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Dissertations / Theses on the topic 'Mutual fund performance research'

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Published: 4 June 2021
Last updated: 7 February 2022

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1

Sinha, Partha Sarati. "Morningstar ratings and performance of mutual funds." Thesis, Lethbridge, Alta. : University of Lethbridge, Faculty of Management, 2013. http://hdl.handle.net/10133/3458.

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In this study, we examine the predictive power of Morningstar’s new ratings for mutual funds’ future performance and compare its predictive power with four competing predictors. We also examine Morningstar’s new ratings’ predictive power in bull and bear periods. Furthermore, we compare the predictive power of the new and old star-ratings. We perform all these tests for both U.S. and Canadian equity funds. We use a regression model and non-parametric tests in this study. The results suggest Morningstar’s new ratings accurately rank funds and predict out-of-sample performance of only five-star
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2

Weintraub, Abraham Bragança de Vasconcellos. "The performance of open-end Brazilian fixed income mutual funds for retail clients." reponame:Repositório Institucional do FGV, 2013. http://hdl.handle.net/10438/11275.

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Submitted by Abraham Weintraub (abrahambvw@gmail.com) on 2013-11-06T19:22:30Z No. of bitstreams: 1 AbrahamWeintraub_dissertação_MPA.pdf: 887510 bytes, checksum: 3bf28f60e8c4bf117132d0e01e958f40 (MD5)<br>Approved for entry into archive by Vera Lúcia Mourão (vera.mourao@fgv.br) on 2013-11-06T19:31:25Z (GMT) No. of bitstreams: 1 AbrahamWeintraub_dissertação_MPA.pdf: 887510 bytes, checksum: 3bf28f60e8c4bf117132d0e01e958f40 (MD5)<br>Made available in DSpace on 2013-11-06T20:01:43Z (GMT). No. of bitstreams: 1 AbrahamWeintraub_dissertação_MPA.pdf: 887510 bytes, checksum: 3bf28f60e8c4bf117132d0e01
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Farrell, Michael. "ESSAYS ON INVESTMENTS." UKnowledge, 2019. https://uknowledge.uky.edu/finance_etds/11.

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The first chapter studies mutual funds. I model intraquarter trading and use a genetic algorithm to estimate the trade pattern that is most consistent with the fund's daily reported returns. I validate the model empirically on a sample of institutional trades from Ancerno and I confirm that the method more accurately predicts daily holdings when compared to existing naive assumptions. Further, my method is substantially more accurate in classifying a fund's tendency to supply liquidity, and this increased precision has important implications for identifying superior performing funds. Specifica
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O'Sullivan, Niall Michael. "UK mutual fund performance." Thesis, City University London, 2006. http://openaccess.city.ac.uk/8466/.

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Using a comprehensive data set on (surviving and non-surviving) UK equity mutual funds (April 1975 - December 2002), this study uses a bootstrap methodology to distinguish between `skill' and `luck' in fund performance. This methodology allows for non-normality in the idiosyncratic risks of the funds -a major issue when considering the `best' and `worst' funds and these are the funds which investors are most interested in. The study points to the existence of genuine stock picking ability among a relatively small number of top performing UK equity mutual funds (i. e. performance which is not s
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Kazemi, Alireza. "Mutual Fund Performance : Active- and Passive Fund Management." Thesis, Jönköping University, JIBS, Economics, 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-1226.

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<p>In this thesis I will examine active equity mutual fund managers’ ability to outperform an index, which is done by utilizing a sample of four equity mutual funds that mainly invest in large Swedish quoted companies. In order to measure the risk-adjusted performance of the funds, a model created by Michael Jensen will be used. Furthermore, I will investigate whether the managers of the mutual funds increase/decrease the risk level, or rather the beta, when the stock market is bullish/bearish. Hence, two time spans have been chosen, 2001-2003 and 2004-2006, where the previous represents a bea
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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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7

Chehade, Ramez T. "Mutual fund performance evaluation using DEA." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1998. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape10/PQDD_0006/MQ40964.pdf.

