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Measuring the mutual fund industry risk management and performance sustainability : quantile regression model

Lee, Joe-ming - 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 …

Persistent link: https://www.econbiz.de/10009776201

Are green fund investors really socially responsible?

Chung, Huimin; Lee, Han-hsing; Tsai, Pei-chun - In: Review of Pacific Basin financial markets and policies 15 (2012) 4, pp. 1-25

Persistent link: https://www.econbiz.de/10009700490

How "informative" is the information ratio for evaluating mutual fund managers?

Bossert, Thomas; Füss, Roland; Rindler, Philipp; … - In: The journal of investing 19 (2010) 1, pp. 67-81

Persistent link: https://www.econbiz.de/10003961493

Mutual fund governance and performance : a quantile regression analysis of Morningstar's stewardship grade

Chen, Carl R.; Huang, Ying - In: Corporate governance : an international review 19 (2011) 4, pp. 311-333

Persistent link: https://www.econbiz.de/10009247217

Performance drivers of German institutional property funds

Heuvel, Tom van den; Morawski, Jaroslaw - In: Journal of property investment & finance 32 (2014) 2, pp. 154-167

Persistent link: https://www.econbiz.de/10010256696

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...

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