Log in

Relevant bibliographies by topics / Sector fund performance / Journal articles

To see the other types of publications on this topic, follow the link: Sector fund performance.

Journal articles on the topic 'Sector fund performance'

Author: Grafiati

Published: 8 September 2021

Last updated: 29 July 2025

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 50 journal articles for your research on the topic 'Sector fund performance.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse journal articles on a wide variety of disciplines and organise your bibliography correctly.

1

Kolisovas, Danielius, Gintarė Giriūnienė, Tomas Baležentis, Dalia Štreimikienė, and Mangirdas Morkūnas. "DETERMINANTS OF THE NORDIC HEDGE FUND PERFORMANCE." Journal of Business Economics and Management 23, no. 2 (2022): 426–50. http://dx.doi.org/10.3846/jbem.2022.16170.

Full text

Abstract:

Hedge funds have become an important part of the financial sector. The development of the hedge funds in the Nordic countries has been rather robust. Therefore, it is important to identify the determinants of the hedge fund performance and isolate the managerial performance, i.e., the Jensen’s alpha. To this end, this paper construct cross sectional and panel model for the Nordic hedge funds over 2005–2018. The Fung-Hsieh 8-factor model and other models are developed to identify the determinants of the Nordic hedge fund performance. The effects of crises of different nature (local to global, h

APA, Harvard, Vancouver, ISO, and other styles

2

Thakuria, Anupam, and Shikha Kashyap. "Comparative Performance Analysis of Public Sector Sponsored and Private Sector Sponsored Mutual Funds in India." European Journal of Economics and Business Studies 7, no. 1 (2017): 7. http://dx.doi.org/10.26417/ejes.v7i1.p7-16.

Full text

Abstract:

The concept of mutual funds in India dates back to the year 1963. The era between 1963 and 1987 marked the existence of only one mutual fund Company in India, namely the Unit Trust of India (UTI), with Rs. 67 billion assets under management (AUM). Few other mutual fund companies entered the mutual fund market later on. The private sector funds started penetrating the fund families during 1993. Kothari Pioneer was the first private sector mutual fund company in India which has now merged with Franklin Templeton. By the end of 1993, the total AUM of the industry was Rs. 470. 04 billion. Just aft

APA, Harvard, Vancouver, ISO, and other styles

3

Watson, John R., N. Allen, Kok Fai Phoon, and Jayasinghe Wickramanayake. "Investing into the abyss: The continued misclassification of multi-sector managed funds." Corporate Ownership and Control 8, no. 1 (2010): 600–623. http://dx.doi.org/10.22495/cocv8i1c6p3.

Full text

Abstract:

The objective of this paper is to assess whether Australian multi-sector managed funds are misclassified, and then, having found this to be the case, determine if this misclassification has any impact on fund performance. We adopt a strong form of returns based style analysis to investigate a monthly sample of Australian multi-sector funds over the five-year sample period 2003:04-2008:03. The evidence provided demonstrates that insufficient attention has been paid as to whether fund managers are able to keep within their tactical asset allocation ranges and presents that misclassification exis

APA, Harvard, Vancouver, ISO, and other styles

4

Kukreja, Dr Mansi, Vedant Saxena, Sriraksha S. Bhat, et al. "Comparative Analysis of Private and Public Mutual Funds: A Performance Evaluation." International Journal for Research in Applied Science and Engineering Technology 12, no. 2 (2024): 1008–22. http://dx.doi.org/10.22214/ijraset.2024.58493.

Full text

Abstract:

Abstract: The mutual fund industry is a popular investment avenue that offers investors the opportunity to invest in a diversified portfolio of securities. The industry has witnessed significant growth in recent years, with investors seeking to maximize their returns and reduce risk. This paper presents a comprehensive comparative analysis of private and public mutual funds in terms of their performance. The study aims to evaluate the risk-adjusted returns, expense ratios, fund size, asset allocation, and other relevant factors of both private and public mutual funds to determine which type of

APA, Harvard, Vancouver, ISO, and other styles

5

Sheng, Dachen, and Heather A. Montgomery. "Assessing Mutual Fund Performance in China: A Sector Weight-Based Approach." Mathematics 12, no. 16 (2024): 2449. http://dx.doi.org/10.3390/math12162449.

