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Dissertations / Theses on the topic 'Concentration of funds'

Author: Grafiati

Published: 5 June 2025

Last updated: 1 August 2025

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1

Morton, Bronté. "How Industry Concentration Influences the Performance of South African General Equity Funds." Master's thesis, University of Cape Town, 2018. http://hdl.handle.net/11427/29348.

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Individual investors can invest in equity either through trading accounts provided by financial institutions or in equity funds with a fund manager. Fund managers will make different investing decisions that either negatively or positively influence the performance of the funds that an investor chooses to invest in. One such decision is the concentration of the fund in different companies, countries and industries. This research aims to determine how industry concentration influences the performance of South African general equity funds. Concentration is calculated using the industry concentra

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Nitzsche, Nico, Lutz Baumgärtel, Christian Maiwald, and Henry Schulz. "Reproducibility of Blood Lactate Concentration Rate under Isokinetic Force Loads." MDPI AG, 2018. https://monarch.qucosa.de/id/qucosa%3A33156.

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(1) Background: Maximum isokinetic force loads show strongly increased post-load lactate concentrations and an increase in the maximum blood lactate concentration rate ( V˙ Lamax), depending on load duration. The reproducibility of V˙ Lamax must be known to be able to better assess training-related adjustments of anaerobic performance using isokinetic force tests. (2) Methods: 32 subjects were assigned to two groups and completed two unilateral isokinetic force tests (210° s−1, Range of Motion 90°) within seven days. Group 1 (n = 16; age 24.0 ± 2.8 years, BMI 23.5 ± 2.6 kg m−2, training durati

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Silli, Bernhard. "Essays on delegated portfolio management." Doctoral thesis, Universitat Pompeu Fabra, 2009. http://hdl.handle.net/10803/7400.

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En el capítulo I, se examina el rendimiento de los activos ﬁnancieros que representan las "mejores ideas" de los gestores de los fondos de inversión. Las inversiones para las que un gestor activo augura un buen rendimiento obtienen mejor retorno de mercado, asi como el resto de inversiones en sus carteras. En el capítulo II, se muestra explicitamente que los gestores que concentran sus carteras en un número reducido de activos, superan reiteradamente sus benchmarks y otros fondos más diversiﬁcados. Esta diferencia de rendimiento se puede explicar gracias a las diferencias en la e

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Wright, Ian J. "Individual transferable quotas and concentration of the fleet, the case of the Scotia-Fundy mobile gear fleet." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1997. http://www.collectionscanada.ca/obj/s4/f2/dsk2/ftp04/mq24946.pdf.

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5

Schaefer, Gilmar Luiz. "Retenção e liberação de fósforo em sedimento de fundo de açudes e córregos de pequenas bacias hidrográficas em um assentamento de reforma agrária." Universidade Federal de Santa Maria, 2015. http://repositorio.ufsm.br/handle/1/5619.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico<br>Phosphorus (P) plays an important role in eutrophication of aquatic systems and the streams and pond bed sediments are an important environmental compartment in this process. The bed sediment can act as a sink or source of P to the overlying water depending on their physicochemical and biological characteristics. The objective of the present study was to evaluate the P dynamics in bottom sediment of ponds and streams and to determine their potential to adsorb or release P due to human activities in two agricultural watersheds. Th

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Tabner, Isaac T. "The relationship between concentration and realised volatility : an empirical investigation of the FTSE 100 Index January 1984 through March 2003." Thesis, University of Stirling, 2005. http://hdl.handle.net/1893/79.

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Few studies have examined the impact of portfolio concentration upon the realised volatility of stock index portfolios, such as the FTSE 100. Instead, previous research has focused upon diversification across industries, across geographic regions and across different firms. The present study addresses this imbalance by calculating the daily time series of four concentration metrics for the FTSE 100 Index over the period from January 1984 through March 2003. In addition, the value weighted variance covariance matrix (VCM) of daily FTSE 100 Index constituent returns is decomposed into four sub-c

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SOUZA, Wagner Luís da Silva. "Produção de sedimentos da Bacia Hidrográfica do Rio Capibaribe para a Zona Costeira da Região Metropolitana do Recife." Universidade Federal Rural de Pernambuco, 2011. http://www.tede2.ufrpe.br:8080/tede2/handle/tede2/5361.

