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Keith Pilbeam and Hamish Preston
This paper assesses the performance of 355 actively managed Japanese Equity Mutual Funds between April 2011 and April 2016. The equal weight portfolio and Jensen?s alpha measures of active management provide strong evidence that Japanese Mutual Funds fai...
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Ling Pick Soon,Ruzita Abdul-Rahim
Pág. 88 - 96
This study examines the efficiency of Malaysian stock market based on the effectiveness of unconventional technical trading strategies which combine buy recommendation of securities experts with sell signals from 10 different technical strategies (SMA, M...
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Júlio Lobão,Sofia Cruz Gomes
Pág. 125 - 148
In this paper we aim to study the relation between fund performance and fund attributes in the Portuguese market. The sample includes 124 equity funds, bond funds and money market funds that traded in the 2004-2011 period. A comprehensive set of fund-spe...
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Bruno Ribeiro Castro,Andrea Maria Accioly Fonseca Minardi
Pág. 143 - 161
We intend to investigate whether active portfolio managers have higher security selection ability than passive managers in Brazil. We built net monthly historical returns and estimated gross historical returns series from January 1996 till October 2006 o...
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