Similar Search Results

Consumer reaction on tumbling funds: Evidence from retail fund outflows during the financial crisis 2007/2008

Schmidt, Daniel; Schmielewski, Frank - 2012

Within this study we propose different measures to prove the influence of prior retail fund performance on fund flows … information. Our findings can serve as a warning signal for policy-makers, regulatory authorities and the fund industry to …

Persistent link: https://www.econbiz.de/10010286588

Performance maximization of actively managed funds

Guasoni, Paolo; Huberman, Gur; Wang, Zhenyu - 2010

Ratios that indicate the statistical significance of a fund's alpha typically appraise its performance. A growing …

Persistent link: https://www.econbiz.de/10010287049

Asset class diversification and delegation of responsibilities between central banks and sovereign wealth funds

Aizenman, Joshua; Glick, Reuven - 2010

sovereign wealth fund. We show that if the central bank manages its foreign asset holdings in order to meet balance of payments … holding safer foreign assets. In contrast, if the sovereign wealth fund, acting on behalf of the Treasury, maximizes the …

Persistent link: https://www.econbiz.de/10010287783

Investment style of Jordanian mutual funds

Hacini, Ishaq; Dahou, Khadra; Benbouziane, Mohamed - In: International Journal of Economic Sciences and Applied … 5 (2012) 2, pp. 113-127

The study investigates the mutual funds investment style in the Jordanian context. It uses monthly returns of five mutual funds from July 2000 to December 2009. To do so, it employs the 4-factors model with explanatory variables the market portfolio return, a small minus large capitalization...

Persistent link: https://www.econbiz.de/10010289385