Full text

Abstract:

In many financial markets across the globe, full historical position disclosure is not required of mutual funds, or it is subject to prolonged delays, often due to regulatory restrictions. This makes measuring fund manager performance based upon the stock-picking and market-timing skills from past literatures impossible. This study introduces a new methodology utilizing sector weight analysis to estimate the stock-picking and market timing skills of 198 Chinese equity mutual fund managers. Within-sample predictions confirm that the new measures are robust and reliably identify fund managers wh

APA, Harvard, Vancouver, ISO, and other styles

6

Suley, William, and Kevin Getii Moranga. "Indirect investment and financial performance of the real estate sector in Nairobi County Kenya." Bussecon Review of Finance & Banking (2687-2501) 2, no. 1 (2020): 29–38. http://dx.doi.org/10.36096/brfb.v2i1.145.

Full text

Abstract:

The purpose of this study was to assess the effect of indirect investment on the performance of real estate in Nairobi County Kenya. The independent variables for indirect investment were: investment trusts, exchange-traded funds, commingled funds, and infrastructure funds. The dependent variable was the performance of real estate in Nairobi County Kenya. Secondary data was collected from the real estate’s online sources and some from the company offices and analyzed using multiple regression analysis. Both descriptive statistics and inferential statistics were determined. The study was only a

APA, Harvard, Vancouver, ISO, and other styles

7

Suley Menges, William, and Kevin Getii Moranga. "Indirect investment and financial performance of the real estate sector in Nairobi county Kenya." International Journal of Business Ecosystem & Strategy (2687-2293) 1, no. 4 (2019): 09–18. http://dx.doi.org/10.36096/ijbes.v1i4.285.

Full text

Abstract:

The purpose of this study was to assess the effect of indirect investment on the performance of real estate in Nairobi County Kenya. The independent variables for indirect investment were: investment trusts, exchange-traded funds, commingled funds, and infrastructure funds. The dependent variable was the performance of real estate in Nairobi County Kenya. Secondary data was collected from the real estate’s online sources and some from the company offices and analyzed using multiple regression analysis. Both descriptive statistics and inferential statistics were determined. The study was only a

APA, Harvard, Vancouver, ISO, and other styles

8

Mishra, Samikshya, and A. K. Das Mohapatra. "erformance of Public Sector Pension Funds in India- A Study through UTI Mutual Fund." INTERNATIONAL JOURNAL OF MARKETING AND COMMUNICATION STUDIES 8, no. 3 (2024): 14–30. http://dx.doi.org/10.56201/ijmcs.v8.no3.2024.pg14.30.

Full text

Abstract:

The present study endeavours to evaluate the performance of various schemes of pension funds sponsored by the UTI MF. UTI Mutual Fund is the first mutual fund player in India that introduced the pension fund namely, UTI Retirement Benefit Fund in 1994 with two variants i.e, (i) UTI Retirement Benefit Fund- Regular and (ii) UTI Retirement Benefit Fund- Direct. The study covers a period of 10 years from 2013-14 to 2022-23. The fund performance has been measured in terms of average return, standard deviation, and beta values. The Treynor index has also been calculated in this study to find out th

APA, Harvard, Vancouver, ISO, and other styles

9

Sun, Zheng, Ashley W. Wang, and Lu Zheng. "Only Winners in Tough Times Repeat: Hedge Fund Performance Persistence over Different Market Conditions." Journal of Financial and Quantitative Analysis 53, no. 5 (2018): 2199–225. http://dx.doi.org/10.1017/s0022109018000200.

Full text

Abstract:

We provide novel evidence that hedge fund performance is persistent following weak hedge fund markets but is not persistent following strong markets. Specifically, we construct two performance measures, RET_DOWN and RET_UP, conditioned on the level of overall hedge fund sector returns. After adjusting for risks, funds in the highest RET_DOWN quintile outperform funds in the lowest quintile by approximately 7% in the subsequent year, whereas funds with better RET_UP do not outperform subsequently. The RET_DOWN measure can predict future fund performance over a horizon as long as 3 years, for bo

APA, Harvard, Vancouver, ISO, and other styles

10

Philpot, James. "Can Financial Services Mutual Fund Managers Add Value?" Journal of Finance Issues 5, no. 1 (2007): 163–72. http://dx.doi.org/10.58886/jfi.v5i1.2596.

