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Sri Kusyani Arimbi, Noer Azam Achsani , Bayu Bandono
Pág. 93 - 103
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Dohyoung Kwon
This study developed an investment framework to implement dynamic factor rotation strategies according to changes in economic conditions. I constructed a useful macro indicator that tracked real-time business cycles of the US economy and applied a trend-...
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Caio Almeida,Elaine Fang
Pág. 1 - 37
This paper investigates hedge funds? exposures to various risk factors across different investment strategies through models with both linear and second-order factors. We extend the analysis from an augmented linear model based on Fama & French ...
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Nicola Metzger and Vijay Shenai
The performance of hedge funds is of interest to investors looking for ways of generating value over passive strategies, particularly in bad times. This study used the Hedge Index database with over 9500 hedge funds to analyse, in depth, the performance ...
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Sitikantha Parida and Zhihong Wang
In this paper, we investigate investment flows into mutual funds that hold more high corporate social responsible stocks (top CSR funds) vs. mutual funds that hold more low corporate social responsible stocks (bottom CSR funds). Using a large sample of e...
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Akram Alkhatib and Murad Harasheh
In today?s interrelated economies, financial information travel at speed of light to reach investors around the globe. Global financial markets experience regular shocks that transmit negative waves to other equity markets and different asset classes. Gi...
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Renato Lazo Paz,Robert Aldo Iquiapaza,Aureliano Angel Bressan
Pág. 79 - 101
This paper analyzes the effect of investor monitoring on the performance of equity investment funds. For that purpose, we analyze the relationship between fund performance, measured using four-factor Alpha, and a set of control variables and monitoring p...
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Andi Desfiandi,Alvin Desfiandi,Hapzi Ali
Pág. 534 - 536
Investors often find it difficult to valuate and purchase stocks with good performance that provide optimum yields. Inadequate information regarding how to make good investments is one of the main reasons why people lose interest to invest in capital mar...
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Meadhbh Sherman, Niall O?Sullivan and Jun Gao
This study examines the market-timing performance of Chinese equity securities investment funds during the period from May 2003 to May 2014 using the parametric tests of Treynor?Mazuy and Henriksson?Merton as well as the Jiang non-parametric test. Based ...
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Musdalifah Azis,Maryam Nadir,dan Ike Purnamasari
Pág. 189 - 197
The achievement of optimize mutual funds portfolio can increase financial performance banking be better and so their relations between mutual funds manager. Data is collected from the stock share portfolio report that are presented on record the balance ...
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