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Dissertations / Theses on the topic 'Managed funds'

Author: Grafiati

Published: 4 June 2021

Last updated: 20 February 2023

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1

Wang, Luo. "Four Studies of Managed Funds." Thesis, Griffith University, 2018. http://hdl.handle.net/10072/382713.

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This thesis, structured around four interrelated empirical studies, investigates three key aspects that relate to the practice of fund management and analysis: (1) fund returns, (2) fund flows, and (3) asset allocations. In fact, managed fund investors make investment decisions primarily on the assumption that managed fund performance persists over time, despite the lack of evidence for such performance persistence. Therefore, it is compelling to empirically investigate factors that are of vital importance to investors if these factors can improve investors’ ability to select winning funds, wh

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2

Brinkman, Trevor Joseph. "Constructing volatility surfaces for managed funds." Master's thesis, University of Cape Town, 2014. http://hdl.handle.net/11427/8530.

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Includes bibliographical references<br>In this dissertation, a methodology is developed for constructing a volatility surface for a managed fund by extending the work of Bakshi et al. (2003) and Taylor (2014). The power utility assumption (with constant relative risk aversion for a specific maturity) and historical returns series data are used for the identified factors in influencing the return of the fund and the fund itself. The coefficient of relative risk aversion for a specific maturity and market is estimated from quoted option prices on a market index. This is used in combination with

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3

Everett, John M. "Passive Investing's Implications for Actively Managed Funds." Scholarship @ Claremont, 2019. https://scholarship.claremont.edu/cmc_theses/2242.

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In theory, as a greater share of capital is invested passively rather than actively managed, stock prices will be freer to diverge from fair value, resulting in marginally less efficient equity markets. The effect should be an amplification of managerial skill, which manifests itself in the tails of α distributions. I find evidence that mutual fund α distributions differ increasingly as a function of the share of assets invested in passive vehicles. However, I find no evidence that the “tailedness” of the distributions increases as a function of the share of assets invested passively. This may

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4

Fang, Rong. "Liquidity and performance of actively managed equity funds." Thesis, University of Nottingham, 2011. http://eprints.nottingham.ac.uk/12133/.

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Most scholars have concluded that actively managed equity mutual funds as a whole underperform their passively managed counterparts, linked to some benchmarks. In other words, active equity fund managers on average do not have enough significant stock-picking abilities to add value for investors. However, earlier investigations may be flawed through failure to give adequate consideration to liquidity. Hence, this research pays much attention to liquidity effects on mutual fund performance and argues that it is a preference for holding highly liquid stocks which results in the perceived underpe

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5

Soucik, Victor. "Finding the true performance of Australian managed funds." Thesis, Edith Cowan University, Research Online, Perth, Western Australia, 2002. https://ro.ecu.edu.au/theses/730.

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When making conclusions about the performance of managed funds, it is critical that the framework in which such performance is measured provides an accurate and unbiased environment. In this thesis I search for true performance of the two major classes of funds- equity as well as fixed interest managed funds. Focusing, first on the former class, I examine five measurement models across three risk-free proxies, nine benchmarks proposed by the extant literature (covering conditional and unconditional as well as single and multi factor definitions) and over three independent periods in an effort

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6

Nilsson, Maximiliam, and Gusten Hansson. "Are Mutual Fund Managers’ Compensation Reasonable In Relation To Their Contributions? : - A study regarding actively managed mutual funds." Thesis, Linnéuniversitetet, Institutionen för nationalekonomi och statistik (NS), 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-96945.

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This thesis aims to investigate fund managers salaries in relation to their contributions. The study is conducted on the Swedish fund market under a period over five years, 2014-2018, and include 332 funds. The result observed shows a positive relation between salaries and risk-adjusted performance. The result proves that fund managers are able to outperform the market on average, which should not be possible to do systematically over time according to the efficient market hypothesis. It also turns out that salary has a positive relationship with assets under management. This indicates that fu

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Hassan, Abul. "Evaluating the performance of managed funds : the cases of equity, ethical funds and Islamic index." Thesis, Durham University, 2005. http://etheses.dur.ac.uk/2731/.