Full text

Abstract:

Prior research suggests that mutual fund managers operating in specific sectors may be able to take advantage of "pockets of inefficiency" and thus produce positive abnormal returns. examine the performance of financial sector mutual funds over the time period 2002-2005, which was a unique market for financial services marked by low interest rates, strong mortgage loan demand and completion of several rounds of bank deregulation. During this time period, financial sector indices outperformed general market indices. Financial fund managers on average produced positive abnormal returns as measur

APA, Harvard, Vancouver, ISO, and other styles

11

Syed Muhammad Ali Naqi, Mohsan Ali, and Muhammad Habib. "Comparing the Performance of Private and Public Sector Mutual Funds: An Analysis of Factors Influencing Returns." sjesr 6, no. 2 (2023): 29–35. http://dx.doi.org/10.36902/sjesr-vol6-iss2-2023(29-35).

Full text

Abstract:

Increasing interest towards mutual funds has significantly attracted attentions of the researchers, investors in mutual fund scheme. Similarly, investment opportunities and interest towards mutual funds have also increased in Pakistan. Therefore, the aim of the research was to empirically analyse and understand the changes in performance of private and public sector of Pakistan Mutual fund. For conducting this research, researcher has relied on secondary quantitative information, and data has been derived from MUFAP on 1 private company (i.e. Al Meezan Investment Management Limited) and 1 publ

APA, Harvard, Vancouver, ISO, and other styles

12

Oyerinde, Moses Tunde, Olajide Solomon Fadun, and Isimoya Ogorchuckwu Augustine. "Impact of Contribution Levels on Pension Fund Performance in Nigeria." Gusau International Journal of Management and Social Sciences 8, no. 1 (2025): 270–85. https://doi.org/10.57233/gijmss.v8i1.15.

Full text

Abstract:

Pensions provide a steady income source for employees after retirement, typically determined by factors such as age, salary, and years of service, and are generally paid monthly. They are essential for retirees' financial security and play a significant role in a country’s economic growth, fostering development within the pension sector. This study examines the impact of contribution levels on the performance of pension funds in Nigeria. Using secondary data from twelve licensed Pension Fund Administration companies over a decade (2012–2023), the research applies a purposive sampling method to

APA, Harvard, Vancouver, ISO, and other styles

13

Fan, Yuhong, and Crystal Yan Lin. "Active vs. passive, the case of sector equity funds." Financial Services Review 28, no. 2 (2023): 159–77. http://dx.doi.org/10.61190/fsr.v28i2.3422.

Full text

Abstract:

This paper examines performance of 95 actively managed U.S. sector equity mutual funds from 29 fund families relative to their peer exchange-traded funds, SPDR sector ETFs, in the period of 2008 to 2017. Our results do not show considerable evidence that actively managed sector mutual funds outperform their passive counterparties. None of the mutual fund portfolios produces a signifi- cant positive alpha through factor models or delivers a significant positive alpha against their peer ETFs. When focusing on the nine oldest actively managed Fidelity sector mutual funds, outperform- ance in the

APA, Harvard, Vancouver, ISO, and other styles

14

Krishna, Dr K. Srinivasa, and DOODI REEDI JAHNAVI. "A Study on Risk and Return Analysis of Mutual Funds (Equity Mid-Cap Companies)." International Scientific Journal of Engineering and Management 04, no. 07 (2025): 1–9. https://doi.org/10.55041/isjem04781.

Full text

Abstract:

This study analyses the risk-return profile of the ICICI Prudential Midcap Direct Plan – Growth over a five-year period (June 2020 to May 2025), focusing on sectoral and stock-level performance. Using monthly return data, key metrics such as average return, standard deviation, Sharpe ratio, and volatility were computed for major sectors including Iron & Steel, Real Estate, Cement, Chemicals, Auto Components, and Agrochemicals. A variance-covariance matrix was used to estimate portfolio risk, and fund performance was benchmarked against the Nifty Midcap 150 index. The findings reveal signif

APA, Harvard, Vancouver, ISO, and other styles

15

Maheswari, Y., and Reddy P. Raghunadha. "Mutual funds: Performance evaluation of select debt schemes." i-manager’s Journal on Management 17, no. 1 (2022): 41. http://dx.doi.org/10.26634/jmgt.17.1.18988.

