[PDF] Top 20 Performance of fixed income funds in brazil: market timing and style analysis
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Performance of fixed income funds in brazil: market timing and style analysis
... lots of research regarding the Brazilian stock market, just a few studies provide real insights on the functioning of Brazilian Fixed Income (FI) ...theme in Brazil is not ... See full document
12
Conditional models in performance evaluation of investment funds in Portugal: selectivity and market timing (daily vs. monthly analysis)
... work of Henriksson and Merton (1981) which complements the results of Treynor and Mazuy ...selectivity and the other to ...possibility of the manager selecting individually the ... See full document
27
Estimation of random coefficients logit demand models: an application to the Brazilian fixed income fund market
... retail and does not have entry, exit or performance fee, so the only ‘price’ is the administration ...this and considering a fund/month as an observation, the sample size is ...asset and ... See full document
38
Are dedicated mutual fund pension products able to outperform traditional pension funds?
... studies of this field of research. First and foremost, little attention has been given to the performance of pension plans and even less consideration for the comparison with ... See full document
74
Market timing and selectivity: an empirical investigation of European mutual fund performance
... evidence of market timing skills. For this type of test, it is essential to know the managers‘ forecast ability or to have a reliable approximation of ...behaviour of the returns ... See full document
16
Market timing and selectivity: evaluating both contributions towards the performance of portuguese equity funds
... used in this study is the parametric tests developed by Merton and Henriksson in ...two performance components, namely selectivity and market timing, by using ... See full document
69
Rev. contab. finanç. vol.28 número73
... 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 ... See full document
2
Performance evaluation of European SRI fixed-income funds
... type of investment since its roots date back to the money management practices of the Methodists, more than 200 years ago, and empirical analyses of SRI funds dates back to the pioneer ... See full document
45
Rev. contab. finanç. vol.28 número74 X rcf x
... In Brazil, some papers have been developed in order to analyze the performance of funds with active management and to identify the variables with the greatest explanatory ... See full document
15
Rev. contab. finanç. vol.28 número73 X rcf x
... growth of the investment funds industry in Brazil and its international representativeness indicate the relevance of analyzing this ...that market factors can have on the ... See full document
16
Does active management add value? The Brazilian mutual fund market
... hypothesis of active management value. He studies the period between 1974 and 1995 looking for the different components of funds performance as expenses, turnover, liquid return ... See full document
13
Cross-country evidence on the determinants of inclusive growth episodes
... Trade and current account liberalization are important drivers of growth by facilitating access by domestic producers to imported inputs embodying more modern technologies, creating competition in ... See full document
29
Market Timing and Capital Structure
... OLS and Fama–MacBeth regressions of leverage and the cumulative change in leverage from the pre- IPO level on the market-to-book ratio, fixed assets, profitability, and ... See full document
32
Market timing and selectivity: an empirical investigation of european mutual fund performance
... characteristics and are managed by the same fund managers within the same mutual fund, we removed these classes from the sample in order to avoid possible biases due to the calculation of multiple ... See full document
37
Modeling and Analysis of Queuing Systems in Banks A case study of Ghana Commercial Bank Ltd. Kumasi Main Branch
... adopted in this paper is multiple channel queuing system, in which two or more servers or channels are available to handle arriving ...line and then proceed to the first available ...Each of ... See full document
4
Joint Analysis of the Discount Factor and Payoff Parameters in Dynamic Discrete Choice Games
... identi…ed, in a closed-form, independently of the discount factor and speci…cation of the remaining components of the payo¤ ...structure of the controlled Markov ...empirically ... See full document
46
A Strategic Analysis of Search Engine Advertising in Web based-commerce
... one of the most promising revenue generating Industry. With the popularity of Web as information hub and evolution of Online Business Industry Search Engine have emerged as a most popular ... See full document
13
An Analysis of Student Evaluations of Native and Non Native Korean Foreign Language Teachers
... type of complaint from students was un- questionably related to excessive lecturing on the part of the native TA (about 70% of negative comments related to excessive lecturing, not enough time to ... See full document
20
A performance analysis of television programs in Brazil
... collection and computational processing (Lima Junior & Carpinetti, 2015), these adaptations provide other advantages to the ...advantages of not suffering inversions in the ranking when a new ... See full document
61
Rev. contab. finanç. vol.27 número71 en 1808 057x rcf
... exists in CDS contracts, in which, in case of a credit event and CDS trigger, the buyer could go and buy the cheapest bond on the market to deliver to the CDS sel- ... See full document
17
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