Academic literature on the topic 'Fund selection'

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Journal articles on the topic "Fund selection"

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Elton, Edwin J., Martin J. Gruber, and Andre de Souza. "Fund of Funds Selection of Mutual Funds." Critical Finance Review 7, no. 2 (2018): 241–72. http://dx.doi.org/10.1561/104.00000056.

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Chan, Chia-Ying, Hsuan-Chi Chen, Yu Hsuan Chiang, and Christine W. Lai. "Fund selection in target date funds." North American Journal of Economics and Finance 39 (January 2017): 197–209. http://dx.doi.org/10.1016/j.najef.2016.10.006.

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Kaur, Inderjit. "Mutual fund investor’s behaviour towards information search and selection criteria." Qualitative Research in Financial Markets 10, no. 4 (2018): 395–414. http://dx.doi.org/10.1108/qrfm-09-2017-0084.

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PurposeThe fund selection process of investors in a mutual fund needs to be understood for designing better marketing strategies. Knowledge and perception about the mutual funds can affect investor’s behaviour towards information search and selection criteria during the decision process. Therefore, this study aims to examine Indian mutual fund investors under the framework of Theory of Planned Behaviour and consumer’s behaviour model.Design/methodology/approachThe data have been collected from mutual fund investors in the National Capital Region–Delhi, India, through structured questionnaire.
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Amiri, Haniyeh, and Ana Maria Gil-Lafuente. "Studying of the Factors Affecting on the Mutual Fund by Individual Investor in Iran, Malaysia, Turkey and US." Modern Applied Science 10, no. 9 (2016): 192. http://dx.doi.org/10.5539/mas.v10n9p192.

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This study examines the main criteria of domestic investors in mutual funds selection behavior and evaluates their performance and with a survey method and using a questionnaire, the behavior of domestic investors in selection of mutual fund was evaluated. Factor analysis along with Multinomial Logistic Regression was used to test the hypotheses of the research. The Findings of the study indicate that there are 7 major factors that influence different types of investors in mutual funds selection behavior. These include: inherent characteristics of the fund, image reputation of fund, flexibilit
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Amiri, Haniyeh, and Ana Maria Gil-Lafuente. "Studying of the Factors Affecting on the Mutual Fund by Individual Investor in Iran, Malaysia, Turkey and US." Modern Applied Science 10, no. 9 (2016): 218. http://dx.doi.org/10.5539/mas.v10n9p218.

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This study examines the main criteria of domestic investors in mutual funds selection behavior and evaluates their performance and with a survey method and using a questionnaire, the behavior of domestic investors in selection of mutual fund was evaluated. Factor analysis along with Multinomial Logistic Regression was used to test the hypotheses of the research. The Findings of the study indicate that there are 7 major factors that influence different types of investors in mutual funds selection behavior. These include: inherent characteristics of the fund, image reputation of fund, flexibilit
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Joenväärä, Juha, Mikko Kauppila, and Hannu Kahra. "Hedge fund portfolio selection with fund characteristics." Journal of Banking & Finance 132 (November 2021): 106232. http://dx.doi.org/10.1016/j.jbankfin.2021.106232.

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Adelia, Meidiana Rizki, and Muhammad Nafik Hadi Ryandono. "DETERMINAN KINERJA REKSADANA SAHAM SYARIAH." Jurnal Ekonomi Syariah Teori dan Terapan 7, no. 5 (2020): 940. http://dx.doi.org/10.20473/vol7iss20205pp940-954.

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There are a lot of factors that determine the sharia equity mutual funds performance, included stock selection skill, market timing ability, and fund age. This study aims to understand the effect of stock selection skill, market timing ability, and fund age on the sharia equity mutual funds performance in Indonesia from 2012 to 2018. This research uses a quantitative approach using an explanatory research type. The sampling technique in this study was purposive sampling and 6 sharia equity mutual funds were selected as samples. This study uses multiple linear regression analysis. The result of
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Sanjaya, Sigit, Yosi Yulia, Elfiswandi, Zerni Melmusi, and Faradilla Suretno. "Factors influencing equity fund performance: evidence from Indonesia." Investment Management and Financial Innovations 17, no. 1 (2020): 156–64. http://dx.doi.org/10.21511/imfi.17(1).2020.14.