Full text

Abstract:

Mutual funds are one of the important financial instruments for the financial sector. Mutual funds provide an opportunity for investors to invest in a variety of diversified portfolio investments and also help to achieve their financial objectives. The mutual fund industry has been responding veritably fast in the Indian financial market in the last ten years as it provides further promising results to investors. The Indian mutual fund industry has over the last year seen a dramatic improvement in terms of volume as well as the quality of the product and service offerings in recent times. The

APA, Harvard, Vancouver, ISO, and other styles

16

Md., Habibur Rahman, and Al Mamun Abdullah. "Performance Evaluation of Mutual Fund Sector in Bangladesh, and Identification of Major Drawbacks." International Journal of Science and Business 8, no. 1 (2022): 76–94. https://doi.org/10.5281/zenodo.5948533.

Full text

Abstract:

This study focuses on the performance evaluation of the selected mutual funds listed in Dhaka Stock Exchange Limited, Bangladesh, and also attempts to identify the main drawbacks of this sector. Sharpe ratio, Treynor ratio, Jensen Alpha, M2, and Information ratio have been employed as performance evaluation tools. Total risk and systematic risk of the funds are examined separately. A measure of active return and excess return over a risk-free rate is also made in this study. Fama performance measure is used in detail to evaluate the skill of fund managers. This study covers the period from Feb

APA, Harvard, Vancouver, ISO, and other styles

17

Dr., R. Maheswari, and Dineshkumar R. "A Study on Performance Evaluation of Mutual Fund with Reference to Axis Mutual Fund." International Journal of Trend in Scientific Research and Development 3, no. 6 (2019): 865–69. https://doi.org/10.5281/zenodo.3589028.

Full text

Abstract:

The mutual fund Axis Equity are reviewed in detail with a brief introduction of the fund houses itself. A mutual fund is a trust that pools the savings of a number of investors who share a common financial goal. The money thus collected is then invested in capital market instruments such as shares, debentures and other securities. The objective are be used to performance mutual funds In this research paper an attempt is made to analyze the performance of the growth oriente equity diversified schemes on the basis of return and risk evaluation. The analysis was achieved by assessing various fina

APA, Harvard, Vancouver, ISO, and other styles

18

Geetha, S., Pandian Athipathi, Kumar N. Ram, and Kanagaraj M. Ganesan. "A study on performance of selected large cap mutual funds in India." i-manager's Journal on Economics & Commerce 3, no. 2 (2023): 27. http://dx.doi.org/10.26634/jecom.3.2.19881.

Full text

Abstract:

Mutual funds are introduced in the Indian financial system with a view to providing comparatively safer investments at the doorstep of common investors. This study has tried to understand the performance of selected large-cap mutual funds in India. For study purposes, five large cap mutual funds have been selected. The secondary data has been considered for the performance analysis, and it was achieved by using various tools and techniques like Average return, Standard deviation, Beta, Sharpe ratio, Jensen ratio, and Treynor ratio. The findings show that SBI Bluechip Fund, Canara Robeco Bluech

APA, Harvard, Vancouver, ISO, and other styles

19

Marzuki, Ainulashikin, and Andrew Worthington. "Comparative performance-related fund flows for Malaysian Islamic and conventional equity funds." International Journal of Islamic and Middle Eastern Finance and Management 8, no. 3 (2015): 380–94. http://dx.doi.org/10.1108/imefm-10-2012-0103.

Full text

Abstract:

Purpose – The purpose of this paper is to compare the fund flow – performance relationship for Islamic and conventional equity funds in Malaysia. Design/methodology/approach – The authors use panel regression models to estimate the relationship between fund flows and performance for Islamic and conventional equity funds in Malaysia from 2001 to 2009. The data for each fund include fund flows, assets under management, management expenses, fund age, portfolio turnover, fund risk and return and the number of funds in the fund’s family. The authors also include market returns and year effects. The

APA, Harvard, Vancouver, ISO, and other styles

20

Umer Qayyum, Irfan Ali, Saif Ur Rahman, and Rimsha Khalid. "The Impact of Deposit Rates and Net Asset Value on Mutual Fund Performance: Evidence from Pakistan's Banking Sector." Critical Review of Social Sciences Studies 3, no. 2 (2025): 567–81. https://doi.org/10.59075/ymh2mh93.