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Submitted by (lucia.rodrigues@ufrpe.br) on 2016-08-17T10:40:03Z No. of bitstreams: 1 Wagner Luis da Silva Souza.pdf: 1386439 bytes, checksum: 827a26efa0bbda4b3565625f0858d0a2 (MD5)<br>Made available in DSpace on 2016-08-17T10:40:04Z (GMT). No. of bitstreams: 1 Wagner Luis da Silva Souza.pdf: 1386439 bytes, checksum: 827a26efa0bbda4b3565625f0858d0a2 (MD5) Previous issue date: 2011-02-22<br>The sediments produced in watersheds are transported by rivers towards the coastal zones. Many researchers have tried to estimate the amount of sediment produced on the continent and transported toward th

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Barreau, Elodie. "Le patriotisme économique à l'épreuve de la construction européenne." Thesis, Sorbonne Paris Cité, 2017. http://www.theses.fr/2017USPCB166.

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Le patriotisme économique, souvent brandi comme un étendard afin de justifier l'intervention de l’État dans la sphère économique, est en cela une expression d'origine essentiellement politique. Ainsi ressort-il de manière régulière sur la scène médiatique française au gré d'offres publiques d'achat faites sur des fleurons nationaux. La traduction dans la sphère juridique de ce concept passe alors nécessairement par l'identification des instruments juridiques permettant sa mise en œuvre. Cette traduction se voit alors encadrée et dans une certaine mesure orientée par un impératif tenant à la dé

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Chang, Hui-Hsuan, and 張惠暄. "Portfolio concentration and the performance of U.S. equity mutual funds." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/50453207016004366341.

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碩士<br>國立交通大學<br>財務金融研究所<br>102<br>This paper investigates the relation between portfolio concentration and the performance of U.S. mutual funds during the period 2003-2011 covering the global financial crisis of 2008. Considering the effect of the financial crisis, our analysis is split into three sub-periods, 2003-2007, 2008, and 2009-2011. We use the number of stocks held by a fund, the percentage of assets invested in the top 10 stocks, the Herfindahl Index and a dichotomy as alternative measures of portfolio concentration. During the periods 2003-2001 and 2009-2011, we observe fund manager

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Wu, Chia-Jung, and 吳佳蓉. "The Relationship between the Portfolio Concentration and Performance of Mutual Funds." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/3xt66e.

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碩士<br>國立彰化師範大學<br>財務金融技術學系<br>105<br>This study is mainly to explore the relationship between the portfolio concentration and the excess return of the equity mutual funds in Taiwan. The research period of this study is from 2012 to 2016. The concentration is measured in terms of two different concentration indexes. First is the cross-sector industry concentration index (ICI). Second is the within-sector concentration index (WCI). In order to measure mutual funds’ performance, this study applies the Fama–French three-factor model and the Carhart four-factor model to estimate the three-factor al

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CHIEN, YUN-JU, and 簡妘如. "The Investment Concentration, Stock Picking, and Market Timing Abilities: Evidence from Equity Mutual Funds in Taiwan." Thesis, 2019. http://ndltd.ncl.edu.tw/handle/ypyzye.

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碩士<br>國立暨南國際大學<br>財務金融學系<br>107<br>This study uses comprehensive index as a measure of the concentration of equity funds, and examines stock picking and market timing abilities for concentrated equity funds. Furthermore, we investigate whether picking and timing abilities of concentrated equity funds affect fund performance and whether these funds have performance persistence. The main results are as follows. Funds with smaller size, higher expense rate, lower flow, lower turnover rate, younger fund age or younger fund companies’ age, their portfolios are more concentrated. Managers that have

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12

Wang, Kai-Lu, and 王凱律. "A Study on the Relationship Between the Industrial Concentration and Mutual Funds Performance－Quantile Regression Analysis." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/y597z4.

