Mutual fund flows and returns dynamics: Investor preferences and performance persistence

G Galloppo, R Guida, V Paimanova - Research in International Business …, 2024 - Elsevier
We investigate the flow-performance relationship by the lens of the investor preferences,
applying a mutual fund dataset with an investment objective focused over European and US …

Complex, intelligent, and software intensive systems

L Barolli, O Terzo - 2020 - Springer
Quantum computing is a rapidly growing field of computing that leverages the principles of
quantum mechanics to significantly speed up computations that are beyond the capabilities …

Endogeneity in the mutual fund flow–performance relationship: An instrumental variables solution

D Rakowski, E Yamani - Journal of Empirical Finance, 2021 - Elsevier
We use an instrumental variables (IV) approach to examine the effects of dynamic
endogeneity when estimating the relationship between mutual fund flows and performance …

'Monte Carlo'Simulation Predicting on the Movement of Investments–During the Covid Pandemic in Indonesia

M Azis, Z Ilmi, YP Hakim, M Qodri… - JDM (Jurnal Dinamika …, 2021 - journal.unnes.ac.id
The movement of the net asset value (NAV) of mutual fund products (MFP) whether high or
low in the Covid-19 pandemic conditions in 2020. With the support of the Monte Carlo …

Morningstar star ratings and the performance, risk and flows of European bond mutual funds

L Otero-González, P Leite, P Durán-Santomil… - International Review of …, 2022 - Elsevier
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 …

A Fuzzy-Set Qualitative Comparative Analysis of Causal Configurations Influencing Mutual Fund Performance: The Role of Fund Manager Skill

P Carmona, A Momparler, F Climent - Mathematics, 2023 - mdpi.com
A mutual fund is a common instrument for households and corporations to invest in the
financial markets through diversified portfolios of securities. Investing in managed mutual …

Does the style drift caused by frequent cross-industry portfolio rebalancing harm fund performance? Evidence from China

J Liu, WY Yi - Finance Research Letters, 2024 - Elsevier
The impact of mutual fund managers' investment behavior, such as chasing hot trends and
betting on specific sectors through frequent cross-industry rebalancing, on future …

[HTML][HTML] Модификация трехфакторной модели Фамы-Френча и ее применение для оценки эффективности управления портфелями инвестиционных фондов …

ЕР Безсмертная, ЕА Колганова - Финансы: теория и практика, 2023 - cyberleninka.ru
Предметом исследования является деятельность управляющих российскими паевыми
инвестиционными фондами. Цель исследования-определение возможности …

Investment behaviour in mutual funds: is it a knowledge-based decision?

L Nicolescu, FG Tudorache - Kybernetes, 2020 - emerald.com
Purpose This paper aims to make an analysis of investment behaviour in mutual funds, by
looking at different investment decision influencers and trying to identify the extent to which …

Examining Sharpe ratio, ASR, Sortino, Treynor and Info ratio in Indian equity mutual funds during the pandemic

M Venugopal, S Sophia - … Sharpe Ratio, ASR, Sortino, Treynor and …, 2020 - papers.ssrn.com
Aim of the study is to determine the better performance measure during the financial crisis. In
order to do so, we selected the pandemic period during the Jan to Jul 2020 and analyzed …