Full text

Abstract:

The intention of this research is to study how deposit rates and net asset value (NAV) influence the performance of mutual funds of Pakistan banking sector. The research employs ARDL econometric technique to explore short and long term relationships between variables of the study and mutual fund performance. Their findings reveal a strong positive dynamic relation between mutual funds and NAV and consequently, high NAV enhances mutual fund's performance in the long run. Contrarily, mutual funds have a significant negative long-term relationship with deposit rates, implying that higher deposit

APA, Harvard, Vancouver, ISO, and other styles

21

Mansoor Ali Khan and Sohaib Uz Zaman. "Volatility in Monetary Policy and Exchange Rate Effects on the Mutual Funds Sector." Journal for Social Science Archives 2, no. 2 (2024): 686–703. https://doi.org/10.59075/jssa.v2i2.229.

Full text

Abstract:

Exchange rate and monetary policy plays a major role of financial markets, particularly the mutual fund market. This research aims to investigate the impact of interest rate and exchange rate volatility on mutual fund performance, fund flows, and investor behavior. As financial markets become increasingly globalized, changes in central bank policies and currency values can significantly influence investment strategies and risk exposure. The core objective of this research is to fill a gap in the literature of particularly examining how monetary policy and movements in the exchange rate affect

APA, Harvard, Vancouver, ISO, and other styles

22

V., Vanaja, and R. Karrupasamy Dr. "A Study on the Performance of select Private Sector Balanced Category Mutual Fund Schemes in India." International Journal of Management Sciences and Business Research 2, no. 12 (2013): 196–206. https://doi.org/10.5281/zenodo.3445749.

Full text

Abstract:

Mutual fund is an investment vehicle that pools together the funds from investors by issuing units and investing the funds so raised in securities in accordance with the objectives disclosed in the offer document. Wide varieties of schemes are being launched by mutual fund players which often confuse the investors. In this complex scenario, this study of Performance evaluation would help the investors to choose the best schemes available and will also help the AUM’s in better portfolio construction and can rectify the problems of underperforming schemes. The objective of the study is to

APA, Harvard, Vancouver, ISO, and other styles

23

Mahmudul Alam, M., and M. Abu Rashed. "Private Sector Participation in Infrastructural Development: A Non-Resident Infrastructure Fund in Bangladesh." Journal of Bangladesh Studies 13, no. 1 (2011): 34–38. https://doi.org/10.1163/27715086-01301005.

Full text

Abstract:

Infrastructure is considered as the engine of growth for an economy with possibilities of high return for investors. However, in Bangladesh the infrastructure sector has been constrained greatly due to fund shortage. Bangladesh is one of the highest remittance-recipient countries in the world, but the current savings schemes of the country are not attractive enough for the non-resident Bangladeshis (NRB). In this situation, an NRB Infrastructure Fund (NIF) can be established, where NRBs will invest in private infrastructure projects like toll roads, private power plants, land and seaport, etc.

APA, Harvard, Vancouver, ISO, and other styles

24

Kuznetsova, O. N., and S. V. Kankurov. "Forecast model for the development of financing of agricultural sector companies through private investment funds." Bulletin of "Turan" University, no. 4 (December 20, 2023): 147–60. http://dx.doi.org/10.46914/1562-2959-2023-1-4-147-160.

Full text

Abstract:

The article presents the problems of development of the private equity fund market in Kazakhstan, examines the current structure of the private equity fund market and its main participants; the impact of private equity fundson the performance of companies in the agro-industrial sector is discussed. The purpose of the work is to obtain a quantitative assessment of the company’s performance through its investment by a private equity fund based on the use of economic and mathematical modeling. Private equity funds, entering the share capital of the invested company, not only bring material invest

APA, Harvard, Vancouver, ISO, and other styles

25

Park, Young Kyu, Inwook Song, and Jaeyoon Choi. "Comparing the Performance and Management Style of Retirement Pension Funds before and after the Private Pension Activation Plan." Korean Journal of Financial Studies 50, no. 6 (2021): 593–616. http://dx.doi.org/10.26845/kjfs.2021.12.50.6.593.