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Managed funds have become a popular investment tool and possess a lot of advantages. However, in spite of their popularity, most past research findings on the evaluation of performance have suggested that managed funds were unable to do significantly better than a large unmanaged portfolio. The aim of this thesis is to evaluate empirically the performance of managed funds. The funds chosen are; UK equity, ethical unit trusts and US-based Dow Jones Islamic index -an index of Islamic ethical funds portfolio. We examine the performance of UK equity unit trusts which invest in UK equities, using m

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8

Källström, Mattias, and Vidar Bratland. "Money For Nothing? : A Study About the Performance of Actively Managed Swedish Mutual Funds." Thesis, Umeå universitet, Handelshögskolan vid Umeå universitet, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-56651.

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Following the development and popularity of mutual funds among Swedish investors, the question of active fund management and return has become a central issue for private investors. 99 percent of the Swedish population invests in mutual funds, comprising a total net fund value of almost 2,000 billion SEK. The idea behind active management is for a charged fee, to generate a return higher than the return of the market. But statistics indicate a low level of competition between the largest providers and only one out of ten funds performs better than its index. Financial instability due to the la

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9

BARAN, RENATO. "PERFORMANCE ANALYSIS OF ACTIVE MANAGED INVESTMENTS FUNDS A COMPARATIVE STUDY." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2004. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=4648@1.

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CONSELHO NACIONAL DE DESENVOLVIMENTO CIENTÍFICO E TECNOLÓGICO<br>Esta dissertação tem como objetivo comparar os índices de desempenho de média-variância com os critérios de dominância estocástica de primeira, segunda e terceira ordens para fundos de gerenciamento ativo presentes no mercado brasileiro. Foram analisados 84 fundos de ações entre maio de 1999 e abril de 2001. Para o cálculo da dominância estocástica foi criada uma função em Matlab que, a partir dos retornos dos fundos, compara-os entre si e retorna quais os fundos mais dominantes em relação aos outros. O que se concluiu é

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10

Cheng, Ming Kit. "A study on the performance of passively-managed hedged ETFs." HKBU Institutional Repository, 2019. https://repository.hkbu.edu.hk/etd_oa/629.

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This study examines the performance of recently introduced passively-managed exchange-traded hedged funds (HETFs). Using data that cover the period 2008 to 2017 of all available HETFs under global macro and long-short classifications with sufficient number of observations, the study provides the most complete and update measure and documentation of the performance of these two fund categories. Little research has been done on HETFs' performance in despite of the rapid growth and expected future expansion of their market sizes, since the introduction of HETFs expands for ordinary investors inve

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11

Andrén, Erik, and Oskar Fors. "Actively Managed Investments : A comparison of US hedge and equity mutual funds." Thesis, Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Företagsekonomi, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-35570.

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Over the past years, the total assets under management among hedge funds and equity mutual fundshave increased significantly. The question from an investor point of view iswhich investment vehicle can provide the greatest return adjusted for risk. The purpose of this study involves an analysis on the historical net asset values todetermine and evaluate what one can except from actively managed hedge andequity mutual funds. It supports the determination of the most profitable asset, adjusted for risk, as part of a diversified portfolio. The performance is measured net of fees and costs with the

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Dijokas, Paulius, and Dijana Zaric. "Performance of Actively Managed Equity Mutual Funds : Empirical Evidence of the Swedish Market." Thesis, Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Företagsekonomi, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-26782.

