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Stochastic frontiers of efficiency for Brazilian investment funds : a panel data analysis

Ferruz Agudo, Luis; Silveira, João Serafim Tusi da; … - In: Investment management and financial innovations 16 (2019) 4, pp. 352-365

Persistent link: https://www.econbiz.de/10012177711

Analysis of performance persistence in Spanish short-term fixed interest investment funds (1994 - 2002)

Ferruz Agudo, Luis; Sarto, José Luis; Vargas … - In: European review of economics and finance 2 (2003) 3, pp. 61-75

Persistent link: https://www.econbiz.de/10002093956

La industria de los fondos de inversión en España : situación actual y evaluación de su eficiencia

Ferruz Agudo, Luis; Marco Sanjuán, Isabel; Sarto, … - In: Información comercial española : ICE : revista de … (2004), pp. 163-178

Persistent link: https://www.econbiz.de/10002393783

Performance measures: advantages of linear risk penalization

Ferruz Agudo, Luis; Gómez-Bezares, Fernando; Vargas, María - In: Applied financial economics 19 (2009) 1/3, pp. 73-85

This work corrects the risk quotient penalization carried out by the Sharpe and Treynor ratios, which, assuming normality in returns distribution, are equivalent to classifying the funds according to the probability of their returns being below that of the risk-free asset, without considering...

Persistent link: https://www.econbiz.de/10003825818

Convergencia estratégica en la industria española de fondos de inversión

Ferruz Agudo, Luis; Sarto, José Luis; Vicente, Luis - In: El trimestre económico 75 (2008) 4, pp. 1043-1060

Persistent link: https://www.econbiz.de/10003789417

¿Es predecible la rentabilidad de los fondos mutuos chilenos? : análisis de la industria y de su persistencia en rentabilidad

Umaña H., Benito; Ferruz Agudo, Luis; Vargas, María - In: Panorama socio-económico 26 (2008), pp. 160-170

Persistent link: https://www.econbiz.de/10003943126

¿Es el desempeño de los fondos de inversión de Brasil un indicador de movimiento futuro de su patrimonio?

Baggio, Daniel Knebel; Ferruz Agudo, Luis; Marco … - In: El trimestre económico 77 (2010) 2, pp. 445-471

Persistent link: https://www.econbiz.de/10008647990

Socially responsible investment : mutual funds, global and local trends

Ferruz Agudo, Luis; Marco, Isabel; Ortiz, Cristina - In: The international journal of applied economics and finance 4 (2010) 3, pp. 196-201

Persistent link: https://www.econbiz.de/10009125315

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

Management company size influence on fund flows

Ferruz Agudo, Luis; Ortiz, Cristina; Sarto, José Luis - In: Spanish journal of finance and accounting 38 (2009) 142, pp. 173-188

Persistent link: https://www.econbiz.de/10008810290