electronic Journal.
This study uses a proprietary survey of Canadians to examine factors that lead people to seek professional financial planning help. The main hypothesis is that financial self-efficacy will positively predict whether one seeks help. We also examine th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c80d4ff0ad54c52ef5dc2310dd2e7bc3
https://doi.org/10.2139/ssrn.2666727
https://doi.org/10.2139/ssrn.2666727
Publikováno v:
Journal of Economics and Finance. 30:356-375
We use a continuous-time model to derive return and wealth distributions for leveraged portfolios over long holding periods. These theoretical distributions closely match empirical distributions obtained from a resampling procedure. The expected annu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0728262ba549e6a95aa35fec37554150
https://doi.org/10.1007/bf02752741
https://doi.org/10.1007/bf02752741