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During the last decade, investments into the Swedish mutual fund market have increased substantially. The increased popularity of actively managed Swedish equity funds among households and investment companies, correspondingly, funds need to deliver substantial results, raised the importance to evaluate these funds’ performance. This thesis adds to the scarce empirical literature on Swedish equity mutual fund performance. Employing the Fama-French three factor model, it analyzes whether actively managed Swedish equity mu- tual funds outperform the Fama-French benchmarks net- and gross of manag

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Viland, Johan. "Evaluating the Performance of Swedish-Registered Actively Managed Emerging Market Equity Mutual Funds." Thesis, Uppsala universitet, Nationalekonomiska institutionen, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-418099.

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We calculate the alpha of a survivorship bias-free sample of Swedish-registered actively managed emerging market equity mutual funds (with at least 10 years of return data), using long-short and long-only versions of several asset pricing models: the CAPM, the Fama-French three-factor model, the Carhart four-factor model, the Fama-French five-factor model and a six-factor model that adds the momentum factor to a modified Fama-French five-factor model. We find that our sample of mutual funds has statistically significant negative alpha (on a 5% level) using the CAPM, the Fama-French three-facto

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Roos, Cathrine. "The Performance of Actively Managed Equity Mutual Funds : A study of the Swedish Market." Thesis, Jönköping University, JIBS, Economics, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-12711.

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Hallahan, Terrence Anthony, and terry hallahan@rmit edu au. "Issues in investment risk: a supply-side and demand-side analysis of the Australian managed fund industry." RMIT University. Economics, Finance and Marketing, 2006. http://adt.lib.rmit.edu.au/adt/public/adt-VIT20061206.095924.

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The investment management industry has proven to be a fertile ground for theoretical and empirical research over the past forty years, particularly in relation to the nature and quantification of risk. However, the dominance of the U.S. industry has meant that much of the academic research has focused on the U.S. market. This thesis investigates aspects of investment risk using alternative data to that used in much of the prior published research. This thesis contains an extensive analysis of aspects of risk related to both the demand side and the supply side of the managed funds m

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Eiselen, Linda Minette. "The effects of constraints on the performance of actively managed funds in relation to their benchmark indices." Diss., University of Pretoria, 2018. http://hdl.handle.net/2263/66040.

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Actively-managed funds have recently come under fire as it has been determined that they consistently underperform passive funds. Benchmarking, and the constraints placed on actively-managed funds, are standard practices within the industry, but research suggests that these constraints negatively affect fund performance. This research paper explores the effectiveness of actively-managed funds in relation to their benchmark indices, in terms of tracking errors and weighting constraints. This is done by qualifying the effect of these constraints on the performance of hypothetically constr

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Enticott, Steven John, and n/a. "A critical evaluation of exchange traded option 'Delta' as a risk management tool for self-managed superannuation funds." Swinburne University of Technology, 2006. http://adt.lib.swin.edu.au./public/adt-VSWT20061117.125347.

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This research discusses the use of Delta in regulating the investment behaviour of the Trustees of Self-Managed Superannuation Funds (SMSFs) who use Exchange Traded Options (ETOs) in their investment strategies. An ETO represents a contract between two parties, giving the taker (the buyer) the right, but not the obligation, to buy or sell a parcel of shares at a predetermined price, on or before a predetermined date, to or from the writer (the seller). It is acceptable for SMSF Trustees to use ETO investments as part of their overall investment strategy, providing that leverage or mere specula

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Enticott, Steven John. "A critical evaluation of exchange traded option 'Delta' as a risk management tool for self-managed superannuation funds." Australasian Digital Thesis Program, 2006. http://adt.lib.swin.edu.au/public/adt-VSWT20061117.125347.

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Thesis (DBA) - Swinburne University of Technology, 2006.<br>Submitted to the partial fulfilment of the requirements for the degree of Doctor of Business Administration, Australasian Graduate School of Management, Swinburne University of Technology, 2006. Typescript. Includes bibliographical references (p. 89-92).

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Bahia, Diogo Alexandre de Melo. "Sorte versus habilidade, uma abordagem através de cross section da indústria de fundos de ações no Brasil." reponame:Repositório Institucional do FGV, 2012. http://hdl.handle.net/10438/9970.

