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Dissertations / Theses on the topic 'Mututal funds'

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Published: 4 June 2021

Last updated: 1 February 2022

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1

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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2

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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3

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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4

Börjesson, Oscar, and Sebastian Rezwanul HaQ. "Do hedge funds yield greater risk-adjusted rate of returns than mutual funds?A quantitative study comparing hedge funds to mutual funds and hedge fund strategies." Thesis, KTH, Matematisk statistik, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-146730.

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In recent times, the popularity of hedge funds has undoubtedly increased. There are shared opinions on whether hedge funds generate absolute rates of returns and whether they provide a strong alternative investment to mutual funds. This thesis aims to examine whether hedge funds with different investment strategies create absolute returns and if certain investment strategies outperform others. This thesis compares hedge funds risk-adjusted rate of return towards mutual funds, such as mutual funds, to see if certain investment strategies are more lucrative than the corresponding investments in

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5

Gonçalves, Rodrigo Miguel Moutinho. "Hedge funds vs. Mutual funds : estratégias diferentes : retornos diferentes." Master's thesis, Instituto Superior de Economia e Gestão, 2013. http://hdl.handle.net/10400.5/11129.

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Mestrado em Finanças<br>A crise financeira que abalou profundamente os mercados financeiros veio tornar evidente que algo estava mal. Com ligações profundas ao fenómeno do "subprime" originário do mercado americano e aos movimentos especulativos geradores de constantes subidas dos preços dos ativos transacionados em Bolsa, muitos especialistas relacionaram rapidamente tais movimentos com os "Hedge Funds", identificando-os como os principais agentes responsáveis pela crise que se instalou. Pelo lado regulamentar, as entidades reguladoras dos mercados financeiros assim como os próprios países,

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6

Svensson, Anna, and Gustaf Jademyr. "Mutual Fund Performance : A comparison between large and small independent fund companies’ Sweden funds." Thesis, Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Företagsekonomi, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-15873.

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7

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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8

ALEXANDRE, Estev??o Garcia de Oliveira. "Fatores determinantes da rentabilidade dos fundos multimercados no Brasil." FECAP, 2017. http://tede.fecap.br:8080/jspui/handle/jspui/756.

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Submitted by Elba Lopes (elba.lopes@fecap.br) on 2017-12-19T23:43:16Z No. of bitstreams: 2 Estev??o Garcia de Oliveira Alexandre.pdf: 334978 bytes, checksum: 69b02b620b3b65622dfb7a5492fa4e21 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5)<br>Made available in DSpace on 2017-12-19T23:43:16Z (GMT). No. of bitstreams: 2 Estev??o Garcia de Oliveira Alexandre.pdf: 334978 bytes, checksum: 69b02b620b3b65622dfb7a5492fa4e21 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) Previous issue date: 2017-02-20<br>This study analyzes the Brazilian Mult

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Agapova, Anna. "Cross-Sectional Differences between Topic 1: Money Market Mutual Funds and their Role in the Mutual Fund Families. Topic 2: Innovations in Financial Products. Conventional Mutual Funds versus Exchange Traded Funds." Digital Archive @ GSU, 2007. http://digitalarchive.gsu.edu/finance_diss/10.

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The first essay examines cross-sectional differences between money market mutual funds (MMMFs), in the context of the sponsoring fund family. While extant studies have shown that fund family characteristics impact the management of open-end equity mutual funds, results of this study’s analysis find that fund family characteristics also affect the management of MMMF assets, contributing to differences in the maturity of the fund’s holdings, expenses, and realized returns. I find that an MMMF is not simply a transitional account with a short-term low-risk investment objective, but rather, a crit

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10

Amaral, Tania Raquel dos Santos. "Análise de performance de fundos de investimento em previdência." Universidade de São Paulo, 2013. http://www.teses.usp.br/teses/disponiveis/12/12139/tde-10122013-154317/.

