[PDF] Top 20 Stocks and Mutual Funds: Common Risk Factors?
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Stocks and Mutual Funds: Common Risk Factors?
... Avaliando os modelos de apreçamento de ativo descritos e o breve histórico da aplicação desses modelos no mercado brasileiro, optou-se em aplicar os três princip[r] ... See full document
22
The performance of Brazilian small cap equity mutual funds
... decades and countries that were not considered before as attractive economies have become more popular in the investment ...regulations and financial market literacy, higher global penetration and ... See full document
63
The performance of US Green Mutual Funds
... (2012) and Muñoz et ...the risk factors, the alphas tend to be ...alpha and a decrease in the values, compared to the previous ...the risk factors did not improve the performance ... See full document
63
Are dedicated mutual fund pension products able to outperform traditional pension funds?
... (FVM) and public choice theory (PCT) as examined by Schneider and Damanpour (2001) to embed behavioural theories that put their focus on the public ...tools and fund activism in corporate ...Buchanan ... See full document
74
Performance analysis of portuguese equity mutual funds: indexing vs active portfolio management
... assumed risk. Furthermore, through the Treynor and Mazuy, and Henriksson and Merton Models, we concluded that the manager of this fund was able to anticipate the movements of market ... See full document
72
Search-for-Yield in Portuguese Fixed-Income Mutual Funds and Monetary Policy
... (2011) and Rajan (2010)), there is lack of empirical evidence of the phenomenon (Becker and Ivashina ...Gungor and Sierra’s work considered the dynamic risk exposures of Canadian fixed-income ... See full document
28
Comparison of the performance of Islamic, SRI and Green mutual funds
... SRI and Green investments represent one of the drivers in the ‘modern’ ways of ...social and ecological awareness has risen and consequently translated into increased amount of assets invested in the ... See full document
82
Do Portuguese mutual funds display forecasting skills? A study of selectivity and market timing ability
... Chang and Lewellen (1984) analysed 67 mutual funds from 1971 to 1979 while Rao (2000) analysed 570 ...U.S. mutual funds from 1987 to 1996 whereas only four at 1% of significance level ... See full document
89
Mutual funds and short sales
... common stocks. To further explore this issue, one followed Dass, Nanda and Wang (2013) and included an additional risk factor for bonds which corresponds to the total return of the ... See full document
24
The performance of US socially responsible mutual funds
... A) and value weighted (panel B) portfolios of Retail, Institutional funds and both category funds, obtained by the regression of the full conditional four-factor Model [6] with the S&P 500 ... See full document
79
Risk assessment in airlines stocks market
... capacity and airport ...American and European markets are in different moment of its ...(Macário and Voorde, 2009) suggests that the European market undergoes a consolidation as the North American ... See full document
21
Managing longevity risk for UK pension funds
... contribution, and modification done to the more simplistic Lee Carter ...UK and Wales, as well as other ...uniqueness and ability to highlight longevity risk ensuring the best ...longevity ... See full document
54
Utilizing mutual information for detecting rare and common variants associated with a categorical trait
... years, and a common feature of these methods is collapsing or pooling RVs in a region to strengthen the ...region, and CAST applies a univariate ...test and the sum of squared score ... See full document
22
The Relationship between Financial Freedom, Financial Depth and Mutual Funds: Panel Bounds Testing Approach
... Dünya ekonomisinin 1980’li yıllarda karşılaştığı en önemli olguların başında gelen iktisadi küreselleşme sürecinin gerek gelişmiş ve gerekse de azgelişmiş olan tüm ülkelere sunduğu temel yenilik, finansal ... See full document
18
Herding Behavior - New Evidence From Portuguese Mutual Funds (2006 - 2013)
... errors and misvaluation of assets contributing to the inefficiency of the market, (Nagel et ...irrational and is caused by "herd instinct"; the second claims that the herding phenomena may be ... See full document
34
The impact of quantitative methods on equity mutual funds' performance
... of funds characteristics on the performance of mutual funds that apply quantitative methods in their investment process, in Table 3, Panel B, we find that fund size has a negative impact in the ... See full document
38
JENSEN_The performance of mutual funds in the period 1945-1964
... The evidence on mutual fund performance discussed above indicates not only that these 115 mutual funds were on average not able to predict security prices well enough to outperform [r] ... See full document
28
Portfolio performance evaluation : the case of the portuguese mutual funds market
... ratings and a dummy variable for the month of ...of mutual funds in the portuguese market share, it is worth of notice a study by Cortez and Silva (2002) in which it is used the model of ... See full document
20
PREVALENCE AND RISK FACTORS INFLUENCING PRIMARY INFERTILITY
... Med and Dent Sci/ eISSN- 2278-4802, pISSN- 2278-4748/ ...cohabitation and exposure to the risk of pregnancy (in the absence of contraception, breastfeeding, post-partum amenorrhea) for two years or ... See full document
10
Risk Factors, Processes and Risk Management within a Public Health Context
... activity and consists of the monitoring of the biological opera- tion and its correction, as well as the elimination of stressor impacts, ...Continuous risk management – defined here as a public ... See full document
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