Morningstar star ratings and the performance, risk and flows of European bond mutual funds
In this paper we evaluate the relation between Morningstar Star ratings and the
performance, risk and flows of European bond funds over the period 2006–2019 based on a …
performance, risk and flows of European bond funds over the period 2006–2019 based on a …
On the robustness of persistence in mutual fund performance
JC Matallín-Sáez, A Soler-Dominguez… - The North American …, 2016 - Elsevier
This paper analyzes persistence in US equity mutual fund performance over the period 1990–
2015. We apply commonly used measures of persistence, which we test using a set of …
2015. We apply commonly used measures of persistence, which we test using a set of …
Learning about individual managers' performance in UK pension funds: The importance of specialization
This study examines the performance of managers over time, as well as its persistence,
taking into account both manager characteristics and market conditions. Applying parametric …
taking into account both manager characteristics and market conditions. Applying parametric …
Performance persistence in fixed interest funds: With an eye on the post-debt crisis period
We examine performance persistence in a sample of Portugal, Italy, Greece, and Spain
(PIGS) government debt mutual funds. Performance persistence is measured for short …
(PIGS) government debt mutual funds. Performance persistence is measured for short …
Performance persistence of equity funds in Hungary
D Filip - Contemporary Economics, 2011 - papers.ssrn.com
This study examines the phenomenon of performance persistence of equity funds in
Hungary in two time perspectives: 1-year and 6-month perspectives. The empirical results …
Hungary in two time perspectives: 1-year and 6-month perspectives. The empirical results …
Long-run performance persistence of investment funds
S Urbański, M Winiarz, K Urbański - Emerging Markets Finance and …, 2016 - Taylor & Francis
This article analyzes the long-run persistence of returns and risk of investment in the assets
of money, bound, and stock funds recorded on the Polish market in 2000–12. Portfolios of …
of money, bound, and stock funds recorded on the Polish market in 2000–12. Portfolios of …
Market and style timing: German equity and bond funds
K Cuthbertson, S Hayley… - European Financial …, 2016 - Wiley Online Library
We apply parametric and non‐parametric estimates to test market and style timing ability of
individual German equity and bond mutual funds using a sample of over 500 equity and 350 …
individual German equity and bond mutual funds using a sample of over 500 equity and 350 …
Robust performance measures for high yield bond funds
We examine performance measures for high yield bond mutual funds, which are a
considerable percentage of taxable bond investments, but have not been widely studied …
considerable percentage of taxable bond investments, but have not been widely studied …
[PDF][PDF] Performance and performance persistence of European socially responsible funds: French evidence
In this paper, we investigate the performance, performance persistence, investment styles
and timing abilities of French Socially Responsible Investment (SRI) funds investing in …
and timing abilities of French Socially Responsible Investment (SRI) funds investing in …
Selection ability, timing ability, and performance persistence of Indian fixed income mutual funds
In this study, we evaluate performance of the Indian fixed income mutual funds using a
comprehensive sample of funds over a period from April 2015 to March 2020. We examine …
comprehensive sample of funds over a period from April 2015 to March 2020. We examine …