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O presente trabalho teve como objetivo principal identificar quais os fatores determinantes que afetam o desempenho dos Fundos de Previdência Renda Fixa na indústria brasileira de fundos, no período de janeiro 2005 a dezembro de 2011. A pesquisa em Fundos de Previdência aberta justifica-se na categoria Renda Fixa, pelos poucos estudos publicados, pelo crescimento contínuo da indústria de previdência aberta ao longo dos anos e pela ampliação das discussões sobre análise de desempenho e estilo de gestão nos fundos de Previdência Renda Fixa. A metodologia adotada identificou diferenças estatístic

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11

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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12

McLemore, Ping Wang. "Do Mutual Funds Have Decreasing Returns to Scale? Evidence from Fund Mergers." Diss., The University of Arizona, 2015. http://hdl.handle.net/10150/555943.

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Using fund mergers as shocks to fund size, I analyze return-to-scale properties of mutual funds. The results show that acquiring funds experience performance deterioration after abnormal size increases due to mergers. Funds that have a larger shock in size at the time of mergers are more likely to experience worse declines in performance after the events. In the post-merger period, investors redeem their shares from the poorly performing acquiring funds, and both the declining performance and persistent capital outflows lead to decreases in size. As fund size decreases, performance tends to re

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13

Otten, Rogér Rene Anna Elisabeth. "European mutual funds." [Maastricht : Maastricht : Universiteit Maastricht] ; University Library, Maastricht University [Host], 2002. http://arno.unimaas.nl/show.cgi?fid=7080.

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14

Stark, Jeffrey R. "A Look at the Decision Making of Mutual Fund Families." OpenSIUC, 2014. https://opensiuc.lib.siu.edu/dissertations/851.

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I examine the motivations of mutual fund families when deciding what mutual funds to launch, when to launch them, and how they are going to be launched. I begin by analyzing the influence of investor preferences on the flow to open-end mutual funds by associating flow to a fund with the degree to which the fund has an in-favor or trendy name. Results show that funds which conform to market-wide trends generate significantly higher inflows compared to less trendy funds. In my third chapter I examine the decision to launch a fund and show that investment companies have motivation, in the abse

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15

Hirota, Ronaldo Sueo. "A influ??ncia dos ??ndices de desempenho nos rankings dos fundos de investimento multimercado no Brasil." FECAP - Faculdade Escola de Com??rcio ??lvares Penteado, 2015. http://132.0.0.61:8080/tede/handle/tede/392.

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Made available in DSpace on 2015-12-03T18:33:14Z (GMT). No. of bitstreams: 1 Ronaldo_Sueo_Hirota.pdf: 2239401 bytes, checksum: 481be2cb72a80eeb4e9057d7463e34cf (MD5) Previous issue date: 2015-03-23<br>This study aims to analyze the influence of performance measure in the rankings of multimarket funds in Brazil. The specific objectives sought to understand the concepts and application of the parameters in the evaluation of investment funds performance, present the similarities and differences of performance measures of investment funds, verify the performance of mutual funds in the period of

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16

Ling, Leng. "Two Essays on Managerial Behaviors in the Mutual Fund Industry Essay 1: A Life-Cycle Analysis of Performance and Growth in U.S. Mutual Funds Essay 2: Can Mutual Fund Window-Dressing Promote Fund Flows?" unrestricted, 2008. http://etd.gsu.edu/theses/available/etd-06132008-144714/.

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Thesis (Ph. D.)--Georgia State University, 2008.<br>Title from file title page. Jason Greene, Gerald Gay, committee co-chairs; Harley Ryan, Conrad Ciccotello, committee members. Electronic text (93 p. : ill. (some col.)) : digital, PDF file. Description based on contents viewed Oct. 13, 2008. Includes bibliographical references.

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Bastos, Henrique Gonçalves 1973. "O papel dos fundos de pensão na formação de funding no Brasil." [s.n.], 2015. http://repositorio.unicamp.br/jspui/handle/REPOSIP/286455.

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Orientador: Bruno Martarello De Conti<br>Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Economia<br>Made available in DSpace on 2018-08-27T08:55:06Z (GMT). No. of bitstreams: 1 Bastos_HenriqueGoncalves_M.pdf: 1980248 bytes, checksum: b41309facbe175243df3839a0b18cec1 (MD5) Previous issue date: 2015<br>Resumo: O objetivo desta dissertação é avaliar se os fundos fechados de previdência complementar atuam ou têm potencial para atuar na alocação de ativos em instrumentos de funding no Brasil. Em simultâneo, explora-se algumas das razões apontadas na literatura para expli

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18

Xuan, Lei. "Governance in the Mutual Fund Industry." Diss., Georgia Institute of Technology, 2006. http://hdl.handle.net/1853/14124.