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8

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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9

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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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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Richardson, Shay E. "Excess Corporate Cash and Mutual Fund Performance." ScholarWorks, 2016. https://scholarworks.waldenu.edu/dissertations/1925.

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Corporations may experience lower earnings on assets due to the underinvestment of excess cash. Specifically, leaders of nonfinancial firms hold small amounts of cash in mutual fund investments. The primary benefit to understanding mutual funds is the potential to use them to manage excess corporate cash. Using the efficient market hypothesis as a framework for the study, the purpose of this correlational study was to examine the relationship among mutual fund expenses including 12b-1 fees, sales load at purchase, management fees, total capitalization, and performance. Secondary research datab
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Gu, Yi. "Mutual fund managerial working experience, career concern, new fund opening and fund performance." Thesis, Durham University, 2018. http://etheses.dur.ac.uk/12766/.

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This thesis comprises three essays on mutual fund performance which provide new insights into different aspects of the mutual fund industry. The first essay examines the relationship between the mutual fund manager’s past experience and mutual fund performance. The skills and knowledge acquired from the prior working experience may be transferred to the current working context, thereby influencing the current job performance (Schmidt et al., 1986). Using data on U.S. mutual fund managers’ work experience ranging from 1993 to 2012, we introduce a new method to evaluate mutual fund performance f
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Liang, Xinghua. "Survivorship bias in mutual fund performance : evidence in Canadian mutual funds." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 2000. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape3/PQDD_0015/MQ54304.pdf.

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14

Moneta, Fabio. "Measuring Bond Mutual Fund Performance with Portfolio Characteristics." Thesis, Boston College, 2009. http://hdl.handle.net/2345/2466.

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Thesis advisor: Pierluigi Balduzzi<br>Employing a novel data set of portfolio weights from 1997 to 2006, the performance of taxable bond mutual funds is studied. The timing ability of fund managers is examined considering different asset allocation choices such as asset class, credit quality allocation, and portfolio maturity decisions. I show that active managers engage in strategies of rotating their portfolios across fixed-income sectors and bond characteristics. Some bond funds exhibit successful timing ability by adopting these strategies. Comparing fund returns plus expenses and transact
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Liu, Jun S. M. Massachusetts Institute of Technology. "Relationship between mutual fund flow and fund performance : a study in China." Thesis, Massachusetts Institute of Technology, 2011. http://hdl.handle.net/1721.1/65811.

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Thesis (S.M.)--Massachusetts Institute of Technology, Sloan School of Management, 2011.<br>Cataloged from PDF version of thesis.<br>Includes bibliographical references (p. 48).<br>Use publically available data set on Chinese stock oriented mutual funds, examine whether the fund flow within one period depends on the past performance of this individual fund, and if there's a relationship, then what the detailed linkage between the past performance and the current period fund flow is. Different models involving regression will be used to exam the significance of each factor that may contribute to
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Genc, Egemen, and Egemen Genc. "Essays on Mutual Funds." Thesis, University of Oregon, 2012. http://hdl.handle.net/1794/12455.

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My dissertation consists of two essays on mutual funds. The first essay examines the role of extreme positive returns on future fund flows using maximum style-adjusted daily returns (hereafter MAX) over the previous month. My results suggest that there is a positive and significant relation between MAX and future fund flows. The results are robust to controls for fund performance, fund size, age, turnover, fund fees, volatility, and skewness of fund returns. Of particular interest, this relation exits only in retail funds. Moreover, MAX is persistent from one month to the next, but MAX-based
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OHLSSON, DAVID. "Morningstar Ratings, Mutual Fund Flows and Performance : Investigating the Swedish Domestic Fund Market." Thesis, KTH, Skolan för industriell teknik och management (ITM), 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-300048.

