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Persistence in performance of actively managed equity mutual funds : new Indian evidence

Deb, Soumya Guha - In: IIMB management review 31 (2019) 2, pp. 145-156

Persistent link: https://www.econbiz.de/10012213121

A VaR-based downside risk analysis of Indian equity mutual funds in the pre- and post-global financial crisis periods

Deb, Soumya Guha - In: Journal of emerging market finance 18 (2019) 2, pp. 210-236

Persistent link: https://www.econbiz.de/10012121479

Equity performance of zero-debt firms vis-à-vis their leveraged counterparts

Deb, Soumya Guha; Banerjee, Pradip - In: Global business review 16 (2015) 5, pp. 800-811

Persistent link: https://www.econbiz.de/10011409708

Abnormal returns using accounting information within a value portfolio

Banerjee, Pradip; Deb, Soumya Guha - In: Accounting research journal 30 (2017) 1, pp. 73-88

Persistent link: https://www.econbiz.de/10011757645

A new insight into value premium and size premium

Deb, Soumya Guha; Mishra, Banikanta - In: IIMB management review 31 (2019) 4, pp. 324-335

Persistent link: https://www.econbiz.de/10012213575

An investigation of portfolio optimization using modified NSGA-II algorithm

Mahapatra, Biplab; Mohapatra, Sanjay; Samanta, Biswajit; … - In: South Asian journal of management : SAJM 26 (2019) 4, pp. 133-150

Persistent link: https://www.econbiz.de/10012256011

Are VaR models effective in capturing downside risk in alternative investment funds? : insights from a cross-country study

Panda, Amrit; Deb, Soumya Guha - In: International journal of financial engineering 11 (2024) 2, pp. 1-19

Persistent link: https://www.econbiz.de/10014574970

Return Based Style Analysis of Indian Equity Mutual Funds

Guha Deb, Soumya - 2014

In this paper we did a return based style analysis of equity mutual funds in India using quadratic optimization of an asset class factor model proposed by William Sharpe. We analyzed the relative performance of the funds with respect to their style benchmarks. Our results show that the funds...

Persistent link: https://www.econbiz.de/10013053508