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The first essay examines how board structure affects manager dismissal decisions in mutual funds. We first find some evidence suggesting that the likelihood of managerial replacement is higher when fund boards are more independent and receive lower levels of compensation. Manager turnover is more likely when funds underperform the objective average. We then investigate the manager turnover decision conditional on the funds experiencing a merger. We find that funds with more independent boards are more likely to employ target managers with a track record of superior performance. Overall, t

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19

Agerberg, Backlund Filip, and Magnus Pettersson. "Swedish Equity Mutual Fund Performance : A comparison between mutual funds provided by banks and their non-bank counterpart." Thesis, Högskolan i Jönköping, Internationella Handelshögskolan, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-18365.

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The fund market has increased in popularity over the past two decades. Today the majority of the highest asset funds on the Swedish market are managed and owned by banks. On the other hand, media is frequently publishing ranking lists and newsfeeds presenting the poor mutual fund performance of funds managed by banks. The purpose of this study is to examine and analyse the performance of Swedish equity mutual funds in order to see whether funds managed by non-bank fund companies outperform their bank counterpart. The study uses monthly NAV rates to calculate different performance measurements

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20

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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21

Zhao, Jianghong. "Essays on Mutual Funds." Diss., The University of Arizona, 2006. http://hdl.handle.net/10150/195297.

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The first essay examines the relation between fund performance and stock selection process. I classify mutual funds into two groups according to their distinctive stock selection approaches: tire kickers who rely on fund managers' personal judgment and fundamental analysis to pick stocks, and quant jocks who use computer-based models to select stocks. I examine how the stock selection approach affects mutual fund performance and economies of scale. I document an increasing trend of quantitative techniques used by mutual funds, in addition to some unique characteristics of quant jocks. Quant jo

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22

Chonge, Singi Dirk. "Performanceanalyse von Mutual Funds." St. Gallen, 2008. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/02601912002/$FILE/02601912002.pdf.

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23

Covachev, Svetoslav. "Essays on mutual funds." Thesis, Cergy-Pontoise, Ecole supérieure des sciences économiques et commerciales, 2019. http://www.theses.fr/2019ESEC0005.

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Dans l'Essai 1, nous démontrons clairement que la relation flux-performance est convexe, mais uniquement dans la gamme des fonds à performance moyenne à élevée. Nous montrons qu'elle est en fait concave dans la gamme des fonds à performance faible à moyenne. La principale conclusion de l'essai 3 est que la composition du portefeuille du fonds a un impact sur la sensibilité de la performance des flux (SPF) du fonds. Plus précisément, un gestionnaire de fonds commun de placement peut réduire la sensibilité au rendement des flux en augmentant la pondération totale du portefeuille d'actions dans l

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Zhao, Yuan Y. "Real estate mutual funds." Thesis, University of Aberdeen, 2015. http://digitool.abdn.ac.uk:80/webclient/DeliveryManager?pid=227652.

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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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Nunes, Vítor Uchôa. "Estudo da sensibilidade do fluxo de investimento em fundos multimercado." reponame:Repositório Institucional do FGV, 2011. http://hdl.handle.net/10438/8495.

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Submitted by Vítor Uchôa Nunes (vitor.nunes@btgpactual.com) on 2011-07-12T19:23:36Z No. of bitstreams: 1 Tese (homolog - final) - Estudo da Sensibilidade do Fluxo de Investimento em Fundos Multimercado.pdf: 274894 bytes, checksum: 644c7fc5c8fd9522e335233e9cdab021 (MD5)<br>Approved for entry into archive by Vitor Souza (vitor.souza@fgv.br) on 2011-07-12T19:25:22Z (GMT) No. of bitstreams: 1 Tese (homolog - final) - Estudo da Sensibilidade do Fluxo de Investimento em Fundos Multimercado.pdf: 274894 bytes, checksum: 644c7fc5c8fd9522e335233e9cdab021 (MD5)<br>Made available in DSpace on 2011-0

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Xu, Zhaojin. "Selling Winners, Holding Losers: Effect on Mutual Fund Performance and Flows." Diss., Virginia Tech, 2007. http://hdl.handle.net/10919/27878.