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Morningstar ratings are a popular way for investors to compare mutual funds. This thesis focuses on Swedish domestic equity funds. The relation of Morningstar ratings and fund flows was studied. Additionally, the short-term performance predictability using star ratings was investigated. This study found that top rated funds using Morningstar ratings received a higher fraction of positive fund flows compared to top rated funds ranked using past returns, Sharpe ratio, or Carhart's four-factor alpha. This provides some evidence towards Swedish investors using Morningstar ratings over other measur
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Ma, Linlin. "Internal versus External Replacement of Mutual Fund Managers." Digital Archive @ GSU, 2013. http://digitalarchive.gsu.edu/finance_diss/23.

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I use a unique dataset of 1,808 mutual fund manager replacements to study the determinants and the subsequent impact of the choice between hiring the successor from within (internal hire) and outside (external hire) the fund family. I find that fund families prefer to replace their top performers with internal hires and bottom performers with external hires. External hires demonstrate superior ability to turn around bottom performing funds, but exhibit inferior ability to maintain the record of top performing funds. I find no cross-sectional difference in post-replacement performance between i
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Wang, Lung, and 王隆. "A Research on the Performance of Mutual Fund." Thesis, 2000. http://ndltd.ncl.edu.tw/handle/07328994529903100448.

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yen, chou wei, and 周威彥. "The Research on Operational Performance of Mutual Fund." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/29161195675509744222.

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碩士<br>亞洲大學<br>經營管理學系碩士班<br>95<br>Mutual funds have already replaced traditional investments as single equity and fixed deposit, and become the first-selection investment instrument of our nationals over time. However, comply with diversification and popularity of fund investment, mutual fund selection on market is faced with the problem of numerous shares, investors are aware of the difficulty while making the choice. On the other hand, government brings into practice the” General agent system for offshore funds” on august in 2006, which will introduce more offshore funds into options, and inv
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21

Zhao, Yi. "Does mutual fund investment style consistency affect the performance of mutual funds? : evidence from Chinese mutual funds." 2009. http://hdl.handle.net/10179/1433.

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While much of the previous research on mutual funds has concentrated on finding the relationship between the investment style, the past performance and the future performance of funds, very few of the studies have paid attention to the effect of a mutual fund manager’s execution of investment style on fund returns. Using return-based analysis methodologies for measuring the style consistency of Chinese mutual funds, this thesis demonstrates that the less style-consistent funds tend to produce higher future risk-adjusted returns than more consistent mutual funds, even after controlling for past
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22

Lin, Ling-Yun. "Taiwan and America Mutual Fund Short-term Performance Research." 2007. http://www.cetd.com.tw/ec/thesisdetail.aspx?etdun=U0020-1708200714132600.

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Lin, Yun-Ling, and 林韻麟. "Taiwan and America Mutual Fund Short-term Performance Research." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/16998683389687813636.

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碩士<br>國立暨南國際大學<br>國際企業學系<br>95<br>Researchers of Taiwan and America mutual fund performance have often suggested that stock selection or market timing ability would not likely affect performance. However, research which has empirically documented the link between Taiwan and America is scant. Therefore, the aim of this article attempts to explore how Taiwan and America stock selection and market timing abilities, volatility timing and tacking error are compared. This research involved Treynor and Mazuy (TM, 1966), Busse (1999) and Ammann and Zimmermann (2001) models, comprised of Taiwan and Ame
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Tzu-Yang, Lin, and 林子揚. "Research of the influence of the mutual fund characteristics on the fund performance." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/07520984686068243044.

