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Maria Manuela de Orleans e Bragança,Marcelo de Sales Pessoa
Pág. 93 - 134
This work aims to verify if brazilian Hedge Funds generate positive alphas, that is, if managers have skill and contribute positively to the return of their funds during the period 2003 through 2013. To find the alphas, we estimate a seven-factor model b...
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João Nascimento Nerasti,Claudio Ribeiro Lucinda
Pág. 269 - 297
This paper aims to investigate the existence of persistence in superior performance in Brazilian stock market funds from 2001 to 2014. In order to do so, we used a sample free of survivorship bias and four different market models to characterize the expe...
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Ying-Fen Fu
Pág. 870 - 885
This study contributes to the literature by examining the relation among fund performance, performance persistence and individual fund manager sentiment, rather than the fund industry sentitment. This study employs the turnover rate as the proxy of indiv...
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Gustavo Passarelli Giroud Joaquim,Marcelo Leite Moura
Pág. 525 - 548
This study investigates the performance and persistence of the Brazilian hedge fund market using daily data from September 2007 to February 2011, a period marked by what was characterized by many as the world?s worst financial crisis since the great depr...
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Mohammad Abir Shahid Chowdhury,Zahid Ali,Muhammad Usman,Asad Ullah
Pág. 1739 - 1759
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D. R. Wessels,J. D. Krige
AbstractThis study focuses on the performance persistence of equity funds in the South African Unit Trust Industry against its appropriate index benchmark (ALSI) over the period 1988 to 2003. A few funds exhibited extraordinary persistence - either in ou...
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G. Oldham,J. A. Kroeger
AbstractFund managers in the South African unit trust industry have an objective of generating strong alpha returns, meaning average annual returns above the respective benchmark. This paper analyses the performance of twenty South African unit trusts, s...
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G. Oldham,J. A. Kroeger
AbstractFund managers in the South African unit trust industry have an objective of generating strong alpha returns, meaning average annual returns above the respective benchmark. This paper analyses the performance of twenty South African unit trusts, s...
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C. Firer,J. P. Beale,M. D. Edwards,J. N. Hendrie,D. C. Scheppening
AbstractThis study examines persistence of performance in South African general equity and fixed income unit trusts over the period January 1989 to December 1999. The formation and holding periods studied ranged from one quarter to two-years. Significant...
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J. F.C. Von Wielligh,E. V.D.M. Smit
AbstractThe persistence of performance of the General Equity Unit Trusts and All Unit Trusts that traded in South Africa during the period January 1988 to December 1997 and January 1993 to December 1997, is analysed using three models of performance meas...
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J. F.C. Von Wielligh,E. V.D.M. Smit
AbstractThe persistence of performance of the General Equity Unit Trusts and All Unit Trusts that traded in South Africa during the period January 1988 to December 1997 and January 1993 to December 1997, is analysed using three models of performance meas...
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Margaret C. Meyer
AbstractThe purpose of this study was to determine whether any persistence of performance existed in the unit trust industry in South Africa over the ten-year period from July 1985 to June 1995. Calculations were done over different time periods (one-, t...
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Margaret C. Meyer
AbstractThe purpose of this study was to determine whether any persistence of performance existed in the unit trust industry in South Africa over the ten-year period from July 1985 to June 1995. Calculations were done over different time periods (one-, t...
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Marwa Zouaoui
This paper empirically compares the market timing, the stock selection and the performance persistence of Islamic and conventional HSBC Saudi mutual funds by using monthly returns from April 2011 to December 2018. The data was grouped into five portfolio...
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Josimar Pires da Silva,Rafael Martins Noriller,Cesar Augusto Tibúrcio Silva,Jorge Katsumi Niyama
Pág. 108 - 123
The present work to analyze the relationship between earning quality versus performance of Brazilian companies listed in Brazil, Bolsa, Balcão (B3). The methodology consists of a descriptive, basic and quantitative approach with static panel data and mul...
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Konstantinos Drakos, Nicholas Giannakopoulos, Panagiotis Theodore Konstantinou
Pág. 54 - 83
Performance persistence in the US mutual fund market is investigated, modeling risk-adjusted performance as a Markov Chain. This allows us to explore whether there is a higher probability for funds to remain in their initial ranking, compared to the prob...
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Md Abdus Samad Kamal, Kotaro Hashikura, Tomohisa Hayakawa, Kou Yamada and Jun-ichi Imura
This paper presents Adaptive Cruise Control (ACC) with look-ahead anticipation, based on the model of ACC used in recent commercial vehicles, to take early decisions in driving a vehicle on the freeway. The existing ACC found in the high-end cars has lim...
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Csenge A. Molnar, Tamas Insperger
Pág. 317 - 327
Dynamic balance conditions were realized by asking eight volunteers to stand on uniaxial balance board with adjustable geometry and to carry out 60 s long balancing trials. Four different balance board geometry were used, each associated with different d...
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Nan Yu Wang,Chih-Jen Huang,Ying-Lin Hsu,Shian-Chang Huang
Pág. 260 - 272
This study aims to examine whether funds with illiquid assets exhibit stronger sensitivity of redemption outflows to bad past performance than funds with liquid assets. An important aspect of our study is whether large outflows should damage future fund ...
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Zhi-Weng Chua, Yuriy Kuleshov and Jessica Bhardwaj
Most existing drought forecast systems rely only on observed or forecast rainfall, losing valuable context gained from considering both. The lack of a direct link between observed and forecast rainfall reduces the physical consistency of a system, motiva...
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