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In this dissertation, we examine whether the disposition effect, the tendency to sell winners and hold losers, exists among U.S. equity mutual funds and how the disposition effect influences fund performance and particularly flows. We find that a significant fraction (32%) of all funds exhibit some degree of disposition behavior. These funds underperform funds that are not disposition prone by 4-6% per year. Moreover, we find that the disposition effect has a significant impact on future fund flows. Without controlling for performance, disposition-prone funds experience 2-3% less flows each

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28

Carlsson, Sandra, and Erica Eikner. "Mutual Fund Performance : An analysis of determinants of risk-adjusted performance for mutual equity funds available for Swedish investors." Thesis, Umeå universitet, Företagsekonomi, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-172313.

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The mutual fund industry in Sweden has grown rapidly over the past years. Research has been made on the topic for over 50 years, however there are still uncertainties about the determinants of fund performance. The purpose of this study was to examine what determines the risk-adjusted performance of mutual equity funds available to Swedish investors. A side-purpose was included to examine to what extent the Efficient Market Hypothesis holds in Sweden. A simple random sample was conducted where 500 equity funds were included. From Refinitiv/Thomson Reuters Eikon Datastream fund characteristics

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Alrashidi, Faleh M. F. E. "Comparison of the performance of Islamic mutual funds vs. ethical and conventional mutual funds." Thesis, Durham University, 2013. http://etheses.dur.ac.uk/7340/.

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Mutual funds are one of the key contributors to the globalisation of financial markets and one of the main sources of capital flows to emerging economies. This study explores and measures the performance of global Islamic mutual funds through an econometric analysis. Specifically, this study conducted an empirical comparison of performances between Islamic, ethical, and conventional mutual funds using market indexes as benchmarks. In furthering the analyses, this study also explored the ‘Ramadan Effect’ and another comparison/or causality test between Islamic mutual funds and oil prices in the

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Lane, Mark A. "Management changes and their impact on closed-end fund performance /." free to MU campus, to others for purchase, 1997. http://wwwlib.umi.com/cr/mo/fullcit?p9841163.

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31

Agapova, Anna. "Two essays on mutual funds." unrestricted, 2007. http://etd.gsu.edu/theses/available/etd-05182007-112450/.

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Thesis (Ph. D.)--Georgia State University, 2007.<br>Title from file title page. Jason T. Greene, committee chair; Vikas Agarwal, Conrad S. Ciccotello, Gerald D. Gay, committee members. Electronic text (102 p. : col. ill.) : digital, PDF file. Description based on contents viewed May 20, 2008. Includes bibliographical references.

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Ahlefeldt-Laurvig, Niklas. "Performance of Danish Mutual Funds." St. Gallen, 2008. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/06609309001/$FILE/06609309001.pdf.

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Vasudevan, Vasudha. "Media coverage of mutual funds." [Austin, Tex. : University of Texas Libraries, 2006. http://repositories.lib.utexas.edu/bitstream/handle/2152/7864/vasudevanv33450.pdf.

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34

Klipper, Laurenz. "Three Essays on Mutual Funds." Doctoral thesis, Humboldt-Universität zu Berlin, 2018. http://dx.doi.org/10.18452/19585.

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Der erste Artikel liefert Beweise dafür, dass ein Liquiditätsschock bei geschlossenen Fonds zu einer Liquiditätsverschlechterung bei offenen Fonds führen kann. Unsere Ergebnisse zeigen, dass Aktien von geschlossenen Fonds, die aufgrund eines Marktversagens notverkauft wurden, temporär im Preis sinken. Offene Fonds, die viele der betroffenen Aktien halten, erleiden daraufhin einen Kapitalabfluss, der weitere Notverkäufe bedingt. Dies unterstreicht die Ansteckungsgefahr zwischen den beiden Finanzmärkten. Der zweite Artikel untersucht, ob Fonds, die mit Staatsanleihen handeln, ihr Risiko durch de

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Patel, Saurin. "Three essays on mutual funds." Thesis, McGill University, 2013. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=119460.