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碩士<br>玄奘大學<br>國際企業學系碩士班<br>95<br>With the economic development,opening and internationalization of the financial market, the vehicles of the financial investment have gradually diversified; however, general investors who are limited to the time, capital or professional knowledge are unable to invest effectively. Mutual fund has many characteristics that are superior to other investment tools. The characteristics are for example professional investment, the investment risk diversification, mobility and security, wide range of investment, low fee, and the function of tax-saving. Therefore, it ha
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Chin-Chang, Yang, and 楊晉昌. "The Research of Types of Mutual Fund and Investitive Performance." Thesis, 1995. http://ndltd.ncl.edu.tw/handle/56069144322235224012.

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Fan-Yen, Kung, and 孔繁衍. "The Research of Factors on the Performance of Domestic Bond Mutual Fund." Thesis, 2003. http://ndltd.ncl.edu.tw/handle/22839358608597978505.

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碩士<br>實踐大學<br>企業管理研究所<br>91<br>Abstract As the domestic investing environment shifted rapidly, investors are in search of a promising mean for selecting the highest return bond mutual fund. Thus, the purpose of this research is to investigate the major factors felt to influence the performance to bond mutual fund. The research was conducted by applying structural equation modeling (SEM) analysis to assess the effects of both internal and external factors on the bond funds performance. Historical data of 46 Taiwan bond funds was collected from August 1999 through August 2002.
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Chen, Li-Jung, and 陳麗蓉. "The empirical research of investment stlye, performance and fund flow of equity mutual funds in Taiwan." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/39546327116487175913.

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碩士<br>東吳大學<br>會計學系<br>94<br>Equity funds have been the major investment instruments for Taiwanese. The fund research institutions, including Lipper and Morningstar, have classified the equity funds into different styles, such as value/growth funds or large/small cap funds, for the reference of the investors. Frank Russell Company and S&P have also offered different styles of indexes to act as the benchmark of funds, but we don’t have these kinds of classification in Taiwan. This research paper adopts capitalization, P/E and P/B as the factors to classify the stocks and uses the index construct
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Lin, Chia-Hua, and 林佳樺. "The Study on Relationship among Research Resource, Portfolio Turnover, and Mutual Fund Performance." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/03041123014534486826.

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碩士<br>國立臺灣大學<br>財務金融學研究所<br>103<br>This paper examines the interaction between mutual fund performance and portfolio turnover by using 117 Taiwan domestic equity mutual funds data from the time period of 2005 to 2014. Empirical result indicates that funds with higher portfolio turnovers exhibit higher transaction costs and inferior performance compared with funds having lower turnovers. Furthermore, we use the data of 117 Taiwan General Equity Mutual Funds from 2010 to 2014 and 32 asset management firms to investigate the correlation among the research resource, mutual fund performance, and it
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Lee, Ming-Chih, and 李明枝. "Research of the Domestic Mutual Funds Performance Persistency." Thesis, 1996. http://ndltd.ncl.edu.tw/handle/19101237121206463236.

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Chan, Yen-Chang, and 詹硯彰. "The Modern Mutual Funds Performance Research on Taiwan''s Open-end Common Stock Mutual Funds." Thesis, 1998. http://ndltd.ncl.edu.tw/handle/44256224751380511426.

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碩士<br>國立政治大學<br>金融研究所<br>86<br>Mutual Funds Investment will be very popular! While the professional institutionalist''s participation being promoted, domestic stock market environment has been changed structurally. In the future, accompanied by several reasons such us the maturation of stock market, dramatic increasing in listed company numbers and more complex correlation in international financial markets, the age stressing on professional financial adversary will come. "Professional financial investment and adversary" will substitute for "Self-adversary" investment. Therefore, measuring the
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Chen, Yi-Shin, and 陳怡欣. "Research on performance of domestic versus foreign mutual funds." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/25628989667098928863.