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碩士<br>國立臺北科技大學<br>商業自動化與管理研究所<br>95<br>The investment textbook suggests that diversifications of stockholdings across industries can reduce portfolios’ idiosyncratic risk. But some researcher found that there exist positive relationships between industry concentration and mutual funds performance. They argued that fund managers with superior investment ability or information advantages may hold portfolios concentrated in a few industries. Our study argues that for those mutual funds with concentrated portfolios, their performance should be on the two extremes: the best and the worst. Therefore

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HSUEH, YI CHUN, and 薛亦均. "The impact of industry concentration index, tracking error and active share on the performance of equity mutual funds in Taiwan." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/3g6nfh.

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碩士<br>國立臺北商業大學<br>財務金融研究所<br>105<br>The sample of this paper includes the equity mutual funds in Taiwan from 2011 to 2015. It is very interesting to observe how the active share, tracking error, industry concentration index and other characteristics, such as fund age, turnover rate and size, affect the performance of funds in Taiwan. We implement the three methods of benchmark-adjusted returns, Jensen’s alpha or Carhart’s four factors adjusted alpha as measurement of fund performance. Empirical results indicate that active share is positively correlated with the benchmark-adjusted return. Indu

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14

Chen, Ming-Hung, and 陳銘宏. "A Study on the Relationship Between the Concentration Index and Mutual Funds performances: An Application of MVS Model and Censored Quantile Regression." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/2hn3b6.

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碩士<br>國立臺北科技大學<br>商業自動化與管理研究所<br>99<br>Traditionally, the advantages of mutual funds are the benefit of diversification and professional trading. However, it seems to have a conflict between the two advantages. A growing literature provides empirical evidences that fund managers have superior information of stocks, then they would like to hold focused portfolios to improve their performances. The mutual fund performance measurements used in this paper is the shortage function in the mean-variance-skewness space (MVS).To solve the problem of the censored value of scores. The purpose of this stu

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Hsu, Po-Ya, and 許博雅. "CONCENTRATION OF MUTUAL FUND, SEASONALITY AND PERFORMANCE OF FUND MANAGER." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/35394695612228497220.

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碩士<br>大同大學<br>事業經營學系(所)<br>94<br>If the efficiency market hypothesis is proved, the fund managers’ main function would be to eliminate the market risk and create a portfolio with specific risk to satisfy the need of the investors. Some research papers imply that the investment market doesn’t possess efficiency when fund managers have the ability to get some information to gain the extra profit. In order to analyze if the fund managers have the information that are superior to market, we have a discussion in this research paper as follow. When fund managers don’t take the traditional diversifie

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Chang, Ying-je, and 張英哲. "The Impact of Industry Concentration on Equity Mutual fund." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/95067069116982428593.

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碩士<br>國立高雄第一科技大學<br>金融營運所<br>93<br>This paper uses Carhart’s four factors model to measure the fund performance for 51 open-end stock mutual funds from January, 1998 to December, 2004. And the main purpose is to examine the impact of industry concentration and other characteristics on equality mutual funds’ performance based on Kacperczyk, Sialm, and Zhengs’ research .The empirical evidences are summarized as following: 1. The industry concentration of a mutual fund, is positively related to fund performance. This finding lends support to the hypothesis that investment ability is linked to spe

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17

Chiang, Chia-Chia, and 蔣佳家. "The Relationship between Industry Concentration and Mutual Fund Performance." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/74089156257850849281.

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碩士<br>國立臺灣大學<br>國際企業學研究所<br>104<br>This paper examines how industry concentration is related to mutual fund performance using Data Envelopment Analysis and Spearman Rank Correlation with data from 2010 to 2015. The results indicate that there is a significant positive correlation between the six-year average of industry concentration index and fund performance. By contrast, if analyzed on an annual basis, the correlation turns out to be insignificant. The findings suggest that fund managers might attain better performance in the long term by concentrating holdings in industries where they have

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18

Chen, Chien-Chung, and 陳建中. "The Influence of Industrial Concentration on Mutual Fund Performance." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/qzdnq7.

