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 97 for “"Mutual funds"”.
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The Predictability of International Mutual Funds
The predictability of the US-based international mutual fund returns has received renewed consideration in recent academic studies. This dissertation extends recent research by exploring the 2,479 daily return observations covering the period from January 4, 1993 to October 31, 2002 for all …
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Essays on taxation and mutual funds
… tax rate on long-term gains. Using a panel of mutual fund data, I examine the ratio of long-term to total gains distributions around the time of the Act, and find that fund managers appear to tilttheir distributions towards the long-term after 1997. This behavior is consistent with the …
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Two Essays on Equity Mutual Funds
… investigate whether the investment decisions of mutual fund investors incorporate information about future stock returns contained in predictive and macroeconomic variables. If investors incorporate this information, then variation in flows should be related to that in predictive variables and …
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Relationship between AUM and Alpha in SA mutual funds
… management on alpha in South African equity mutual funds over the three-year period to 31 December 2015. The study is based on secondary quantitative data reported on the Bloomberg Professional service database that includes mutual fund and benchmark indices, unit prices and fund asset sizes. …
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Prospects for establishing real estate mutual funds in Thailand
Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Urban Studies and Planning, 1994.
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False Discoveries in the Performance of Canadian Equity Mutual Funds
… assesses the performance of Canadian equity mutual funds over the period 1991-2016 using the False Discovery Rate (FDR) methodolody. We find that around 85% of the sampled funds are genuinely zero-alpha, and the majority of skilled funds lies in the extreme right tail. Overall, false positive …
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Essays in Asset Management: Mutual Funds and Exchange-traded Funds
… related to fund management, and in particular, mutual funds (MFs) and exchange-traded funds (ETFs). The first essay studies the decision by an asset manager to launch an exchange-traded fund (ETF). Fund families focus on both revenue generation and cost reduction when making launching decisions, …
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Survivorship bias in mutual fund performance : evidence in Canadian mutual funds
… 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 and the sample of surviving and …
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Performance Evaluation of South African Mutual Funds: The Effects of Fees on Performance
… of South African equity, bond and money market mutual funds between June 2010 and July 2019. This paper tries to evaluate whether South African active mutual funds warrant their active fees. 31 equity funds, 14 bond funds and 21 money market funds are examined in order to compare the performance …
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Nudging Retail Investors towards Sustainable and Responsible Mutual Funds: A Study of Financial Advisors and Retail Investors in Hong Kong
… and Responsible Investments (SRI) allocate funds for transition to a more circular economy. Hong Kong, as one of the leading international financial centres, trails its global peers in terms of SRI market development despite some efforts paid by the government. Hong Kong retail investors …
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The Regulation and Governance of Mutual Funds in the UK in the Quest for Investor Protection: Lessons for Middle Eastern Countries
The mutual funds regulation in Middle Eastern countries is still insufficient and lacks the detailed rules that regulate all aspects of the mutual funds industry. Despite the fact that the current mutual fund regulation addresses different aspects of the fund industry, it is still far from the …
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An Asymptotic Principal Components Performance Measurement for Mutual Funds With Emphasis on Fixed Income Funds Relative to Balanced and Stock Funds
… the performance of bond, balanced, and stock mutual funds relative to the market and each other. It builds a performance measurement model based upon the Connor-Korajczyk Jensen-like measure. This model enables one to avoid some of the problems associated with factor analysis and yet look at …
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Analisis perbandingan evaluasi portofolio reksadana terproteksi (konvensional dan syariah) menggunakan metode Sharpe, Treynor, Jensen periode 2012-2014
… konvensional dan terproteksi syariah. ENGLISH: Mutual-funds is a form of investment that is being developed at this time. It appears in its development that applies syariah principles in their investment policy. Evaluation toward the performance of it is one of the important things that must be …
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AN IN-DEPTH LOOK AT EXCHANGE TRADED NOTES
… Chapter 3 looks at the types of ETNs that mutual funds are attracted to, the characteristics of the mutual funds that are investing in ETNs, and the ETN shares held short by mutual funds. Mutual funds prefer derivative-like ETNs. Thus, ETNs may serve as a means to get around investment …
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Perbandingan kinerja reksadana saham konvensional dan reksadana saham syariah di Indonesia dengan metode sharpe, treynor, jensen, rasio informasi dan roy safety first ratio
… dan reksadana saham syariah. ENGLISH: Mutual-fund is a place used to collect funds from investors to be invested into the portfolio by investment manager. This study aimed to analyze Performance Comparison of Conventional stocks Mutual-Funds and Sharia Mutual fund in Indonesia with the …
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Tvarių investicinių fondų veiklos vertinimas /
… a methodology for performance evaluation of mutual funds and, in turn, evaluate whether sustainable mutual funds which invest in equities issued by large European companies generate not lower returns on investment compared to corresponding traditional funds. The work consists of four main …
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Two essays on institutional investors
In the first essay, we study mutual funds' voting on compensation-related proposals initiated by corporate management. Compared with proposals on other topics, proposals on compensation issues are more likely to be challenged by mutual funds. Consistent with active institutional influence, mutual …
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