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Style consistency and mutual fund returns: the case of Russia
Bayarmaa, Adiya; Caporale, Guglielmo Maria - 2019
This paper carries out style analysis for Russian mutual funds using monthly data from the National Managers’ Association over the period January 2008-December 2017; specifically, it applies the RSBA method developed by Sharpe (1992) for evaluating the impact of style on returns, and uses the...
Persistent link: https://www.econbiz.de/10012018296
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Measuring alpha in the fund management industry: Do female managers perform better?
Babalos, Vassilis; Caporale, Guglielmo Maria; … - 2013
. Fund performance is evaluated against funds' designated market indices and representative style portfolios. Consistently …This paper examines the performance of 358 European diversified equity mutual funds controlling for gender differences … with previous studies, no significant differences in performance and risk are found between female and male managed funds …
Persistent link: https://www.econbiz.de/10010312838
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Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better?
Babalos, Vassilis; Caporale, Guglielmo Maria; … - 2013
. Fund performance is evaluated against funds' designated market indices and representative style portfolios. Consistently …This paper examines the performance of 358 European diversified equity mutual funds controlling for gender differences … with previous studies, no significant differences in performance and risk are found between female and male managed funds …
Persistent link: https://www.econbiz.de/10010317013
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Measuring alpha in the fund management industry : do female managers perform better?
Babalos, Vassilios; Caporale, Guglielmo Maria; … - 2013
. Fund performance is evaluated against funds' designated market indices and representative style portfolios. Consistently …This paper examines the performance of 358 European diversified equity mutual funds controlling for gender differences … 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
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Style consistency and mutual fund returns : the case of Russia
Bayarmaa, Adiya; Caporale, Guglielmo Maria - 2019
Persistent link: https://www.econbiz.de/10011996353
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Style consistency and mutual fund returns : the case of Russia
Bayarmaa, Adiya; Caporale, Guglielmo Maria - 2019
This paper carries out style analysis for Russian mutual funds using monthly data from the National Managers' Association over the period January 2008-December 2017; specifically, it applies the RSBA method developed by Sharpe (1992) for evaluating the impact of style on returns, and uses the Style...
Persistent link: https://www.econbiz.de/10011996985
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Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better?
Babalos, Vassilis; Caporale, Guglielmo Maria; … - CESifo - 2013
. Fund performance is evaluated against funds’ designated market indices and representative style portfolios. Consistently …This paper examines the performance of 358 European diversified equity mutual funds controlling for gender differences … with previous studies, no significant differences in performance and risk are found between female and male managed funds …
Persistent link: https://www.econbiz.de/10010667412
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Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better?
Babalos, Vassilios; Caporale, Guglielmo Maria; … - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2013
. Fund performance is evaluated against funds' designated market indices and representative style portfolios. Consistently …This paper examines the performance of 358 European diversified equity mutual funds controlling for gender differences … with previous studies, no significant differences in performance and risk are found between female and male managed funds …
Persistent link: https://www.econbiz.de/10010658791
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Rating assignments : lessons from international banks
Caporale, Guglielmo Maria; Matousek, Roman; Stewart, Chris - 2009
This paper estimates ordered logit and probit regression models for bank ratings which also include a country index to capture country-specific variation. The empirical findings provide support to the hypothesis that the individual international bank ratings assigned by Fitch Ratings are...
Persistent link: https://www.econbiz.de/10003832133
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Rating assignments : lessons from international banks
Caporale, Guglielmo Maria; Matousek, Roman; Stewart, Chris - 2009
This paper estimates ordered logit and probit regression models for bank ratings which also include a country index to capture country-specific variation. The empirical findings provide support to the hypothesis that the individual international bank ratings assigned by Fitch Ratings are...
Persistent link: https://www.econbiz.de/10003821872