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碩士<br>國立交通大學<br>財務金融研究所<br>106<br>In order to improve mutual fund performance, mutual fund managers will concentrate their funds on a fraction of stocks through their own information advantages, expecting to obtain higher excess returns. This paper conducts empirical analysis by dividing the fund performance into three types of excess rewards: stock selection ability, style-timing ability and average style. The results indicate that: First, the ability to choose stocks will increase with the increase of industry concentration, but in a highly concentrated fund group, fund performance will decr

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Shih, Kai-Ching, and 施凱清. "A Study of the relationship among Fund''s Holding Concentration, Mutual Fund Performance and Fund Characteristics." Thesis, 2019. http://ndltd.ncl.edu.tw/handle/3sa99a.

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碩士<br>國立中山大學<br>經濟學研究所<br>107<br>For a long time, the fund is regarded as an important financial instrument when people consider investing. However, the difference between good and bad of the fund performance still exist. In this research, we discuss the relationship among investment concentration, performance and characteristics of Taiwan’s mutual fund. The sample period is from July 2009 to June 2018. There are some empirical findings. Firstly, high investment concentration groups have better performance than low investment concentration groups for entire time-period. Secondly, no matter whi

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Ho, Yen-Yun, and 何顏雲. "The Relationship between Performance and Hoding Concentration of Mutual Fund." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/738n79.

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碩士<br>正修科技大學<br>金融管理研究所<br>104<br>In order to enhance their performances, the mutual funds managers usually invest most of the funds on few potential stocks. Therefore, a large potion of these funds’ total net assets value is in these potential stocks, in other words the investment concentration of these funds is relatively high. The purpose of this study is to explore the relationship between holding concentration and performance of funds. This study has three empirical findings. First, the higher holding concentration, the better performance is for the bull market. Secondly, the higher funds

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Wu, Meng-Hsin, and 吳孟鑫. "Relationship between Security Concentration and Fund Performance:An Empirical Study of Taiwan." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/99085784208914097044.

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22

Wu, Chin Shiuan, and 吳芹瑄. "A Study on the Relationship of Manager Characteristics, Fund Characteristics and Industry Concentration." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/56263346519540846558.

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碩士<br>台南應用科技大學<br>國際企業經營系碩士班<br>103<br>Mutual fund managers may decide to deviate from a well-diversified portfolio or concentrate their holdings in industries, which results in the difference of fund return. Using a data of 45 fund companies, 230 fund and 1,466 domestic equity fund managers from 2004 to 2013, the paper examines the relationship of the industry concentration with fund manager’s characteristics (education level, gender, experience) and fund characteristics (fund size, expenses rate, turnover rate, fund year). The results show that funds with concentrated portfolios perform wor

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23

Shen, Ya-Ting, and 沈雅婷. "A Study on the Relationship Between the Concentration and Mutual Fund Manager Abilities- Quantile Regression Analysis." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/22utnj.

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碩士<br>國立臺北科技大學<br>商業自動化與管理研究所<br>96<br>The first purpose of this study is to examine the relationship between the Industry Concentration Index(ICI)、the Product Concentration Index(PCI)、the Concept Concentration Index(CCI)and the Conceptino Share Concentration Index（CSCI） and they are performance using quantile regression analysis in different quantiles. In this paper, we find that just ICI, the best fund ration and concentration index are positive correlated significantly. To evaluate the mutual fund managers’ timing and stock selection abilities for managers under different concentration leve

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Chang, Chih-chung, and 張至中. "The Impact of Number of Stock Holding, Industry Concentration and Quantity of Information on Mutual Fund Performance." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/79677523143618261967.

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碩士<br>國立臺灣科技大學<br>財務金融研究所<br>98<br>This paper use Jensen α, Fama and French (1993) three factors model and Carhart (1993) four factors model (1997) to measure the fund performance for equity funds, and to discuss the impact of number of stock holding, industry concentration and quantity of information on mutual fund performance. Furthermore, we follow Shawky and Smith (2005) methodology to examine the impact of transaction and monitoring cost on fund performance, and to find the optimal number of stock holding of mutual fund. Our empirical result reveal that : (1) The mutual fund with less num

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