Search Results - subject:"Style timing"

The predictability of value premiums in the Tehran stock exchange : evidence based on the prior returns of value and glamour stocks

Samadi, Saeed; Mohamadzade, Ehsan; Akbari, Nematolah; … - In: Iranian economic review : journal of University of Tehran 28 (2024) 3, pp. 730-753

Persistent link: https://www.econbiz.de/10015402848

Multi-factor style rotation : an empirical study in the US stock market

Yeh, I-Cheng; Lien, Che-Hui - In: Applied economics letters 31 (2024) 5, pp. 375-383

Persistent link: https://www.econbiz.de/10014469258

On the investigation of investment style allocation under the OCIO structure : evidence from the Korean stock market

Park, Jeongjoon; Bae, Jaewan; Lee, Changjun - In: Journal of derivatives and quantitative studies : … 29 (2021) 2, pp. 134-155

Given the importance of style allocation strategy under the outsourced chief investment officer (OCIO) structure, the authors examine the validity of style allocation strategies in the Korean stock market. The authors find that external investment agencies can improve performance by using newly...

Persistent link: https://www.econbiz.de/10012592913

Do mutual fund managers' possess style liquidity timing abilities?

Alam, Mahfooz; Ansari, Valeed Ahmad - In: International journal of emerging markets 17 (2022) 3, pp. 747-765

Persistent link: https://www.econbiz.de/10012886425

False discoveries in style timing of Chinese mutual funds

Yi, Li; Lei, He - In: Pacific-Basin finance journal 38 (2016), pp. 194-208

Persistent link: https://www.econbiz.de/10011669102

Style factor timing: An application to the portfolio holdings of US fund managers

Gallagher, David R; Gardner, Peter A; Schmidt, Camille H - In: Australian Journal of Management 40 (2015) 2, pp. 318-350

equity mutual fundsâ€™ portfolio holdings. An annual buy-and-hold style timing strategy investing in the factor with the …

Persistent link: https://www.econbiz.de/10011268181

Performance of European socially responsible funds during market crises : evidence from France

Leite, Paulo; Cortez, Maria Ceu - In: International review of financial analysis 40 (2015), pp. 132-141

Persistent link: https://www.econbiz.de/10011475701

Style factor timing : an application to the portfolio holdings of US fund managers

Gallagher, David R.; Gardner, Peter; Schmidt, Camille H. - In: Australian journal of management 40 (2015) 2, pp. 318-350

Persistent link: https://www.econbiz.de/10011342800

Environmental Mutual Funds: Financial Performance and Managerial Abilities

Muñoz, Fernando; Vargas, Maria; Marco, Isabel - In: Journal of Business Ethics 124 (2014) 4, pp. 551-569

This article analyzes the financial performance and managerial abilities of a sample of US and European socially responsible (SR) mutual funds. The period analyzed commences from January 1994 and concludes in January 2013 and yields 18 US and 89 European green funds. The results obtained for...

Persistent link: https://www.econbiz.de/10010989983

Environmental mutual funds : financial performance and managerial abilities

Muñoz, Fernando; Vargas, Maria; Marco, Isabel - In: Journal of business ethics : JOBE 124 (2014) 4, pp. 551-569

Persistent link: https://www.econbiz.de/10010431313