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Submitted by Diogo Bahia (dbahia@gmail.com) on 2012-08-27T20:08:37Z No. of bitstreams: 1 Diogo Bahia - Sorte vs Habilidade.pdf: 758043 bytes, checksum: 6bd1adc62ad396207bcb4032522be0f9 (MD5)<br>Approved for entry into archive by Gisele Gammaro (gisele.gammaro@fgv.br) on 2012-08-27T20:16:27Z (GMT) No. of bitstreams: 1 Diogo Bahia - Sorte vs Habilidade.pdf: 758043 bytes, checksum: 6bd1adc62ad396207bcb4032522be0f9 (MD5)<br>Made available in DSpace on 2012-08-30T12:57:04Z (GMT). No. of bitstreams: 1 Diogo Bahia - Sorte vs Habilidade.pdf: 758043 bytes, checksum: 6bd1adc62ad396207bcb4032522be0f9

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Ahl, Bollesparr Marcus, and John Michelle Andrea. "Fondförvaltning : Går det fortfarande inte att generera en större riskjusterad avkastning än marknadens?" Thesis, Luleå tekniska universitet, Institutionen för ekonomi, teknik och samhälle, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:ltu:diva-75011.

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Många svenska hushåll fondsparar och 2018 uppgick fondsparandet i genomsnitt till 434 000 kronor per person. Nobelpristagaren Fama (1970) påvisade att det inte är möjligt att generera en högre riskjusterad avkastning än marknadens. Samtidigt finns det fortfarande mängder av aktivt förvaltade fonder som utlovar högre avkastning än marknaden. Därmed är det alltjämt otydligt för småsparare om passivt eller aktivt förvaltade fonder genererar störst avkastning. Till skillnad från liknande tidigare studier, har denna studie ett större urval av fonder. Syftet är att undersöka vilket

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Rosengren, Hampus, and Johan Svensson. "Aktiv fondförvaltning inom Premiepensionssystemet." Thesis, Högskolan Kristianstad, Sektionen för hälsa och samhälle, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:hkr:diva-12240.

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Valet mellan aktiv respektive passiv fondförvaltning har sedan länge varit en omdiskuterad fråga inom privata fondsparandet. På senare tid har frågan kommit att återaktualiserat efter att de aktivt förvaltade storfonderna Allemansfond komplett och Kapitalinvest anklagats för vilseledande marknadsföring, då de inte har generat en högre avkastning än den generella marknaden. Inom den akademiska världen har erkända forskare och sedermera pristagare av Sveriges Riksbanks pris i ekonomisk vetenskap till Alfred Nobels minne, påvisat att aktivt förvaltade fonder inte kan generera en högre avkastning

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Committee, Local RDP. "Application for RDP funds in terms of the “extension of municipal services presidential lead programme’’ as programme managed by the Department of Constitutional Affairs." Department of Constitutional Affairs, 1995. http://hdl.handle.net/10962/66131.

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The majority of the residents of Khutsong are employed at mines in the area south of Carletonville (stretching form East Driefontein in the east to Deelkraal in the west), as well as in Carletonville itself. The large majority of these people are dependant on public transport for commuting to work, for undertaking trips for shopping purposes and for going to school. The condition of the road network in Khutsong is of such a nature that large areas are totally inaccessible to public transport (especially in the rainy season) resulting in a situation where large numbers of people have to walk un

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Li, Ma. "Essays on Mutual Funds and Fund Managers." Doctoral thesis, Humboldt-Universität zu Berlin, 2018. http://dx.doi.org/10.18452/19361.

