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Fund performance

Revisiting Mutual Fund Performance Evaluation

Revisiting Mutual Fund Performance Evaluation

... mutual fund performance within a context that is more in line with current institutional asset management ...mutual fund managers that utilizes mutual fund return ...mutual fund ...

49

What impact does a change of fund manager have on mutual fund performance?

What impact does a change of fund manager have on mutual fund performance?

... UK fund manager changes over the period from 1997 to 2011, we examine the impact of such changes on fund ...benchmark-adjusted performance of UK mutual ...exit performance is accompanied by a ...

32

Starting on the Wrong Foot:Seasonality in Mutual Fund Performance

Starting on the Wrong Foot:Seasonality in Mutual Fund Performance

... To this end, our next tests examine the extent of window dressing among active funds and its impact on subsequent performance more directly. Specifically, each quarter we rank all funds by the extent of window ...

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UK mutual fund performance

UK mutual fund performance

... 2.1 2.2 3.1 3.2 3.3 3.4 4.1 6.1 6.2 6.3 6.4 6.5 6.6 6.7 6.8 8.1 8.2 8.3 10.1 10.2 10.3 10.4 10.5 Summary of Studies of UK Equity Mutual Fund Performance Summary of Studies of US Equity M[r] ...

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The Determinants of Mutual Fund Performance: A Cross-Country Study

The Determinants of Mutual Fund Performance: A Cross-Country Study

... the fund family on fund performance around the ...large fund families and some of these families manage funds in several different countries (examples of top fund families are American ...

57

Pension Fund Performance and Costs: Small is Beautiful

Pension Fund Performance and Costs: Small is Beautiful

... pension fund performance by regressing pension fund alphas on size ...using performance at the mandate level, we employ both mandate and total fund size, showing results for either ...

47

The Association Between Education Background and Fund Performance of Fund Managers

The Association Between Education Background and Fund Performance of Fund Managers

... Mutual Fund Sourcebook Volume published by Morningstar ...that fund manager traits have on fund performance, risk, and ...to fund manager characteristics ...team, fund lifespan, ...

18

Mutual fund performance: Measurement and evidence

Mutual fund performance: Measurement and evidence

... mutual fund performance in the US and UK concentrating particularly on the literature published over the last 20 years where innovation and data advances have been most ...relative performance are, ...

87

Two Essays Relating to Mutual Fund Performance

Two Essays Relating to Mutual Fund Performance

... mutual fund returns are affected most directly by expenses and transaction ...on performance that is at least proportionate to the level of the expense ...forecasting fund performance is ...

141

Family status and mutual fund performance

Family status and mutual fund performance

... examine fund performance within US mutual fund ...unequal performance within these ...that fund inflows are attracted to good past performance while bad performance does ...

23

Individual Fund Manager Sentiment, Fund Performance and  Performance Persistence

Individual Fund Manager Sentiment, Fund Performance and Performance Persistence

... fact, fund performance affects not only the ranking of funds but also the compensation of fund managers (Khorana, 1996; Kempf and Ruenzi, ...that fund managers may attempt to raise the ...

16

Fund Company's Equity Structure Effects on Fund Performance

Fund Company's Equity Structure Effects on Fund Performance

... on fund performance and the most unexpected result is coefficient, which equal to ...of fund companies grows every month, the amount of joint venture company have ...

11

MUTUAL FUND PERFORMANCE: A STUDY ON THE EFFECT OF PORTFOLIO TURNOVER ON MUTUAL FUND PERFORMANCE IN THE INDIAN FINANCIAL MARKET

MUTUAL FUND PERFORMANCE: A STUDY ON THE EFFECT OF PORTFOLIO TURNOVER ON MUTUAL FUND PERFORMANCE IN THE INDIAN FINANCIAL MARKET

... that performance is positively related to portfolio ...find fund attributes influencing return in the Swedish mutual fund ...risk, fund size, fund age and management tenure ...

11

Mutual fund performance and management location

Mutual fund performance and management location

... the performance persistence of any two sets of ...sorted fund returns over the previous time ...adjusted performance (as judged by alpha), portfolio 2 comprises the set of funds that make up the ...

29

An examination of the factors influencing mutual fund performance

An examination of the factors influencing mutual fund performance

... (lowest performance) is assigned a score of 2 while quintile 1 is assigned a score of ...absolute performance, between each quintile each year is assumed to be the ...relative performance increases ...

162

Portfolio manager ownership and mutual fund performance

Portfolio manager ownership and mutual fund performance

... average fund in the same style category as a benchmark, incorporates both its return and its tax ...a fund shareholder exits the fund at the end of the year and thus incorporates any unrealized gain ...

46

An arbitrage rationale for tests of mutual fund performance

An arbitrage rationale for tests of mutual fund performance

... This reworking of Jensen's study in order to assess the funds' performances from an arbitrage standpoint, has produced substantially the same results: fund returns net of management expe[r] ...

29

Mutual Fund Size and Investible Decisions of Variable Life Insurance

Mutual Fund Size and Investible Decisions of Variable Life Insurance

... generate fund flows greater than those of small-scale ...increase fund visibility, which provides services and reduces barriers to investment because when funds are linked with large fund families, ...

13

THE EMPIRICAL STUDY OF PERFORMANCE FOR BUSY FUND MANAGER: EVIDEICE FROM TAIWAN EQUITY FUND

THE EMPIRICAL STUDY OF PERFORMANCE FOR BUSY FUND MANAGER: EVIDEICE FROM TAIWAN EQUITY FUND

... on fund performance in domestic stock fund from Q1 in 2002 to Q2 in ...stock fund was at the peak ...the fund turnover ratio is smaller, and expense ratio is ...and fund return ...

21

Fund-Specific Determinants of Performance: An Empirical Study of Islamic and Conventional Mutual Funds of Pakistan

Fund-Specific Determinants of Performance: An Empirical Study of Islamic and Conventional Mutual Funds of Pakistan

... the fund risk adjusted ...the fund managers to invest in profitable avenues in speculative ...and fund performance which entails that as the expenses arise it reduces profit and ultimately ...

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