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Using quantile regression to analyze mutual fund risk and investor behavior of variable life insurance

Wang, Nan-Yu; Chen, Sen-Sung; Huang, Chih-Jen; Yen, … - In: International journal of economics and finance 7 (2015) 1, pp. 97-106

Persistent link: https://www.econbiz.de/10010471696

Purchase and redemption decisions of mutual fund investors of variable life insurance-using quantile regression

Wang, Nan-Yu; Chen, Sen-Sung; Huang, Chih-Jen; Yen, … - In: International journal of economics and financial issues … 4 (2014) 4, pp. 714-725

Persistent link: https://www.econbiz.de/10010527320

Asymmetry risk and herding behavior : a quantile regression study of the Egyptian mutual funds

Metawa, Noura; Metawa, Saad; Metawea, Maha; El-Gayar, Ahmed - In: The journal of risk finance : JRF 25 (2024) 2, pp. 366-381

Persistent link: https://www.econbiz.de/10014504776

Measuring alpha in the fund management industry : do female managers perform better?

Babalos, Vassilios; Caporale, Guglielmo Maria; … - 2013

This paper examines the performance of 358 European diversified equity mutual funds controlling for gender differences …. Fund performance is evaluated against funds' designated market indices and representative style portfolios. Consistently … with previous studies, no significant differences in performance and risk are found between female and male managed funds …

Persistent link: https://www.econbiz.de/10009752997

Canadian investors and the discount on closed-end funds

Ayadi, Mohamed A.; Ben-Ameur, Hatem; Lazrak, Skander; … - In: Journal of financial services research : JFSR 43 (2013) 1, pp. 69-98

Persistent link: https://www.econbiz.de/10009719125

Capturing short-term and long-term alpha of global bond portfolios : evidence from EUR-investors' perspective

Konstantinov, Gueorgui - In: Financial markets and portfolio management 30 (2016) 3, pp. 337-365

Persistent link: https://www.econbiz.de/10011557669

Investor attention, ETF returns, and country-specific factors

Lee, Chien-Chiang; Chen, Mei-Ping; Lee, Chi-Chuan - In: Research in international business and finance 56 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10013267884

Google search intensity and the investor attention effect : a quantile regression approach

Swamy, Vighneswara; Dharani, Munusamy - In: Journal of quantitative economics 18 (2020) 2, pp. 403-423

Persistent link: https://www.econbiz.de/10012418831

Asymmetric impacts of individual investor sentiment on the time-varying risk-return relation in stock market

He, Zhifang - In: International review of economics & finance : IREF 78 (2022), pp. 177-194

Persistent link: https://www.econbiz.de/10013334559

Combining alphas via bounded regression

Kakushadze, Zura - In: Risks : open access journal 3 (2015) 4, pp. 474-490

We give an explicit algorithm and source code for combining alpha streams via bounded regression. In practical applications, typically, there is insufficient history to compute a sample covariance matrix (SCM) for a large number of alphas. To compute alpha allocation weights, one then resorts to...

Persistent link: https://www.econbiz.de/10011402659