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Die vorliegende Dissertation besteht aus drei Kapiteln über die Investmentfonds. Das erste Kapitel befasst sich mit der Rolle der Fondsmanager in der Bilanzverschönerung. Auf Basis der Analyse der Karrierewege von amerikanischen Fondsmanagern werden signifikante zusammenwirkende Manager-Fixed-Effects identifiziert, die nach der Kontrolle der endogenen Matching-Probleme immer noch robust sind. Die geschätzten Manager-Fixed-Effects haben signifikante Einflüsse auf die Out-of-Sample-Vorhersagen. Außerdem wird festgestellt, dass die Verriegelungen der Investmentfonds, die von gemeinsamen Managern

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Ingre, Gustav, and Carl Victor Passburg. "The impact of the EU Taxonomy : A Qualitative Study Exploring the Impact of the EU Taxonomy on Actively Managed Sustainable Funds in the Swedish Market." Thesis, KTH, Skolan för industriell teknik och management (ITM), 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-278865.

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The European Union (EU) is attempting to steer capital towards environmentally friendly investments by implementing a new classification system for sustainable investments, the EU Taxonomy. However, the classification system may be ineffective in countries such as Sweden where similar systems already exist. This thesis attempts to understand the effects of the EU system in Sweden by investigating how the investment strategies of actively managed sustainable funds in the Swedish markets are affected. First, the EU Taxonomy was compared to a selection of existing systems for sustainable investme

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Salame, David. "Active Portfolio Managers: Behaviours and Approaches : A qualitative study of behavioural approaches towards markets in active management of mutual funds in Sweden." Thesis, Södertörns högskola, Företagsekonomi, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-34345.

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The field of behavioural finance remains to be a major criticizer to the efficient market hypothesis, claiming all humans of being rational. Some argues for the lack of behavioural aspects of investors being a main cause to the financial crisis of 2008, due to tendencies of them following same investment paths. Understanding investors’ sights and approaches is important as behavioural differences can contribute to further enhancements in the financial markets. This study examines the approaches towards the financial markets of managers of actively managed mutual funds in Sweden. By interviewin

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Soares, Mariana Flor Eiras. "UK pension funds : fund portfolio performance analysis." Master's thesis, Instituto Superior de Economia e Gestão, 2020. http://hdl.handle.net/10400.5/20707.

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Mestrado em Mathematical Finance<br>No UK, indivíduos recebem uma pensão após a reforma, ou se falecer sua/seu esposa/o. Esta pode ser oferecida pelo estado, mas um dos casos mais comuns é; as pessoas recebem-na do seu fundo de pensão ocupacional (derivado do seu caminho de trabalho). Este tipo de pensão é fornecido pelo empregador e acumula benefícios que irão gerar o salário do empregado após a reforma. Para financiar as pensões, os empregadores devem criar um portfólio de investimento, que inclui diversos fundos e classes de ativos (alguns que pretendem gerar maiores retornos, assumindo mai

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Gallagher, David R. "Investment Manager Characteristics, Strategy and Fund Performance." University of Sydney. Business, 2002. http://hdl.handle.net/2123/858.

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This dissertation presents five research essays evaluating the performance of managed funds in light of the investment strategy and manager characteristics exhibited by institutional investment companies. An analysis of investment performance with respect to a fund managers strategy provides important information in determining whether performance objectives have been achieved. There are a number of different types of investment strategies managed funds may adopt. However, the primary dichotomy is on the basis of whether the portfolio manager implements either an active or index

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Pecha, Martin. "Obchodování s komoditami." Master's thesis, Vysoká škola ekonomická v Praze, 2011. http://www.nusl.cz/ntk/nusl-113597.

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The goal of this diploma thesis is to analyze the gold market and provide readers with the necessary information and context having an impact on the price of gold. The thesis consists of three chapters. First one deals in general with the commodity market and introduces the readers to commodity exchange issues such as trading commodities in commodity exchanges, motives of commodity trading as well as the specific characteristics of commodities. Second one concerns the detailed analysis of commodity investment tools that investors might use when they feel like getting an exposure to price movem

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Adrianto, Fajri. "The role of fund families in socially responsible investment (SRI) funds : the spillover effect and cross-subsidization strategy." Thesis, Queensland University of Technology, 2016. https://eprints.qut.edu.au/101164/1/Fajri_Adrianto_Thesis.pdf.