Full text

Abstract:

We analyzed and compared the performance and management style of retirement pension funds before and after the private pension activation plan (PPAP). First, we found that retirement-pension funds showed better performance than public funds before the PPAP. However, after the PPAP, the retirement-pension market size increased and the difference in performance disappeared. Second, we found that the difference between top and bottom performance group in the retirement pension fund becomes more significant after the PPAP. Third, we found that various investment strategies such as small-medium siz

APA, Harvard, Vancouver, ISO, and other styles

26

Soheli, Ghose,. "Sector holdings in mutual fund performance: an analysis." IOSR Journal of Business and Management 1, no. 1 (2012): 29–39. http://dx.doi.org/10.9790/487x-0112939.

Full text

APA, Harvard, Vancouver, ISO, and other styles

27

Hribernik, Tanja, and Uroš Vek. "Mutual Fund Performance in Slovenia: An Analysis of Mutual Funds with Investment Policies in Europe and the Energy Sector." South East European Journal of Economics and Business 6, no. 1 (2011): 61–69. http://dx.doi.org/10.2478/v10033-011-0006-y.

Full text

Abstract:

Mutual Fund Performance in Slovenia: An Analysis of Mutual Funds with Investment Policies in Europe and the Energy Sector This paper examines the risk and return performance of mutual funds in Slovenia from 2005 until August 2009. The research is limited to the regional investment policies in Europe and the energy sector. Using monthly returns, we analyzed different risk-adjusted measures such as: the Treynor ratio, the Sortino ratio and the Information ratio. We also studied selections and timing ability using the Treynor-Mazuy model. The risk and return performance of mutual funds in the Slo

APA, Harvard, Vancouver, ISO, and other styles

28

Dash, Mihir, and Rita S. "A Study on the Effect of Portfolio Allocation on Mutual Funds." Asian Journal of Finance & Accounting 15, no. 1 (2023): 65–81. http://dx.doi.org/10.5296/ajfa.v15i1.18970.

Full text

Abstract:

There are hundreds of mutual funds in the market, each offering different returns. The investors always look at funds which give high returns and have low risk. Thus while making a portfolio the asset management company should make investment allocations where returns are definite and to give justified returns for every rupee the investors pay, considering the different risks.  The objective of the study was to find the short-term effects of portfolio allocation on the performance of mutual funds. The data for the study was consisted of the portfolio allocations and the performance

APA, Harvard, Vancouver, ISO, and other styles

29

Kumar, Vikas, and Vivek Vivek. "PERFORMANCE EVALUATION OF SIP AND LUMP-SUM INVESTMENT: A STUDY OF SMALL CAP MUTUAL FUNDS." International Journal of Global Research Innovations & Technology 02, no. 03 (2024): 77–85. http://dx.doi.org/10.62823/ijgrit/2.3.6843.

Full text

Abstract:

In this paper, the Performance of 13 open-ended equity small cap schemes related to thirteen private sector mutual funds are evaluated i.e. ABSL Mutual fund, Axis Mutual Fund, DSP Mutual fund, Franklin templeton mutual fund, HDFC Mutual Fund, ICICI Prudential Mutual Fund, Kotak Mahindra Mutual Fund, HSBC Mutual Fund, Nippon India Mutual Fund, Quant Mutual Fund, SBI Mutual Fund, Sundaram Mutual Fund and Union Mutual Fund. The study period covers the period from 1stApril 2016 to 31st March 2023. For evaluating the performance of the selected mutual fund schemes, month-wise returns are compared w

APA, Harvard, Vancouver, ISO, and other styles

30

Dr., Shailendra Singh Bhadouria. "A STUDY OF PERFORMANCE OF MUTUAL FUNDS IN A SELECTED EQUITY & DEBT SCHEMES." International Journal of Marketing & Financial Management 2, no. 7 (2014): 72–79. https://doi.org/10.5281/zenodo.10803058.