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碩士<br>國立臺北商業技術學院<br>財務金融研究所<br>100<br>Using two way repeated measures ANOVA on performance of domestic versus foreign mutual funds, from January 2003 to December 2011. This paper has three purposes: (1) Comparing performance between domestic and foreign mutual funds. (2) Comparing mutual funds performance between investing in emerging markets and in developed countries. (3) Comparing performance of mutual funds investing in different regions (such as America, Asia, Europe, Latin America, Emerging Asia, and Emerging Europe). Our results show that (1) Foreign mutual funds perform better than
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Ning, Liu Chih, and 劉芝寧. "The Mutual funds Research of the investor's motives andThe Mutual funds Research of the investor's motives and the performance." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/39950024059057273548.

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碩士<br>中國文化大學<br>國際企業管理研究所<br>95<br>This study is to explore the Mutual Funds of investment motives of investors and the performance, the expectation of performance study. This study measured the influ-ence between the motivation , the performance, and risk preferences through variables examine the motives and the performance of the relations between them. Finally it compares actual performance and expected performance of the investors and the mo-tives with the expected performance. The use of linear structural equation analysis re-vealed that the investment motives affect the performance, and
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Wan, Kuei-chu, and 萬桂菊. "A research on the performance difference between equity index funds and mutual funds." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/33049042537732936172.

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碩士<br>國立中央大學<br>財務金融學系碩士在職專班<br>100<br>In the current Taiwan funds market, the asset under management (AUM) of domestic equity funds has shown little growth, even contraction; in contrast, the AUM of equity index funds is growing tremendously. Polaris Investment Trust launched the “Polaris Taiwan Top 50 Tracker Fund” on June 25th, 2003, since then the AUM has grown to 100 billion TWD, with more than thirty thousand retail investors investing in the fund. This clearly indicates that domestic investors are becoming more and more open to equity index funds. The objective of my thesis is to invest
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CHEN, TZU PIN, and 陳子平. "The Research on Efficient Investing Method for the Performance Improvement of Mutual Funds." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/83753657423435804761.

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碩士<br>東吳大學<br>國際經營與貿易學系<br>100<br>This study explores disposition effect for Taiwanese mutual fund investors by examining the long-term performance of efficient investing method using the overseas mutual funds profolios which the customers of Bank F invested most from 2001-2011. The study also compare the performance between efficient investing method and dollar cost averaging, which in turn the appropriate profit target can be found as a reference for future investors. In order to test whether the performance of efficient investing method and dollar cost averaging can overrun inflation an
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WANG, CHIH-KANG, and 王致康. "A Research on Efficient Investing Method for the Performance Improvement of Mutual Funds." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/3kdgs6.

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碩士<br>世新大學<br>財務金融學研究所(含碩專班)<br>106<br>The purpose of this study is to understand efficient investing strategies, comparing the performance of four factors of efficient investment portfolios, including setting lock-in-gain points, investment timing, whether lock-in-gain points have been taken and lump sum investing(only investing in master funds), as well as studying the extent of their impact. Domestic open-ended general-type equity funds were selected as the research sample, the research period being from 1995 to 2016, comparing annualized returns of investment periods of 2 and 5 years w
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Yu, Ya-Hui, and 游雅惠. "Research the U.S. Sub-prime Mortgage Crisis influence the mutual funds performance that Taiwan issued- Focus on the asset securitization mutual funds." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/6h993r.

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碩士<br>東吳大學<br>會計學系<br>96<br>In recent years, the trends towards liberalization and internationalization in the Taiwanese financial market along with government policy guidance have resulted in the Legislative Yuan passing the "Financial Assets Securitization Act" on June 21 2002 and the "Real Esate Securitization Act" on July 9 2003. These new laws paved the way for setting up a domestic asset securitization market. As legal entities, particularly insurance companies, make up most of the buyers for domestic asset securitization products, the easiest way for ordinary investors to add these type
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Yang, Chic-yuam, and 楊志遠. "Fixed investment risk in different mutual funds operated under the standard deviation of the performance of research - to the Taiwan Fund for example at home and abroad." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/80055674886020178010.

