Zobrazeno 1 - 10
of 37
pro vyhledávání: '"Juan Carlos Matallín Sáez"'
Publikováno v:
Quantitative Finance and Economics, Vol 7, Iss 1, Pp 50-73 (2023)
Investors and other financial actors are attracted by the role of socially responsible (SR) mutual funds in the transition to a low-carbon economy. In response to the demand for more information, Morningstar reported the level of carbon risk of funds
Externí odkaz:
https://doaj.org/article/cb7b5dd99341450e8d727eb47c42ed70
Autor:
Juan Carlos Matallín-Sáez, Amparo Soler-Domínguez, Diego Víctor de Mingo-López, Salvador Navarro-Montoliu
Publikováno v:
Repositori Universitat Jaume I
Universitat Jaume I
Universitat Jaume I
This study analyzes the demand for conventional and socially responsible (SR) mutual funds using cash flow data from a large sample of U.S. equity funds. For both types of funds, previous results have a positive impact on inflows. However, redemption
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9deac440df6195b77f4e688aba526ee2
https://doi.org/10.1002/csr.2172
https://doi.org/10.1002/csr.2172
Publikováno v:
Applied Economics Letters. 29:135-139
The main objective of this study is to examine fund performance across different investment styles. Using a large sample of US mutual funds, we evaluate fund performance in relation to investment s...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d6cce55df747b93e97b1e0ba081275ad
https://doi.org/10.1080/13504851.2020.1861182
https://doi.org/10.1080/13504851.2020.1861182
In this article, we examine whether active mutual funds that markedly change their exposure to systematic risk factors subsequently outperform. We propose a new returns-based approach to assess the degree to which mutual funds adjust their risk expos
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d0799e093077e1dc2698491d4dd0891d
Publikováno v:
Repositori Universitat Jaume I
Universitat Jaume I
Universitat Jaume I
Purpose - This study aims to assess the relationship between cash management and fund performance in index fund portfolios. Design/methodology/approach - Using a sample of 104 index mutual funds that track the Standard and Poor 500 stock market index
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::370560068c2ca18ad3ecd28884222f65
https://doi.org/10.1108/arla-07-2020-0158
https://doi.org/10.1108/arla-07-2020-0158
Autor:
Amparo Soler-Domínguez, Emili Tortosa-Ausina, Diego Víctor de Mingo-López, Juan Carlos Matallín-Sáez
Sustainable investment responds to demands for carbon and climate‐neutral societies. To address the urgency around climate change and provide investors with more qualified information, Morningstar has developed the Low Carbon Designation (LCD) to i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9968948937668b1f0851641d63197e83
Autor:
Juan Carlos Matallín-Sáez
Publikováno v:
Revista de Contabilidad y Tributación. CEF. :165-200
El objetivo de este trabajo es analizar la variación del riesgo sistemático de las acciones al comparar momentos bajistas y alcistas. Se aplica el modelo de Matallín-Sáez, Moreno y Rodríguez (2015), que desagrega la variación del riesgo en cuat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::68859b21563fefb92a76ddc05d8c9334
https://doi.org/10.51302/rcyt.2018.4301
https://doi.org/10.51302/rcyt.2018.4301
Autor:
Emili Tortosa-Ausina, Juan Carlos Matallín-Sáez, Amparo Soler-Domínguez, Diego Víctor de Mingo-López
Publikováno v:
Business Ethics: A European Review. 28:71-98
This study analyses the performance and market timing of US socially responsible (SR) mutual funds in relation to business cycle regime shifts and different grouping criteria: Ethical strategy focus, SR attributes scores and Morningstar category. Dif
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5dcfa0f350f143cecfe69ba7b82e6b85
https://doi.org/10.1111/beer.12196
https://doi.org/10.1111/beer.12196
Publikováno v:
International Review of Economics & Finance. 57:353-370
We propose a novel performance attribution model for equity fund portfolios. The model analyses investment decisions based on portfolio holdings and measures the value added from different sources of performance such as past return strategies, securi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1dfe9b8d20648426ad4aa573ffc25824
https://doi.org/10.1016/j.iref.2018.02.003
https://doi.org/10.1016/j.iref.2018.02.003
Publikováno v:
Repositori Universitat Jaume I
Universitat Jaume I
Universitat Jaume I
espanolAunque durante mucho tiempo se ha reconocido que la gestion activa es un tema importante en el area de la evaluacion del rendimiento de los fondos de inversion, el consenso alcanzado acerca de la contribucion al valor anadido de los fondos por
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7316e3971c1a63e14f6ac04f542a4443