Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 61 for “"Fund Performance"”.
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UK mutual fund performance
… (surviving and non-surviving) UK equity mutual funds (April 1975 - December 2002), this study uses a bootstrap methodology to distinguish between `skill' and `luck' in fund performance. This methodology allows for non-normality in the idiosyncratic risks of the funds -a major issue when …
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Real estate opportunity funds : past fund performance as an indicator of subsequent fund performance
… real estate private equity investment funds were tested for evidence of performance persistence between subsequent funds by the same manager. Tests include regression analysis, construction of contingency tables, and calculation of rank correlation coefficients. Tests were based on …
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Hedge Fund Performance and Derivative Hedging
… comprised of three essays which focus on hedge fund performance and derivative hedging. The first essay uses ETF returns as proxies for tradable risk factors in hedge fund performance evaluation and identifies contemporaneously relevant risk factors from the entire universe of ETFs. The model …
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Investment manager trading behaviour and fund performance
… examines whether these biases are detrimental to fund performance and market efficiency, and whether there is a need for regulatory review given the behaviour of institutions in their trading on the Australian Securities Exchange (ASX). The three empirical issues examined in this thesis are: …
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Two Essays Relating to Mutual Fund Performance
… papers, we examine different aspects of mutual fund performance and other issues. In the first chapter, we look at exchange-traded funds (ETFs) and how they differ from index funds in performance and tracking error. Using daily data and a more comprehensive sample than past research, we find …
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A Critical Analysis of Mutual Fund Performance
Made available in DSpace on 2014-12-11T23:19:40Z (GMT). No. of bitstreams: 1 7105210.pdf: 3376908 bytes, checksum: 10811f99087ba1e06de49df542603b06 (MD5) Previous issue date: 1970
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Familial support in the mutual fund performance competition
Numerous papers have presented evidence of mutual fund families engaging in self-interested behaviour, regardless of or contrary to the interests of its investors. Such findings have provoked industry backlash. Given the significance of the mutual fund industry in managing wealth (approx. US$31 …
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Actively Managed Mutual Fund Holdings and Fund Performance
I examine mutual fund performance using three different perspectives. I begin with Mutual Fund Holdings Batting Average, in which I analyze mutual fund performance through the creation of a new variable using funds’ stock holdings information. My results show that this new variable, Holdings …
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Essays on Hedge Fund Performance and Corporate Governance
The hedge fund industry aggregate is approximately US$ 3.61tn assets under management (Prequin, 2020). Despite the significance of these numbers and their potential effect on the global economic stability, the literature remains silent regarding domicile-strategic related aspects of performance, …
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An examination of the factors influencing mutual fund performance
… study looks at some factors influencing mutual fund performance. Fund management location, family status and asset allocation and timing ability are examined. Using monthly returns on 4545 funds from Morningstar from January 1970 to June 2010, the study examines whether location influences the …
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Mutual fund performance in emerging markets: the case of Thailand
The rate of growth of investment in mutual funds has increased dramatically over the past decade. Many studies have developed models for performance evaluation and have examined whether fund managers provide value added for investors. Most of these studies, however, have focused on the developed …
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Survivorship bias in mutual fund performance : evidence in Canadian mutual funds
… the influence of the survivorship bias on performance persistence in Canadian mutual funds. Our sample covers the period of January 1986 till December 1999. Spreads of the survivorship bias on mutual fund returns are gauged by comparing the difference between the sample of surviving funds …
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Selling Winners, Holding Losers: Effect on Mutual Fund Performance and Flows
… and hold losers, exists among U.S. equity mutual funds and how the disposition effect influences fund performance and particularly flows. We find that a significant fraction (32%) of all funds exhibit some degree of disposition behavior. These funds underperform funds that are not disposition …
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Relationship between mutual fund flow and fund performance : a study in China
… data set on Chinese stock oriented mutual funds, examine whether the fund flow within one period depends on the past performance of this individual fund, and if there's a relationship, then what the detailed linkage between the past performance and the current period fund flow is. Different …
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Determinants of private real estate fund performance, 2004-2010 : the roller coaster ride
… Investment Fiduciaries (NCREIF) real estate fund database was analyzed for the time period 2004-2010. Real Estate funds were grouped in to three categories: core, value-add and opportunistic. The thesis explores several possible determinants of fund performance during the time period which …
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Does doing good, do good : an investigation into SRI fund performance in South Africa
… is no trade-off between the two different stock performances, while others show that SRI stocks outperform non-SRI stocks and also that 'sin' stocks outperform SRI stocks.
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The Impact of Own, Rival and Market Effects on Real Estate Private Equity Fund Performance
… the factors affecting real estate private equity fund performance through the lens of three factors: own effects, rival effects and market effects. The findings and implications from the above analysis will be examined and opined upon. This field is particularly interesting because relatively …
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Three Perspectives of Mutual Fund Performance: The Indiviudal Investor, the Finance Professional, and the Board of Directors
In this dissertation I examine mutual fund performance from the points of view of three distinct, but interrelated parties: individual investors, financial advisors, and the boards of directors of mutual fund companies. In the first essay, "Comparing Fund Flow Sensitivity for Load and No-Load Funds …
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The relationship between assets under management and mutual fund performance. Does size matter? A South African investigation
… there is a potential relationship between mutual fund size and mutual fund performance using South African data. Academic studies on the relationship between mutual fund size and mutual fund performance has produced inconclusive results to date, with five potential outcomes being found, namely no …
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Hedge fund factorisation and benchmarking: Understanding hedge fund performance, benchmarking and the reward system for hedge fund managers
Hedge funds give portfolio managers access to more tools to aid in better portfolio construction. The introduction of tools such as leveraging and shorting provided managers with the ability to augment exposures to different asset classes. The result is the ability to create portfolios with …
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