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碩士<br>義守大學<br>資訊管理學系碩士班<br>97<br>Taiwan''s political situation as a result of intense drama with the international economic turmoil in the bubble markets, today''s financial markets, market stalls 592 different investment funds marked the first, the standard deviation and return on investment, investors can invest in recovery based on the objectives, recovery time and risk preferences to determine their own investment objectives. Taken in this study is a research method, empirical analysis, to collect information related to open the second, the fund data processing, three, from the best empiri
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Kuo, Chan-Ting, and 郭展廷. "Applying Data Mining Technology to Enhance Investment Performance of Mutual Funds Research-Based on Taiwan Equity Funds." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/30472800577450954442.

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碩士<br>國立臺北教育大學<br>資訊科學系碩士班<br>98<br>Mutual fund is one of the popular investment tools in domestic financial market. Recently, many investors had suffered a great loss after financial tsunami. Many investors reduced their asset to invest mutual funds. However, with the help from the government policy, the global financial market has recovered in 2009. Mutual fund investment became a popular investment channel again. The main point of this thesis is to explore the performance of mutual funds in 2009 and to analyze the factors that affect the performance of mutual funds. This thesis helps us to
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Hwu, Sheng-Yuan, and 胡勝源. "The Research of Portfolio Rick and Performance Evaluation on Global Mutual Funds and Investment Linked Insurance Products." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/35296717470191561609.

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碩士<br>大葉大學<br>國際企業管理學系碩士在職專班<br>97<br>Today's domestic mutual funds in the global investment policy group and compare their investment risk and performance research less，A general lack of investment performance and risks of exploring, this research to the global mutual funds and investment- type insurance policy link fund group as the research object, And normal distribution, the variance - covariance method standard deviation method, and consider the fund returns variance changes over time GARCH (1,1) model, to individual funds calculating VaR (Value at Risk).And adopt the Basel Committee on
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jong, jeng-feng, and 鍾政峰. "The performance measurment of domestic mutual funds and foreign juridical person -A research of non-benchmark portfolio model." Thesis, 1998. http://ndltd.ncl.edu.tw/handle/89515018779083034579.

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碩士<br>東吳大學<br>經濟學研究所<br>86<br>This research is according to the "Portfolio Change Measure" published by Grinblatt and Titman in 1993.This measure does not need any benchmark portfolio to evaluate performance of mutual funds. Using monthly holding data of 50 domestic funds and foreign juridical person over January,1994 to November,1997 to calculate 1-(3)-(6)-month lag performance index. According to these indices ,we examine if managers have superior information and can earn excess return. In the other hand, we compare G&T index with traditional Jensen index(1968), if there is difference betwee
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Lu, Wen-Sung, and 盧文松. "The effects on investment performance by found manager’s personality trait, Investment trust company’s CEO and research team on shore mutual funds." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/72396440096234654093.

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Hu, Shang-Ting, and 胡萱婷. "Mutual fund Characteristics, Mutual fund Manager's Personality Traits and Mutual fund Performance." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/68440367656360223967.

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碩士<br>嶺東科技大學<br>財務金融研究所<br>95<br>In this study, we examine how the effect of fund manager's personality and fund characteristics on the domestic fund performance in 2000 and 2003 using QRM model. The empirical results are showed below. In 2000, as for fund manger's personality, education, experience, and gender are matter. As for mutual fund characteristics, turnover rate,, and industrial dummy are significant. In 2003, the results we have are almost the same as those in 2000
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Chang, Ya-Wen, and 張雅雯. "Fund flow volatility and fund performance: Tawan's mutual fund." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/81793166003743200408.

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Lin, Vincent, and 林煌文. "Taiwan Mutual Fund Performance Persistence." Thesis, 1996. http://ndltd.ncl.edu.tw/handle/10594105698017804006.

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Lin, Zong-Han, and 林宗漢. "Real Estate Mutual Fund Performance." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/89931895583861296206.