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This dissertation consists of three essays. The first essay examines whether investors' optimism about the future economic growth affects their future investment decisions. Drawing from the insights of the theoretical literature on investment behavior, we argue that investors base their future investment decisions not only on asset-specific information and existing macroeconomic environment, but also on their beliefs about future economic growth. Consistent with this premise, we find that investors' investment decisions, measured by mutual fund flows, are positively influenced by their economi

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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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Phillips, Blake. "Three essays on financial markets and institutional investors." Phd thesis, 2009. http://hdl.handle.net/10048/401.

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Thesis (Ph.D.)--University of Alberta, 2009.<br>Title from pdf file main screen (viewed on July 17, 2009). "Fall 2009." At head of title: University of Alberta. "A thesis submitted to the Faculty of Graduate Studies and Research in partial fulfillment of the requirements for the degree of Doctor of Philosophy in Finance, School of Business." Includes bibliographical references.

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Rigó, Natália. "Kolektivní investování." Master's thesis, 2012. http://www.nusl.cz/ntk/nusl-305502.

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The subject of this thesis is the analysis of the legal regulation of mutual funds in the Czech Republic. The thesis aims to provide a complex view on the issue. The introductory chapters provide the historic background of mutual funds and demonstrate the legislative evolution of the legal concept and its definition in the Czech Republic. The analytical part is focused on the particular problems of each institution and suggests a possible solution. These chapters point to the complications around the real estate funds and the possible breach of one of the freedoms of the European law. The last

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39

Liu, Yu-Hsin, and 劉喻欣. "A Comparative Analysis on Fund of Funds and Mutual Funds." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/25480282186806391544.

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碩士<br>國立暨南國際大學<br>財務金融學系<br>99<br>This paper focus on the comparison of investment risk, performance persistence and smart money effect between fund of funds and traditional asset class mutual funds. Finally, confirms the fund whether to have existence of the economies of scale. We find that fund of funds are not as volatile as traditional mutual funds in the comparison of the funds’ risk. In the analysis of fund performance persistence, funds of funds have higher ratio of positive persistence. Furthermore, as we verify whether investors have the smart money effect, we find that investors will

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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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41

Tong-Hong, Chen. "Cross-fund subsidization in mutual fund family-evidence from new funds and seasoned funds." 2004. http://www.cetd.com.tw/ec/thesisdetail.aspx?etdun=U0009-0112200611293305.

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Chen, Tong-Hong, and 陳東宏. "Cross-fund subsidization in mutual fund family-evidence from new funds and seasoned funds." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/85435848234097421249.

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碩士<br>元智大學<br>財務金融研究所<br>93<br>We examine cross-fund subsidization and cross-fund interaction between new funds and seasoned funds in the same mutual fund family. First, we find that cross-fund subsidization among new and seasoned funds in fund families exist in M\G(median growth) and S\G(small growth) style. Moreover, from the viewpoints of seasoned funds, we use Fama-French 3 factors model plus momentum factor and provide evidences that the performance of seasoned funds will be influenced by the introduction of new funds to the market when new-fund-period window is 18 months. Finally, we fin

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Antunes, António Manuel Guedes. "The determinants of mutual fund size: a cross-country analysis." Master's thesis, 2007. http://hdl.handle.net/10071/1437.

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This paper examines the relation between mutual fund size, fund attributes and country characteristics. Data on mutual funds is drawn from Lipper Hindsight, a database that covers mutual funds around the world. The sample includes 42,699 open-end funds from 18 countries in 2004. Individual fund size is measured in two different ways: using the relative weight of the industry and of the asset class. The results show that money market and real estate funds are usually larger while equity funds seem to be negatively related to size. There is strong evidence that primary funds, those complying UCI

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Lin, Chun-Ming, and 林俊銘. "The Relationship Between on Equity Mutual Funds and Mutual Fund Fees." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/71759886697453756647.