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This thesis aims to fill the gap in the SRI fund literature by examining the role of fund families in the flow and investment strategy of individual SRI funds. It examines spillovers in cash flow resulting from the existence of superior (poor) performing SRI funds and investigates the existence of cross-subsidization between SRI family members. It provides evidence of positive spillover effect from having star SRI funds on the monthly cash flow of their SRI siblings. It also finds evidence of cross-subsidization where the performance of winning funds is more likely to be subsidized by their pe

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Chen, Li-Wen. "What skills do star fund managers possess?" Thesis, University of Edinburgh, 2010. http://hdl.handle.net/1842/7812.

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Kosowski, Timmermann, Wermers, and White (2006) find that certain growth-oriented fund managers have substantial skill but do not stipulate the particular skills that they possess. I use novel style timing models to examine in detail the timing skills of 3,181 US equity mutual funds classified as having a growth investment objective by Standard & Poor’s, over the period from 1993 to 2006. To control for idiosyncratic variation in mutual fund returns, the bootstrap method of Kosowski et al. is used to analyze the significance of alpha and timing coefficient estimates. To exclude the possibility

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Friis, Leonarda B. "Are some fund managers better than others : the relationship between manager characteristics and fund performance." Thesis, Stellenbosch : Stellenbosch University, 2003. http://hdl.handle.net/10019.1/49749.

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Thesis (MBA)--Stellenbosch University, 2003.<br>ENGLISH ABSTRACT: This paper investigates fund manager performance in order to determine whether some fund managers are better than others. The focus of the paper is to examine if fund performance is related to the characteristics of fund managers that may indicate ability, knowledge, or effort. The data consists of South African regulated unit trust growth and growth-and-income funds investigated over a seven-year period, and comprehensive and detailed information on the various fund managers supplied by the MoneyMate database from the Un

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Li, Ma [Verfasser], Adam [Gutachter] Tim, and Stomper [Gutachter] Alex. "Essays on Mutual Funds and Fund Managers / Ma Li ; Gutachter: Adam Tim, Stomper Alex." Berlin : Humboldt-Universität zu Berlin, 2018. http://d-nb.info/1182540597/34.

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Siu, Chun Yu. "Fund commentary : exploring its structure and use of evaluative lexis by fund managers of good- and bad-performing funds." HKBU Institutional Repository, 2010. https://repository.hkbu.edu.hk/etd_ra/1218.

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Gamito, Ana Rita Ferreira. "Understanding appraiser independence : a multi-method research." Master's thesis, Instituto Superior de Economia e Gestão, 2012. http://hdl.handle.net/10400.5/11001.

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Mestrado em Contabilidade, Fiscalidade e Finanças Empresariais<br>Este estudo foca-se na relação entre gestores e avaliadores no sector nacional, de fundos de investimento imobiliário, com o objetivo de desenvolver um quadro teórico de como a independência dos avaliadores é percebida por ambos os agentes. Sobre a metodologia, o estudo combina uma pesquisa qualitativa através de entrevistas com especialistas para entender quais são os principais conceitos relacionados com a independência do avaliador e uma pesquisa quantitativa com base num questionário distribuído individualmente a vários gest

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Buettner, Haiko R. M. "The European Alternative Investment Fund Manager Directive (AIFMD) : impacts on existing alternative fund managers' traditional business models." Thesis, University of Gloucestershire, 2017. http://eprints.glos.ac.uk/5445/.

