Zobrazeno 1 - 10
of 19
pro vyhledávání: '"David Nanigian"'
Autor:
David Nanigian
Publikováno v:
The Journal of Investing. 31:10-22
This study examines the risk-adjusted performance of actively managed mutual funds versus passively managed mutual funds between 1991 and 2019 and finds that there is no statistically significant difference in performance between the two types of fun
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9232db1f77cdd7802d3f28d4471bdce7
https://doi.org/10.3905/joi.2021.1.212
https://doi.org/10.3905/joi.2021.1.212
Autor:
David Nanigian
Publikováno v:
SSRN Electronic Journal.
This study examines the risk-adjusted performance of actively managed mutual funds vs. passively managed mutual funds between 1991 and 2019 and finds that there is no statistically significant difference in performance between the two types of funds
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::eaf7cd4bb6150d833a2287bd1bdb8c9f
https://doi.org/10.2139/ssrn.3789326
https://doi.org/10.2139/ssrn.3789326
Autor:
David Nanigian
Publikováno v:
FINANCIAL PLANNING REVIEW. 3
Since 2011, Morningstar has issued Morningstar Analyst Ratings on many of the largest mutual funds in the United States. In June 2017, Morningstar launched the Morningstar Quantitative Rating™ to provide a forward‐looking rating on all mutual fun
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6b9adfbcd18754bfc8ab3c8169c59f22
https://doi.org/10.1002/cfp2.1090
https://doi.org/10.1002/cfp2.1090
Publikováno v:
The Journal of Portfolio Management. 43:33-43
The authors empirically investigate the investment impact of commonly used manager selection heuristics that involve redeploying assets from underperforming to outperforming managers. Studying portfolios constructed using the typical three-year evalu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::94b62da6a9c5343e8423a974c659c357
https://doi.org/10.3905/jpm.2017.43.4.033
https://doi.org/10.3905/jpm.2017.43.4.033
Autor:
David Nanigian
Publikováno v:
SSRN Electronic Journal.
Since 2011, Morningstar has issued Morningstar Analyst Ratings on many of the largest mutual funds in the United States. In June 2017, Morningstar launched the Morningstar Quantitative Rating™ to provide a forward‐looking rating on all mutual fun
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0869daa675cc61dbf6bbfa0048e9cbf1
https://doi.org/10.2139/ssrn.3580986
https://doi.org/10.2139/ssrn.3580986
Autor:
David Nanigian
Publikováno v:
SSRN Electronic Journal.
This study examines the impact of both expense ratio and tracking difference on Exchange-Traded Fund (ETF) performance. The relationship between expenses and performance is much stronger than the relationship between tracking difference and performan
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::199f1c5d296c4abe463a3aa134f05657
https://doi.org/10.2139/ssrn.3246153
https://doi.org/10.2139/ssrn.3246153
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
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
Publikováno v:
SSRN Electronic Journal.
We empirically investigate the investment results of commonly used fund selection strategies that involve redeploying assets from underperforming to outperforming funds. Based on portfolios constructed using U.S. mutual fund data over typical three-y
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c4e6194b263aa83ab40156243a7b355a
https://doi.org/10.2139/ssrn.2732060
https://doi.org/10.2139/ssrn.2732060
Publikováno v:
Managerial Finance. 38:1067-1084
PurposeThe purpose of this paper is to explore the impact of S&P 500 index fund money flow on the valuations of companies that are constituents of the index and those that are not.Design/methodology/approachTo examine the impact of passive investing
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::537c11f3783bdfdec53e12dba8fe6916
https://doi.org/10.1108/03074351211266793
https://doi.org/10.1108/03074351211266793