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碩士<br>國立彰化師範大學<br>企業管理學系國際企業經營管理<br>97<br>One of the most popular tools of investment is mutual fund, however when we buy mutual fund, we need pay some fee for fund company. Our research will explore between the relationship of fee (Front-End Load, Management Fee) and fund performance. There are two no-load equity mutual funds in Taiwan; therefore we will compare with no load equity mutual funds and load equity mutual funds. Also, another important of this paper is to see the detailed of mutual finds fee are impact on fund performance. This empirical result implies the high load mutual funds p

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Wu, Ying-Hung, and 吳盈宏. "A Study of Mutual Fund Portfolio- Example of BRIC Equity Mutual Funds." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/85288339672237460900.

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碩士<br>正修科技大學<br>經營管理研究所<br>96<br>This study used the Investment Portfolio Theory of Markowitz (1952, 1959) as the foundation of the analysis. It used the equity funds of BRIC (Brazil, Russia, India and China) as the combination of properties, funds and net values. The samples were the net values published by the mutual fund companies from January, 2004 to December, 2007. This study underwent monthly (quarterly) investment portfolio analysis to look for optimum investment portfolio and investment percentage. It also applied the fund performance index and accumulative total rewards to the Logit

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Wang, Tze-wei, and 王子瑋. "How Many Mutual Funds Constitute a Diversified Mutual Fund Portfolio in Taiwan." Thesis, 1998. http://ndltd.ncl.edu.tw/handle/98717235259171157300.

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Chu, Yi-ching, and 朱怡靜. "Reexamination of Mutual Fund Performance：Evidence from Taiwan Equity Funds." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/05707089112824194745.

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碩士<br>逢甲大學<br>財務金融學所<br>100<br>Brinson, Hood, and Beebower (1986) and Brinson, Singer, and Beebower (1991) found that over 90％ mutual fund performance could be explained by asset allocation. Their studies have been cited frequently in existing research. Fama (1972) and Jensen (1972) pointed that fund managers are able to adjust risk exposure through predicting the market. Fama (1972) suggested that fund managers’ abilities can be divided into two parts: selectivity ability and timing ability. However, the empirical results in previous studies reported inconsistent inferences. In this paper, we

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李秭瑩. "Management Style of Mutual funds and Fund Operating Characteristic." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/03165357160877982570.

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碩士<br>國立彰化師範大學<br>企業管理學系<br>100<br>The performance index is an important indicator and should be the focus for investors. Therefore, this research analyzes equity funds, bond funds, funds of funds and balance funds performance. Management style could also affect funds of funds performance. This study uses Bertin (2009) as a reference and divides the funds of funds investing process into three different aspects, individual management style, identified team management style, and unidentified team management style. This research compares the cost and flow differences between the three management

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Wei, Wen-hui, and 魏文慧. "Fund performance surrounding fund manager changes: Evidence from the Taiwan mutual funds." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/c67572.

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碩士<br>國立臺灣科技大學<br>財務金融研究所<br>94<br>This study examines the impact of mutual fund manager replacement on subsequent fund performance. It was different studies in the past manager changes generally regards as the homogeneity event. This research attempt fund manager replacement to differentiate “over performance” and “under performance” to probe into the influence of fund performance, and this study examines the impact of performance and fund-flow activity on management turnover in both the pre-and-post replacement period to understand whether the investor can receive the manager change event to

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Chen, Chih-Chieh, and 陳志杰. "The Relationship between the Characteristics of Mutual Funds,Fund Managers’ Attributes and Herding Behavior of Mutual Funds in Taiwan." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/4k9rmr.

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碩士<br>國立臺北科技大學<br>經營管理系碩士班<br>101<br>This study mainly investigates the relationship between the characteristics of mutual funds, fund managers’ attributes and herding behavior of mutual funds in Taiwan mutual fund market. We sampled 105 opened- equity mutual fund and our research period is from January 2008 to June 2012.Overall, we founds gender and experience had no significant relationship with herding of funds, but degree and certificate of college had significant relationship with herding of funds. On the other hand, scale, age, redemption rate and commission are related significantly to

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