investment funds
Investment Funds: Performance using Carhart Model and Data Envelopment Analysis
... Brazilian investment funds in stocks, comparing real returns and performance indicators, both parametric and ...of funds were realized with a basis in observation of real returns and the alphas ...
25
Performance measurement models and their influence on net fundraising of investment funds
... profitability, investment, co-skewness, and co-kurtosis. The funds constituting the sample are those classified as Free Stocks (within the period from April 2001 to April ...
17
Conditional models in performance evaluation of investment funds in Portugal: selectivity and market timing (daily vs. monthly analysis)
... national funds, it is indifferent to use daily or monthly data in the TMC ...of funds keeps the percentage of funds (100%) with opposite signs of selectivity and market timing, despite the smaller ...
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An alternative stock index for benchmarking portuguese investment funds
... Soucik and Allen (undated) apply a wide range of benchmarks in a study involving Australian mutual funds. Of particular interest to this work, they found that common market indexes like Australia’s All Ordinaries ...
39
Market timing and selectivity: evaluating both contributions towards the performance of portuguese equity funds
... In Portugal, although we have assisted to a decreasing trend in the amount of assets under management in mutual funds, from January 2001 to December 2010, they still represent more than 50.0% of the total ...
69
The Outlook for the Development of Investments Funds in the Republic of Croatia
... the investment funds in Croatia are recording high rates of growth in the worth of their ...the investment funds is tightly connected, on modifications in the statutory background, which has ...
14
Rev. contab. finanç. vol.28 número73 X rcf x
... the investment funds industry in Brazil and its international representativeness indicate the relevance of analyzing this ...of investment funds. One way of evaluating the relation between ...
16
Sustainability indexes: why join in? A study of the Corporate Sustainability Index (ISE) in Brazil
... responsible investment fund was created in 1971, named PAX Investment Fund, and was created by those who opposed the Vietnam War and wanted to avoid making in- vestments in companies related to military ...
10
Rev. contab. finanç. vol.29 número76
... multimarket investment funds with the aim of identifying whether some characteristics of their managers and the composition of their portfolios infl uence their risk-adjusted ...of funds under ...
15
Rev. contab. finanç. vol.28 número73
... By means of style analysis, exposure to diff erent market factors in two categories of investment funds was studied in the article titled Exposition to factors of the investment funds market ...
2
GLOBAL TRENDS OF ALTERNATIVE INVESTMENTS
... options investment funds enable investment choices to ensure a sufficient level of portfolio diversification and the possibility of maximum risk ...
6
Rediscovering the developmental path?: development bank, law and innovation finance in the brazilian economy
... Interest Rate (TJLP). FAT’s resources not only permit long term investments (they do not demand short term liquidity), but are also remunerated with one of the lowest interest rates set by the Federal Government (at ...
43
INVESTMENT FUNDS’ PERFORMANCE AND ECONOMIC GROWTH
... whose investment focus is Europe, the trend is that of sharp increase in the equity funds’ performance until 2007, in 2008 they registered a significant correction and reached a historical ...equity ...
6
Investing in U.S. natural gas: an exchange-traded funds approach
... based funds category is composed by smaller ETFs that despite of some absolute performance improvements, did not achieve the same improvements on active returns as futures based ...some funds such as FRAK ...
115
Sovereign wealth funds: a comparative analysis
... pension funds which are initially funded in domestic currency but which may then diversify internationally (USTreas, 2007, ...those funds that receive their capital from foreign exchange reserves would ...
98
Hedge Funds como Potencializadores de Ataques Especulativos
... prejuízos para diversos participantes do mercado entre investidores, bancos e. sócios do próprio fundo[r] ...
95
Costs of administering grant funds
... in this field, an Indirect Cost Rate for PAHO was approved by that agency. and adopted as the PAHO Program Support Costs Rate. The rate is based[r] ...
6
Cost of administering extrabudgetary funds
... United Nations system, a standard 13% charge in partial reimbursement for the cost of related technical and non-technical support and services shall be made by the [r] ...
9
Does active management add value? The Brazilian mutual fund market
... of funds performance as expenses, turnover, liquid return and ...the funds had a superior gross return of 1,3 %, comparing to the market, and that 0,6% of the 1,3% comes from stocks’ specific ...
13
Desempenho de fundos de obrigações socialmente responsáveis no mercado Norte-Americano
... 7025 Calvert Social Investment Fund: Money Market Portfolio 7027 Calvert Social Investment Fund: Bond Portfolio; Class A Shares 7028 Calvert Social Investment Fund: Balanced Portfol[r] ...
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