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This study aims to discover the factors that affect equity fund performance in companies listed on the Indonesia Stock Exchange (IDX) during 2015–2018. This research is quantitative. Past performance, stock selection skills, market timing abilities, fund size, fund age are independent variables, while fund performance is the dependent variable. The population in this study was 73 equity funds. A total of 21 equity funds were selected as the sample by the purposive sampling method. The analytical method used is panel data regression analysis using the EViews program. Hypotheses were tested usin
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Das, Praveen K., and S. P. Uma Rao. "Market timing and selectivity performance of socially responsible funds." Social Responsibility Journal 11, no. 2 (2015): 258–69. http://dx.doi.org/10.1108/srj-07-2013-0088.

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Purpose – The purpose of this paper is to examine the market timing and stock selection abilities of socially responsible (SR) mutual funds. Some high-profile SR fund managers try to embrace market timing and security selection plans to add value to the performance. Market timing relies on forecasting the equity market and shifting assets into or out of the market in anticipation of market movements. The selectivity measure assesses fund managers ability to select undervalued securities. Furthermore, the authors examine whether fund characteristics play any role in market timing and security s
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Brands, Simone, and David R. Gallagher. "Portfolio selection, diversification and fund-of-funds: a note." Accounting and Finance 45, no. 2 (2005): 185–97. http://dx.doi.org/10.1111/j.1467-629x.2004.00130.x.

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Dissertations / Theses on the topic "Fund selection"

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Mokoma, Kaibe. "Strategic asset selection taxonomy : fund of hedge funds." Master's thesis, University of Cape Town, 2010. http://hdl.handle.net/11427/9037.

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Includes bibliographical references (leaves 68-70).<br>This thesis develops a logical methodology to be used to assess the hedge fund managers' return time series in comparison with their peers. This enables Fund of Hedge Funds portfolio manager to identify those with required factors to be included in a portfolio. The models that had been used as the industry standard for some time are derived on the assumption of normal distribution. Hence they use only mean and standard deviation to explain all data phenomenal attributes of time series. This study project uses higher order moments and some
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Alkassim, Faisal A. "Mutual fund performance : evidence of stock selection and market timing ability from Islamic mutual funds." Thesis, Bangor University, 2009. https://research.bangor.ac.uk/portal/en/theses/mutual-fund-performance--evidence-of-stock-selection-and-market-timing-ability-from-islamic-mutual-funds(ba6af4b3-4564-4fb3-897e-1868118f8ef6).html.

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The main objective of this thesis is to provide a detailed analysis of the performance of mutual funds with particular focus on Islamic funds. Studies that review the performance of Islamic funds are rare although there has been a significant growth in the number and assets in recent years. The average annual growth in the number of Islamic funds amounted to 18% and the average annual growth in total assets of such funds came to 42% between the year 2005 and 2006 according to Failaka International. In this thesis we use four stock selection models and three market timing models to evaluate the
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Cuonz, Jan. "Allokation zwischen Traditional und Alternative Investments." St. Gallen, 2008. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/05606744001/$FILE/05606744001.pdf.

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Hügli, Martin. "Cash Value at-Risk Implications for Portfolio Management /." St. Gallen, 2007. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/01651066002/$FILE/01651066002.pdf.

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Ul, Haq Imtiaz. "Investor behaviour in the mutual fund industry." Thesis, University of Manchester, 2013. https://www.research.manchester.ac.uk/portal/en/theses/investor-behaviour-in-the-mutual-fund-industry(28b26d3a-fcf8-4010-92ca-49a802449891).html.

