Zobrazeno 1 - 10
of 95
pro vyhledávání: '"Keith Cuthbertson"'
Publikováno v:
Journal of Asset Management.
We re-examine performance persistence amongst UK mutual funds. Specifically, we investigate performance persistence amongst small portfolios of past high-performing funds. In contrast to the more common analysis of decile portfolios of funds, we focu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0dc973a77d17ddd4f8ff59666b3ae422
https://doi.org/10.1057/s41260-023-00310-7
https://doi.org/10.1057/s41260-023-00310-7
We re-examine US mutual fund performance persistence. We investigate persistence (i) using both “academic” factor models and “practitioner” index models, (ii) using decile-size recursive portfolios and also portfolios formed from smaller numb
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2a92a57c3e903312d5c2cf61b23429d5
We develop a performance evaluation model that incorporates the factors proposed by Huij and Derwall (2008) and a fund-specific benchmark to analyse the performance of US fixed income funds. Using the full sample, and accounting for the possibility o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::831aacadc12b13c1762cf77dd3b94a31
Publikováno v:
International Journal of Finance & Economics. 23:349-361
The aim of the European Union's Emissions Trading Scheme (EU ETS) is that by 2020, emissions from sectors covered by the EU ETS will be 21% lower than in 2005. In addition to large CO 2 emitting companies covered by the scheme, other participants hav
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::55a3c602866c981c051a5b214047420e
https://doi.org/10.1002/ijfe.1620
https://doi.org/10.1002/ijfe.1620
Three experts provide an authoritative guide to the theory and practice of derivatives Derivatives: Theory and Practice and its companion website explore the practical uses of derivatives and offer a guide to the key results on pricing, hedging and s
Publikováno v:
International Journal of Finance & Economics. 21:224-240
There is now a substantial literature on the effects of rebalancing on portfolio performance. However, this literature contains frequent misattribution between ‘rebalancing returns’ which are specific to the act of rebalancing, and ‘diversifica
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3f6d62140a95d47802c118db6bf04c7f
https://doi.org/10.1002/ijfe.1545
https://doi.org/10.1002/ijfe.1545
Publikováno v:
International Journal of Finance & Economics. 24:1407-1408
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3d5cfe32ae61a24f7a6f83671b0ce0de
https://doi.org/10.1002/ijfe.1738
https://doi.org/10.1002/ijfe.1738
Publikováno v:
European Financial Management. 22:667-696
We apply parametric and non-parametric estimates to test market and style timing ability of individual German equity and bond mutual funds using a sample of over 500 equity and 350 bond funds, over the period 1990-2009. For equity funds, both approac
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d9c5bf9180f14a3ac492b2d2ce9de295
https://doi.org/10.1111/eufm.12080
https://doi.org/10.1111/eufm.12080
Originally published in 1986. This helpful text sets out what appears to make exchange rates change and shows how these various factors contribute to an explanation of the past. It considers the problems of providing satisfactory forecasts of the exc