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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

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

The importance of information technologies in the ability of fund managers to time the market

Ferruz Agudo, Luis; Vargas, María - In: International journal of electronic finance : IJEF 2 (2008) 1, pp. 70-81

Persistent link: https://www.econbiz.de/10003674937

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

¿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

Do Spanish mutual fund managers use public and private information correctly? : use of information in mutual fund management

Ferruz Agudo, Luis; Nievas López, Javier; Vargas, María - In: Applied financial economics 18 (2008) 16/18, pp. 1319-1331

Persistent link: https://www.econbiz.de/10003779485

Managerial abilities : evidence from religious mutual fund managers

Ferruz Agudo, Luis; Muñoz, Fernando; Vargas, Mariá - In: Journal of business ethics : JOBE 105 (2012) 4, pp. 503-517

Persistent link: https://www.econbiz.de/10009516714

Cash flow timing skills of socially responsible mutual fund investors

Muñoz, Fernando - In: International review of financial analysis 48 (2016), pp. 110-124

Persistent link: https://www.econbiz.de/10011624430