This paper updates the performance of those equity long/short mutual funds analyzed in “Hedge Funds Versus Hedged Mutual Funds: An Examination of Long/Short Funds” (The Journal of Alternative Investments, Winter 2014) (McCarthy, 2014). Section 1 of this paper focuses on the period July 2013...

We apply the Quantile Regression Model to observe the rankcorrelation between bond fund performance and asset,volatility, management fee, Sharpe index and show that fundperformance between volatility as a negative significantrelationship, implied extreme values have been generated...

This study examines the phenomenon of performance persistence of equity funds in Hungary in two time perspectives: 1-year and 6-month perspectives. The empirical results confirm the occurrence of performance dependence in consecutive periods. There is also a strong evidence of short-term...

Traditional measures of performance evaluation are in vogue since long, however, Value at Risk (VaR) approaches are making their place in portfolio management industry from the last ten years. Value at Risk (VaR) approach focuses on the downside volatility of portfolio, thus making the investor...

The purpose of this paper is to analyse the effect of size, age, ownership, and load on the efficiency of equity mutual funds in India. Using secondary data on sample of 105 equity mutual fund schemes in India for the period 2011-12, two-stage methodology is applied wherein Data Envelopment...

All investors are expected to generate higher return than inflation rate on investments made in various financial products. The Mutual fund is the one avenue, which helps investors especially retail investors indirectly invest in capital market. As the proportion of retail investors are increase...