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This thesis is an attempt to advance our understanding of investor behaviour in one of the world’s largest markets, i.e. the mutual fund industry. It consists of three essays that answer the following questions: Does investor fund-selection ability explain the impressive growth of the U.K. mutual fund industry? Does the behaviour of U.S. mutual fund investors vary across the business cycle? And, how do investors react to U.S. mutual fund name changes? The first essay explores the role of investor fund-selection ability in explaining the growth of the mutual fund industry given that previous st
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Louivion, Simon, and Edward Sikorski. "A Three-Pronged Sustainability-Oriented Markowitz Model : Disruption in the fund selection process?" Thesis, KTH, Skolan för industriell teknik och management (ITM), 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-264122.

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Since the term ESG was coined in 2005, the growth of sustainable investments has outpaced the overall asset management industry. A lot of research has been done with regards to the link between sustainability and financial performance, despite the fact that there is a lack of transparency in sustainability of listed companies. This thesis breaks down the word sustainability into two di↵erent categories, and in turn eleven di↵erent parameters. The result is the term Q score which represents a company’s sustainability. The purpose is to increase transparency in the fund selection process for ass
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Li, Chenlu. "Structural breaks in hedge fund performance and foreign exchange liquidity." Thesis, Loughborough University, 2017. https://dspace.lboro.ac.uk/2134/27065.

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Hedge fund managers are characterised as either market timers or asset pickers . Their superior performance can be attributed to either timing skill, selection ability or a combination of both. In the existing literature, average hedge fund performance across the entire time span under investigation is usually investigated and measured, and hence, potentially certain subtle but important features exhibited in different time periods can be averaged out in the analysis. This thesis investigates the structural breaks in the selection ability and timing skill of hedge fund managers. This research
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Khouchaba, Ninos, and Emilia Svensson. "Optimal portfolio selection and risk-adjusted performance of 51 equity funds available in the Swedish premium pension." Thesis, Högskolan i Jönköping, Internationella Handelshögskolan, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-39881.

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In order to assure a livelihood for the working population after retirement, the national retirement pension was developed. The system is based on 18.5% of each tax-paying worker’s annual salary. The national retirement pension system in Sweden consist of two parts. The first and largest part contributing with 16 percentage points, of the 18.5%, is a defined benefit plan, named the income pension. The second part contributing with 2.5 percentage points, of the 18.5%, is the premium pension, which is a defined contribution plan. The premium pension is the sole part of the national retirement pe
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Yan, W. "New algorithms for evolving robust genetic programming solutions in dynamic environments with a real world case study in hedge fund stock selection." Thesis, University College London (University of London), 2012. http://discovery.ucl.ac.uk/1380128/.

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This thesis presents three new genetic programming (GP) algorithms designed to enhance robustness of solutions evolved in highly dynamic environments and investigates the application of the new algorithms to financial time series analysis. The research is motivated by the following thesis question: what are viable strategies to enhance the robustness of GP individuals when the environment of a task being optimized or learned by a GP system is characterized by large, rapid, frequent and low-predictability changes? The vast majority of existing techniques aim to track dynamics of optima in very
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Morrell, Guy D. "Portfolio construction in the UK property market : an investigation of the relative importance of fund structure and stock selection in explaining performance." Thesis, University of Reading, 1995. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.250718.

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Books on the topic "Fund selection"

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Das, Sanjiv R. Fee speech: Adverse selection and the regulation of mutual fund fees. National Bureau of Economic Research, 1998.

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Smith, G. N. Outsourcing book selection: Supplier selection in public libraries : a report to the British National Bibliography Research Fund. Library & Information Commission, 1999.

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M, O'Brien David, ed. Judicial roulette: Report of the Twentieth Century Fund Task Force on Judicial Selection. Priority Press Publications, 1988.

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Division, San Francisco (Calif ). Office of the Controller Audits. [San Francisco Police Department: Cash revolving fund]. City and County of San Francisco, Office of the Controller, 2000.

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Leadership selection in the major multilaterals. Institute for International Economics, 2001.

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Office, General Accounting. Foreign assistance: U.S. Russia Fund is following its investment selection process and criteria : report to congressional requesters. The Office, 2000.