Full text

Abstract:

<strong>Abstract</strong> <em>                      In the post reform era, private sector mutual funds started participating actively in the Indian mutual fund industry. Consequently, large number of investment schemes launched by different asset management companies surfaced out. The selection criteria of mutual fund became more complex in context of accommodating both return and risk measurement. For this reason fund managers are more concerned to retain investors’ confidence. Obje

APA, Harvard, Vancouver, ISO, and other styles

31

Raja, mannar Badur. "Mutual Funds Financial Performance Analysis." Asian Journal of Research in Banking & Finance 2, no. 10 (2012): 57–71. https://doi.org/10.5281/zenodo.7391106.

Full text

Abstract:

The performance of four mutual funds operated by private sector banks, two each from HDFC and ICICI Prudential Mutual fund are being reported. The period of study is, from the financial year 2002-03 to 2011-12. The funds were compared with S&P CNX Nifty market Index by correlation and standard deviation. The interest offered by State Bank of India on Savings Bank was taken as a risk-free return. The statistical Evaluation parameters include Sharpe’s Index, Treynor’sRatio, Jensen’s alpha, Fama’s Measure and M Square.

APA, Harvard, Vancouver, ISO, and other styles

32

Kho, Bong Chan, Uk Chang, and Youngsoo Choi. "Style Analysis and Its Application of Domestic Mutual Funds." Journal of Derivatives and Quantitative Studies 19, no. 1 (2011): 91–120. http://dx.doi.org/10.1108/jdqs-01-2011-b0004.

Full text

Abstract:

We illustrate empirically the use of return-based style analysis for domestic stock funds. We search the optimal style model according to the tracking errors, investigate the consistency of the fund style for the optimally selected model, and finally investigate the relationship between fund styles and their fund performance. We use weekly fund return data of domestic stock funds from January 2, 2002 to June 30, 2008, and do style analyses based on the various style indices. The major findings are as follows. Firstly, we find that the style index models with constraint which in practice restri

APA, Harvard, Vancouver, ISO, and other styles

33

Raja, mannar Badur. "PERFORMANCE EVALUATION OF SOME SELECT EQUITY FUNDS FLOATED BY PRIVATE SECTOR BANKS." INTERNATIONAL JOURNAL OF RESEARCH IN COMMERCE & MANAGEMENT 3, no. 10 (2012): 113–17. https://doi.org/10.5281/zenodo.7385779.

Full text

Abstract:

The mutual funds from the private sector banks, HDFC and ICICI, two each from each group, Top 200 Growth, Capital Builder, Top 200 and Top 100 schemes of Growth Option are selected for evaluation in the present context. Long standing and steady growth formed the basis of the selection. These funds are statistically evaluated by standard deviation, correlation with market index, and the financial parameters, Sharpe’s Index, Treynor Index, Jensen’s alpha, Fama’s Measure and M Square . The results indicate the supremacy of HDFC Top 200 fund over the others.

APA, Harvard, Vancouver, ISO, and other styles

34

Samaddar, Krishna, and Pradip Kumar Samanta. "STOCK SELECTION AND MARKET TIMING ABILITY OF FUND MANAGERS: ANALYSIS OF SELECTED INDIAN EQUITY FUNDS." INTERNATIONAL JOURNAL OF ADVANCED RESEARCH IN COMMERCE, MANAGEMENT & SOCIAL SCIENCE 07, no. 04(I) (2024): 21–29. http://dx.doi.org/10.62823/ijarcmss/7.4(i).6974.

Full text

Abstract:

Collective investment plans, which combine investors' resources to engage in various fund schemes, play an important role in the economy by utilising funds in various sectors such as the stock market and bond market. Since its start, the sector has seen major changes and challenges. Within the context of this research, the performance of managers controlling banking and financial funds is evaluated in terms of their ability to identify investments and their market timing abilities from April 2016 to March 2021. In this study, the Bank Nifty index acts as the benchmark. Esteemed models such as

APA, Harvard, Vancouver, ISO, and other styles

35

Shrestha, Dipesh Pote, and Yogesh Man Shrestha. "Factors Influencing Investment in Mutual Fund Schemes of Nepal." Journal of Business and Social Sciences Research 5, no. 2 (2020): 15–34. http://dx.doi.org/10.3126/jbssr.v5i2.35231.

