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Are traditional timing models well specified?

Ferruz Agudo, Luis; Muñoz, Fernando; Vargas, María - In: Applied economics 43 (2011) 22/24, pp. 3433-3440

Persistent link: https://www.econbiz.de/10009357356

Does the size of a fund family matter when choosing an investment strategy? : evidence from spain

Ferruz Agudo, Luis; Muñoz, Fernando; Vargas, María - In: Review of quantitative finance and accounting 35 (2010) 3, pp. 315-334

Persistent link: https://www.econbiz.de/10009260273

Stock picking, market timing and style differences between socially responsible and conventional pension funds : evidence from the United Kingdom

Ferruz Agudo, Luis; Muñoz, Fernando; Vargas, María - In: Business ethics : a European review 19 (2010) 4, pp. 408-422

Persistent link: https://www.econbiz.de/10008697957

Correcting the Merton and Henriksson timing model

Ferruz Agudo, Luis; Muñoz, Fernando; Vargas, María - In: Applied economics letters 17 (2010) 10/12, pp. 1183-1187

Persistent link: https://www.econbiz.de/10008699145

Style-changing behaviour in the socially responsible mutual fund industry : consequences on financial and sustainable performance

Muñoz, Fernando; Vargas, María; Vicente, Ruth - In: Sustainability Accounting, Management and Policy Journal 12 (2021) 5, pp. 1027-1051

Purpose: This study aims to examine style-deviation practices in the socially responsible mutual funds (SMRF) industry i.e. how mutual funds game their stated financial objectives to earn a higher relative performance ranking. In addition, the consequences of such practices on sustainable...

Persistent link: https://www.econbiz.de/10012541874

Socially responsible mutual fund exit decisions

Alda, Mercedes; Muñoz, Fernando; Vargas, María - In: Business Ethics: A European Review 29 (2019) 1, pp. 82-97

Persistent link: https://www.econbiz.de/10012190696

Searching for the most profitable and sustainable investment strategy : evidence from sovereign bond funds

Vargas, María; Vicente, Ruth; Muñoz, Fernando - In: Journal of business economics and management 15 (2014) 5, pp. 1034-1053

Persistent link: https://www.econbiz.de/10010484309

Fund flow bias in market timing skill : evidence of the clientele effect

Muñoz, Fernando; Vargas, María; Vicente, Ruth - In: International review of economics & finance : IREF 33 (2014), pp. 257-269

Persistent link: https://www.econbiz.de/10010532724

The power of ethical words

Alda, Mercedes; Muñoz, Fernando; Vargas, María - In: Business ethics, the environment & responsibility 33 (2024) 4, pp. 547-567

Persistent link: https://www.econbiz.de/10015097498

Product differentiation in the socially responsible mutual fund industry

Alda, Mercedes; Muñoz, Fernando; Vargas, María - In: Journal of multinational financial management 64 (2022), pp. 1-28

Persistent link: https://www.econbiz.de/10013447668

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