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This thesis investigates the impact of an EU-directive (directive 2011/61/EU) regarding the administration of alternative investments by fund managers (AIFMs) on the business models of AIFMs which became effective on June 22, 2013. This new fund regulation is expected to affect the business models of traditional AIFMs that were not previously subject to regulation but now have to comply with these rules. The potential effect of the Alternative Investment Fund Manager Directive (AIFMD) has been subject to contentious debate in the past. However, the outcomes of the AIFMD have not previously bee

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Marlo, Timothy M. "Actively Managed Mutual Fund Holdings and Fund Performance." OpenSIUC, 2016. https://opensiuc.lib.siu.edu/dissertations/1231.

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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 Batting Average, is related to the future performance of managers. My next chapter, Quarterly Mutual Fund Holdings Information and Window Dressing examines two different approaches of using holdings information. I recommend that fund holdings reported at the beginning of the quarter are more related to act

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Schwindler, Oliver A. "Value-Added von Fund-of-Hedge-Funds-Managern : eine empirische Analyse der Allokations- und Selektionsfähigkeiten /." [S.l. : s.n.], 2008. http://swbplus.bsz-bw.de/bsz285933809inh.htm.

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Martignier, Romain Paul. "Private equity regulation: what are the consequences of the alternative investment fund managers directive (AIFMD) on private equity managers?" reponame:Repositório Institucional do FGV, 2015. http://hdl.handle.net/10438/14093.

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Welch, Steven J. "Two Essays Relating to Mutual Fund Performance." ScholarWorks@UNO, 2007. http://scholarworks.uno.edu/td/590.

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In two unrelated 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 abnormal returns associated with the ETFs are higher than the alphas of the index funds in most cases. The results are much more prevalent in funds that follow the S&P 500 than funds that do not. When examining the tracking errors, we find index funds are able to track their indexes

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Bonilla, Valverde José Pablo, Clemens Blank, Mario Roidt, Lisa Schneider, and Stefan Catalin. "Application of a GIS Multi-Criteria Decision Analysis for the Identification of Intrinsic Suitable Sites in Costa Rica for the Application of Managed Aquifer Recharge (MAR) through Spreading Methods." Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden, 2017. http://nbn-resolving.de/urn:nbn:de:bsz:14-qucosa-220396.

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Costa Rica’s annual mean precipitation is above 3300 mm, but this precipitation is not evenly distributed in time or space, producing clear differentiated wet and dry seasons in most of the country. Droughts are also common phenomena which greatly affect the availability of water resources. Managed aquifer recharge (MAR) schemes are being taken into consideration to enhance the underground water storage capacity of the country. The present study constitutes the first assessment for the identification of suitable sites for the implementation of MAR technology spreading methods (SM) in Costa Ric

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41

Bohlandt, Florian Martin. "Single manager hedge funds - aspects of classification and diversification." Thesis, Stellenbosch : Stellenbosch University, 2013. http://hdl.handle.net/10019.1/85859.

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Thesis (PhD)--Stellenbosch University, 2013.<br>A persistent problem for hedge fund researchers presents itself in the form of inconsistent and diverse style classifications within and across database providers. For this paper, single-manager hedge funds from the Hedge Fund Research (HFR) and Hedgefund.Net (HFN) databases were classified on the basis of a common factor, extracted using the factor axis methodology. It was assumed that the returns of all sample hedge funds are attributable to a common factor that is shared across hedge funds within one classification, and a specific factor

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Enaw, Enih Ebot. "The effect of client affiliation on the performance attributions of fund managers in South Africa." Thesis, University of the Western Cape, 2011. http://etd.uwc.ac.za/index.php?module=etd&action=viewtitle&id=gen8Srv25Nme4_1250_1361990203.