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San Francisco (Calif.). Office of the Controller. Audits Division. San Francisco Fire Department: Revolving fund July 1, 1998, through August 10, 1999. San Francisco Office of the Controller, 1999.

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Mississippi. Legislature. PEER Committee. A survey of school districts' selection of vendors and controls over direct sales to students. PEER Committee, Mississippi Legislature, 1997.

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Kaeser, Daniel. La longue marche vers Bretton Woods: Chronique des relations de la Suisse avec le Fonds monétaire international et la Banque mondiale. Georg éditeur, 2004.

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San Francisco (Calif.). Office of the Controller. Audits Division. Office of the Public Defender: Revolving fund, July 1, 2000 through November 6, 2001. Office of the Controller, 2002.

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Book chapters on the topic "Fund selection"

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Davies, Ryan J., Harry M. Kat, and Sa Lu. "Fund of Hedge Funds Portfolio Selection: A Multiple-Objective Approach." In Derivatives and Hedge Funds. Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/9781137554178_3.

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Fevurly, Keith R. "Mutual Fund Performance Measures and Selection Criteria." In The Handbook of Professionally Managed Assets. Apress, 2013. http://dx.doi.org/10.1007/978-1-4302-6020-2_5.

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Clare, Andrew, and Chris Wagstaff. "Manager Selection: How Do You Choose a Good Fund Manager?" In The Trustee Guide to Investment. Palgrave Macmillan UK, 2011. http://dx.doi.org/10.1057/9780230361874_18.

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Beckett, J. B. "Fiduciary Robo-Selection is Possible in a New Fund Order." In The WealthTech Book. John Wiley & Sons, Ltd, 2018. http://dx.doi.org/10.1002/9781119444510.ch37.

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Gottschalg, Oliver F. "Private Equity Fund Selection: How to Find True Top-Quartile Performers." In Private Equity. John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118267011.ch13.

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Tanış, Arif, and Yaman Ömer Erzurumlu. "ANN Based Holistic Performance Valuation and Mutual Fund Selection: Evidence from Turkey." In Advances in Intelligent Systems and Computing. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-66501-2_31.

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Jurczenko, Emmanuel, Bertrand Maillet, and Paul Merlin. "Hedge Fund Portfolio Selection with Higher-order Moments: A Nonparametric Mean-Variance-Skewness-KurtosisEfficient Frontier." In Multi-moment Asset Allocation and Pricing Models. John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119201830.ch3.

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Bergh, Greg, and Paul van Rensburg. "Hedge Funds and Higher Moment Portfolio Selection." In Derivatives and Hedge Funds. Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/9781137554178_14.

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Maxam, Clark L., Seow Eng Ong, and Craig Wisen. "Funds of Funds: Diversification, Selection or Expense Arbitrage?" In Diversification and Portfolio Management of Mutual Funds. Palgrave Macmillan UK, 2007. http://dx.doi.org/10.1057/9780230626508_2.

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Pascual, Joaquin López. "The Assessment and Selection of Hedge Funds." In Advanced Business Analytics. Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-11415-6_10.

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Conference papers on the topic "Fund selection"

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"Machine learning models for mutual funds assessment in fund selection." In 2020 International Conference on Computer Science and Engineering Technology. Scholar Publishing Group, 2020. http://dx.doi.org/10.38007/proceedings.0000883.

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Boudt, K., B. G. Peterson, and P. Carl. "Hedge fund portfolio selection with modified expected shortfall." In COMPUTATIONAL FINANCE 2008. WIT Press, 2008. http://dx.doi.org/10.2495/cf080101.

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Alexandri, Moh Benny. "Mutual Fund Performance: Stock Selection or Market Timing." In International Conference on Economics and Banking. Atlantis Press, 2015. http://dx.doi.org/10.2991/iceb-15.2015.26.

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"A STUDY OF SELECTION OF MUTUAL FUND SCHEMES BY INVESTORS." In Seminar On Rural Market in India: An Unexplored Terrain. ELK Asia Pacific Journals, 2015. http://dx.doi.org/10.16962/elkapj/si.rmi-2015.7.

