Search Results - subject:"Investment styles"

Mutual fund shareholder letters: Flows, performance, and managerial behavior

Hillert, Alexander; Niessen-Ruenzi, Alexandra; Ruenzi, … - 2023

these letters' writing style influences fund flows and whether it predicts performance and investment styles. Fund investors …

Persistent link: https://www.econbiz.de/10013537580

Do fund managers in the Chinese mutual fund market deliver positive risk-adjusted returns? : yes, but it is mainly observed for local fund managers

Nickelsen, Julius; Stotz, Olaf - In: Quantitative finance and economics 7 (2023) 4, pp. 595-621

Persistent link: https://www.econbiz.de/10015125385

The dynamic return and volatility spillovers among size-based stock portfolios in the Saudi market and their portfolio management implications during different crises

Al-Nassar, Nassar S. - In: International Journal of Financial Studies : open … 11 (2023) 3, pp. 1-30

This study contributes to the ongoing debate on the size effect and size-based investment styles by investigating the …

Persistent link: https://www.econbiz.de/10014414270

Mutual fund shareholder letters : flows, performance, and managerial behavior

Hillert, Alexander; Niessen-Ruenzi, Alexandra; Ruenzi, … - 2023

these letters' writing style influences fund flows and whether it predicts performance and investment styles. Fund investors …

Persistent link: https://www.econbiz.de/10013535838

Social contagion and the survival of diverse investment styles

Hirshleifer, David; Lo, Andrew W.; Zhang, Ruixun - In: Journal of economic dynamics & control 154 (2023), pp. 1-36

Persistent link: https://www.econbiz.de/10014480309

Index tracking and beta arbitrage effects in comovement

Liao, Yixin; Coakley, Jerry; Kellard, Neil - In: International review of financial analysis 83 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10013461660

Mutual fund styles and clientele-specific performance evaluation

Chrétien, Stéphane; Kammoun, Manel - In: International journal of economics and finance 11 (2019) 12, pp. 89-116

Persistent link: https://www.econbiz.de/10012197505

The role of some indicators of financial security in Ukraine in the context of transnationalization and national interests

Khalatur, Svitlana; Pavlova, Galina; Zhylenko, Kateryna - In: Investment management and financial innovations 15 (2018) 3, pp. 237-248

Persistent link: https://www.econbiz.de/10012055549

Portfolio selection strategies and cognitive psychology biases : a behavioral evidence from the Nigerian equity market

Akinde, Mukail Aremu; Peter, Eriki Omohezuaun; Ikpefan, … - In: Investment management and financial innovations 15 (2018) 3, pp. 267-282

Persistent link: https://www.econbiz.de/10012055556

International diversification benefits with foreign exchange investment styles

Kroencke, Tim Alexander; Schindler, Felix; Schrimpf, Andreas - 2011

This paper provides a comprehensive analysis of portfolio choice with popular foreign exchange (FX) investment styles …). These results prevail for the most important investment styles after accounting for transaction costs due to re-balancing of … but we also show that international portfolios augmented by FX investment styles are superior in terms of second and third …

Persistent link: https://www.econbiz.de/10010304454