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博士<br>元智大學<br>財務金融學系<br>98<br>This thesis consists of two essays relating to the two important aspects of real estate mutual fund. The first essay is “International Real Estate Mutual Fund Performance- Diversification or Costly Information”, and the second essay is “Managerial Experience, Board of Director, and Agency Conflict: Evidence from Real Estate Mutual Funds”. The first study examines international real estate mutual funds from three dimensions. First, this study examines whether investors can benefit from investing in international real estate mutual funds. Second, this study investi
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Lee, Tsai-jung, and 李采蓉. "Mutual fund Performance Evaluation Revisited." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/86106318281701159248.

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碩士<br>朝陽科技大學<br>財務金融系碩士班<br>100<br>This study evaluates Taiwan’s mutual fund performance again through a new “fund of funds” (FOFs) approach. During January 1990 to December 2011, the FOFs approach constructs a top ten sub-fund portfolio through classical criteria which used to evaluate the performance of individual fund. The classical criteria include past raw return, Treynor ratio, Sharpe ratio, selectivity, and timing ability. The empirical evidence shows the FOFs portfolio return cannot statistically significantly outperform various benchmark. The performance of Taiwan’s mutual fund in
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Lee, Hsuan-Hui, and 李宣慧. "Mutual Fund Performance and Fund Characteristics in Taiwan." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/08056072788898377738.

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碩士<br>淡江大學<br>保險學系保險經營碩士班<br>95<br>The study provides an analysis, FM cross-sectional regressions, of the interrelationship and impact of though list of fund-specific characteristics on performance. My fund database covers 9132 open-ended equity funds in Taiwan from July 1, 2006 to June 30, 2007. I employ five factor models to evaluate their performance estimates. There are six categories fund characteristics and amount to 14 characteristics valuables in my study. The study prove if fund characteristics are capable of predicting and explaining performance. The result show that 13 characteristi
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張素華. "Mutual fund flows and their impact on fund performance." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/33946250035102814199.

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碩士<br>國立交通大學<br>財務金融研究所<br>92<br>Open-end mutual funds can provide unlimited liquidity to investors who wish to buy or redeem fund shares. In response to this, the fund manager must either engage in costly liquidity-motivated trading or alter its cash position. Several previous papers investigate the importance of transaction cost on fund performance. We adopt unexpected flow as a proxy for liquidity-motivated trading and try to examine the relation between unexpected flow and fund performance. Our approach is different from Edelen (1999), in which actual flow is used as a proxy for liquidit
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HSIEH, CHIN-NENG, and 謝金能. "Analysis of Fund Manager's Characteristics on Mutual Fund Performance." Thesis, 2019. http://ndltd.ncl.edu.tw/handle/xc2s8b.

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碩士<br>南華大學<br>財務金融學系財務管理碩士班<br>107<br>Using 934 fund managers data on 150 domestic stock mutual funds from 2008 to 2018, this thesis is aimed at analyzing the impacts of fund manager characteristics and fund characteristics on fund risk and performance. Fund manager characteristics mainly focus on education, gender, and fund experiences, and fund characteristics include fund size, expense rate, turnover rate, fund establishment years and risk conversion level. The fund performance and risk indicators mainly use the annual standard deviation, Beta, Sharpe, Jensen α, and Treynor. My empirical re
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Chen, Yu-Chen, and 陳俞臻. "Risk-Adjusted performance of mutual fund." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/65228152839996932086.

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碩士<br>淡江大學<br>財務金融學系碩士班<br>93<br>Mutual fund is becoming one of the important tools for managing money generally. How to select a suitable one that conforms to investor’s requirement, need to rely on the measurement of various kinds of indexes. In the traditional performance index of mutual fund, most often the ones used is Sharpe Ratio, but it assume that all assets are under normal distribution, however not all ones are. So the Sharpe Ratio may mislead the performance measure of mutual fund. Moreover, the standard deviation of mutual fund return that describes the rise and fall of return fl
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