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Gu, Chen-Sheng, Hong-Po Hsieh, Chung-Shu Wu, Ray-I. Chang, and Jan-Ming Ho. "A Fund Selection Robo-Advisor with Deep-learning Driven Market Prediction." In 2019 IEEE International Conference on Systems, Man and Cybernetics (SMC). IEEE, 2019. http://dx.doi.org/10.1109/smc.2019.8914183.

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Yan, Wei, and Christopher D. Clack. "Evolving robust GP solutions for hedge fund stock selection in emerging markets." In the 9th annual conference. ACM Press, 2007. http://dx.doi.org/10.1145/1276958.1277384.

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Li, Zheng, Yun Liu, Shaohua Tan, Bingwu Liu, and Juntao Li. "A Novel Time-Scale Feature Based Hybrid Portfolio Selection Model for Index Fund." In 2011 Fourth International Conference on Business Intelligence and Financial Engineering (BIFE). IEEE, 2011. http://dx.doi.org/10.1109/bife.2011.7.

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Sukkachart, Piyawadee, Chotiros Surapholchai, and Rajalida Lipikorn. "Time series prediction of retirement mutual fund values using optimal window size selection and support vector regression." In 2017 International Conference on Information Technology Systems and Innovation (ICITSI). IEEE, 2017. http://dx.doi.org/10.1109/icitsi.2017.8267966.

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Yang, Dong-yun, and Hong-kai Cui. "Research on investment mode selection of industry investment fund based on the high-tech industry development stages." In 2014 International Conference on Management Science and Engineering (ICMSE). IEEE, 2014. http://dx.doi.org/10.1109/icmse.2014.6930449.

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Chen, Yixiang, and Huan Liu. "Attach Importance to the Topic Selection of the Science Fund in the New Era and Improve the Project Subsidy Rate." In Proceedings of the 2019 International Conference on Advanced Education, Management and Humanities (AEMH 2019). Atlantis Press, 2019. http://dx.doi.org/10.2991/aemh-19.2019.53.

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Reports on the topic "Fund selection"

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Das, Sanjiv Ranjan, and Rangarajan Sundaram. Fee Speech: Adverse Selection and the Regulation of Mutual Funds. National Bureau of Economic Research, 1998. http://dx.doi.org/10.3386/w6644.

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Da, Zhi, Pengjie Gao, and Ravi Jagannathan. Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds. National Bureau of Economic Research, 2008. http://dx.doi.org/10.3386/w14609.

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Chandra, Shailesh, Mehran Rahmani, Timothy Thai, Vivek Mishra, and Jacqueline Camacho. Evaluating Financing Mechanisms and Economic Benefits to Fund Grade Separation Projects. Mineta Transportation Institute, 2021. http://dx.doi.org/10.31979/mti.2020.1926.

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Investment in transportation infrastructure projects generates benefits, both direct and indirect. While emissions reductions, crash reductions, and travel time savings are prominent direct benefits, there are indirect benefits in the form of real estate enhancements that could pay off debt or loan incurred in the improvement of the infrastructure itself. Studies have shown that improvements associated with rail transportation (such as station upgrades) trigger an increase in the surrounding real estate values, increasing both the opportunity for monetary gains and, ultimately, property tax co
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Hilbrecht, Margo, Sally M. Gainsbury, Nassim Tabri, et al. Prevention and education evidence review: Gambling-related harm. Edited by Margo Hilbrecht. Greo, 2021. http://dx.doi.org/10.33684/2021.006.

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This report supports an evidence-based approach to the prevention and education objective of the National Strategy to Reduce Harm from Gambling. Applying a public health policy lens, it considers three levels of measures: universal (for the benefit of the whole population), selective (for the benefit of at-risk groups), and indicated (for the benefit of at-risk individuals). Six measures are reviewed by drawing upon a range of evidence in the academic and grey literature. The universal level measures are “Regulatory restriction on how gambling is provided” and “Population-based safer gambling/
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