This paper analyzes persistence in US equity mutual fund performance over the period 2001-2011 for both net and gross … approach, which assesses the performance of investing by following recommendations based on past performance. Results show the …-sectional significance of recursive portfolios. In general, our results do not support evidence of persistence in mutual fund performance …

This paper analyses the relationship between active management and performance in US equity mutual funds over the … period 2001-2011 for both gross and net returns. Mutual funds achieve nonzero abnormal performance through strategies that …-varying parameters, idiosyncratic risk and turnover. The results show a negative aggregate performance close to zero. Performance is …

. This paper contributes to the extant literature by comparing the performance of Islamic and conventional funds during …’ah-compliant investments are in home territory. Our results show that the relative performance of Islamic and conventional funds must be … countries, the result is the opposite. This evidence holds for both crisis and recovery periods. In addition, the performance …

We analyse the performance persistence and survivorship bias of Islamic and Socially Responsible Investment (SRI) funds …-financial attributes influence performance and performance persistence. We propose a refined version of the procedures used in the … literature based on a cross-sectional test to control for significance of the recursive portfolios according to past performance …

Der vorliegende Beitrag untersucht die Determinanten der Performance europäischer ArbitrageCollateralized Loan … Eigenschaften des CLO-Managersund der Transaktionscharakteristika als mögliche Einflussfaktoren der Rating Performance. Eswird … bzw. der Größe eines CLO-Managers und der Rating Performance festgestellt. DerEinfluss des Managers auf die Performance …

It is discussed whether hybrid strategies are beneficial or detrimental to a firm’s performance, because hybrid …, existing studies on the relationship between hybrid strategy and firm performance have largely neglected the role of the … the relationship between a hybrid strategy and firm performance. Particularly, the roles of specific organization …

performance measures as well as on a firm’sprofitability within a principal-agent framework. Previous literature had failed … a firm directs principals to reallocateparticipation in performance measures so that competitive agents are privileged …

This paper addresses the question, what metrics should be used for performance evaluationand in particular how they …

performance, little has been agreed about the value added by managers from their abilities point of view. This study attempts to …-m and order-) to assess performance in the first stage, and regression quantiles for isolating the determinants of … features. In addition, some of the performance differences found among funds are rather intricate because both the magnitude of …