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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

Effect of mutual funds characteristics on their performance and trading strategy : a dynamic panel approach

Kaur, Inderjit - In: Cogent economics & finance 6 (2018) 1, pp. 1-17

Investors search for criteria that are systematically related to performance of mutual funds so as to maximize their … personal return. The present study is on effect of selected fund characteristics on performance of the mutual funds. The data …'s performance, flow to funds, and cash ratio explained the fund performance measured with conditional Carhart alpha. Thus, earlier …

Persistent link: https://www.econbiz.de/10012023053

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

Better performance of mutual funds with lower R2's does not suggest that active management pays

Matallín-Sáez, Juan Carlos - In: Critical finance review 12 (2023) 1/4, pp. 367-387

Persistent link: https://www.econbiz.de/10014370381

Duration of poor performance and risk shifting by hedge fund managers

Li, Ying; Holland, A. Steven; Kazemi, Hossein - In: Global finance journal 40 (2019), pp. 35-47

Persistent link: https://www.econbiz.de/10012257036

The role of passive effects in the relationship between active management and short-term performance : evidence from mutual fund portfolio holdings

Matallín-Sáez, Juan Carlos; Mingo-López, Diego Víctor de - In: Finance research letters 62 (2024) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10014530829

The impact of ESG tilting on the performance of stock portfolios in times of crisis

Teti, Emanuele; Dallocchio, Maurizio; Erario, Gulio l - In: Finance research letters 52 (2023), pp. 1-5

Persistent link: https://www.econbiz.de/10014472017

Investor learning and mutual fund family

Zhang, Zhichao; Ding, Li; Zhou, Si - In: Journal of empirical finance 26 (2014), pp. 171-188

Persistent link: https://www.econbiz.de/10010471990

Testing the skill of mutual fund managers : evidence from India

Sharma, Prateek; Paul, Samit - In: Managerial finance 41 (2015) 8, pp. 806-824

Persistent link: https://www.econbiz.de/10011336598