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<p>This study seeks to evaluate the performance of unit trust managers based on their client affiliation classification. Worldwide, the number of investors investing in unit trusts is on the rise and increasingly they want to be able to evaluate the performance of the managers managing their funds so as to make better investment decisions. This increase in the asset size and number of unit trusts funds could be attributed but not limited to the low capital required for investment by small investors who before could not afford to invest in portfolios requiring large capital (Prather, Bertin, an

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43

Bonilla, Valverde José Pablo, Clemens Blank, Mario Roidt, Lisa Schneider, and Stefan Catalin. "Application of a GIS Multi-Criteria Decision Analysis for the Identification of Intrinsic Suitable Sites in Costa Rica for the Application of Managed Aquifer Recharge (MAR) through Spreading Methods." Molecular Diversity Preservation International (MDPI), 2016. https://tud.qucosa.de/id/qucosa%3A30199.

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Costa Rica’s annual mean precipitation is above 3300 mm, but this precipitation is not evenly distributed in time or space, producing clear differentiated wet and dry seasons in most of the country. Droughts are also common phenomena which greatly affect the availability of water resources. Managed aquifer recharge (MAR) schemes are being taken into consideration to enhance the underground water storage capacity of the country. The present study constitutes the first assessment for the identification of suitable sites for the implementation of MAR technology spreading methods (SM) in Costa Ric

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44

Werner-Zankl, Simon, Linda Samuelsson, and Emma Jonsson. "Swedish hedge funds : An analysis of the Swedish hedge funds’ investment strategies and risks associated with hedge funds." Thesis, Jönköping University, JIBS, Business Administration, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-1042.

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<p>Background</p><p>Out of the different fund categories hedge funds have had the highest development in Sweden since 1994. Swedish investors’ interest in hedge funds doubled from 2005 to 2006. Hedge funds are said to be an investment with a low risk and not being dependent upon business cycle movements. Historically there have been high initial investments, most often over 100 000 SEK, required to invest in hedge funds. This has started to shift towards lower initial investments. This is a reason why hedge funds start to become interesting to private investors and not only to institutional, a

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45

Johansson, Tom-Filip, and Tommi Määttä. "Abnormal Returns of Swedish Equity Funds : Are Managers Skilled or Lucky?" Thesis, Umeå universitet, Företagsekonomi, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-56783.

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The fund market has grown substantially during the past decades and the majority of Swedish citizens are invested in funds directly or through pension savings. There is mixed evidence on the performance of Swedish equity funds depending on the method employed and the time period studied. In this study, we set out to estimate abnormal performance using acknowledged methods during a time-period that is both longer and more recent than previous studies. Our sample is survivorship-free and consists of 150 mutual equity funds during January 1993 to December 2011. We use a four-factor model to estim

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Ising, Alexander. "Mutual fund manager behavior and performance /." [S.l.] : [s.n.], 2009. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=018687068&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.

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47

Chen, Xiang. "Performance evaluation of closed-end fund and fund manager in China." Thesis, University of Macau, 2003. http://umaclib3.umac.mo/record=b1636217.

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Gardner, Peter Alan Banking &amp Finance Australian School of Business UNSW. "Investment manager trading behaviour and fund performance." Publisher:University of New South Wales. Banking & Finance, 2008. http://handle.unsw.edu.au/1959.4/43109.

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This dissertation investigates three types of investment manager trading behaviour to ascertain whether behavioural biases are present in the Australian investment management industry. In particular, this thesis 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: leader and follower patterns in institutional trading; quarter-end gaming behaviour; and shor

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Evans, Allison L. Shackelford Douglas A. "Portfolio manager ownership and mutual fund performance." Chapel Hill, N.C. : University of North Carolina at Chapel Hill, 2006. http://dc.lib.unc.edu/u?/etd,190.

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Thesis (Ph. D.)--University of North Carolina at Chapel Hill, 2006.<br>Title from electronic title page (viewed Oct. 10, 2007). "... in partial fulfillment of the requirements for the degree of Doctor of Philosophy in the KenanFlagler Business School (Accounting)." Discipline: Business Administration; Department/School: Business School, Kenan-Flagler.

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Henningsson, Johan. "Fund managers as cultured observers /." Västerås : School of Sustainable Development of Society and Technology, Mälarddalen University, 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-1580.

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