Full text

Abstract:

The history of mutual funds in Nepal began with the introduction of “NCM Mutual Fund 2050” in 1993. The Mutual Fund Regulation, 2010 has played an important role in development of Mutual funds as momentous progress can be observed after its implementation. The mutual fund sector has raised Rs. 17.49 billion through public offering and this figure is projected to reach Rs. 19.79 billion by the end of FY 2019/20. Considering the momentous growth in the mutual fund industry this study attempts to analyse the investment pattern of Nepalese mutual fund Investors based on various parameters. This st

APA, Harvard, Vancouver, ISO, and other styles

36

Fang, Fei, and Sitikantha Parida. "Assessing the Circular Economy Funds: Performance, Fees, Risks, and Sustainability." International Journal of Financial Studies 12, no. 2 (2024): 40. http://dx.doi.org/10.3390/ijfs12020040.

Full text

Abstract:

We studied various fund investing options in the circular economy sector. We found that most circular economy mutual funds and exchange-traded funds charge higher fees and take higher risks than their benchmarks. However, they appear to have underperformed their benchmarks during their short existence so far. Most of these funds are rated as sustainable and low-carbon funds. Investors keen on circular economy startups may consider private equity/venture capital funds, but most of these funds are exclusive to institutional and accredited investors.

APA, Harvard, Vancouver, ISO, and other styles

37

Veerendra, Anchan, Shailendra Vaidya Sahil, jain Ankita, and Chaplot Rinkle. "Synergizing Fuzzy AHP and MAUT for Integrated Evaluation of PSU Stocks and Mutual Fund Schemes." INTERNATIONAL JOURNAL OF MULTIDISCIPLINARY RESEARCH AND ANALYSIS 07, no. 11 (2024): 5137–51. https://doi.org/10.5281/zenodo.14172705.

Full text

Abstract:

<strong>Purpose:</strong>The paper deals with the financial performance of public sector firms and mutual fund schemes using fuzzy Analytic Hierarchy Process (AHP) for PSU stocks in the BSE PSU Index and fuzzy Multi-Attribute Utility Theory (MAUT) for PSU mutual fund schemes with Assets under Management (AUM) of 1,000 crores and above.<strong>Methodology:</strong>We have used fuzzy AHP to analyze the performance of selected PSU stocks on key performance indicators such as EPS, P/E ratio, and Return on Equity. Fuzzy MAUT is used to evaluate the performance of eligible mutual funds over five yea

APA, Harvard, Vancouver, ISO, and other styles

38

Chakraborty, Suman, Satish Kumar, and Lumen Shawn Lobo. "A Factorial Analysis of Information Ratio and Its Causal Effect on Yearly Return of Net Asset Value – A Study of Indian Equity Diversified Mutual Fund Schemes." International Journal of Engineering & Technology 7, no. 4.36 (2018): 707. http://dx.doi.org/10.14419/ijet.v7i4.36.24227.

Full text

Abstract:

Evaluation of performance of mutual fund schemes has gained a wide range of attention from both investors and academicians. The study aims at assessing the returns from equity mutual fund schemes in India by applying risk adjusted performance evaluation techniques. The study is based on secondary data collected for ten years for selected open ended equity diversified mutual funds. A comparative assessment of performance of public sector sponsored equity funds and non-government sponsored sector funds bring forth with an interesting inference. The present study also constitutes a modest attempt

APA, Harvard, Vancouver, ISO, and other styles

39

Chen, Haiwei, James Estes, and William Pratt. "Investing in the healthcare sector: mutual funds or ETFs." Managerial Finance 44, no. 4 (2018): 495–508. http://dx.doi.org/10.1108/mf-08-2017-0280.

Full text

Abstract:

Purpose The purpose of this paper is to investigate how healthcare funds differ from healthcare exchange-traded funds (ETFs) in terms of delivering positive alpha, beta, and hedging against a market downturn risk. The authors consider which vehicle is more effective in providing diversification within the healthcare sector and to what extent can investors gain by diverting a portion of their holdings in the S&P 500 index fund into either a value-weighted healthcare fund portfolio or ETFs. Design/methodology/approach Pooled and individual regressions are employed to estimate single and four

APA, Harvard, Vancouver, ISO, and other styles

40

Raja, mannar Badur. "Review And Performance Of Select Mutual Funds Operated By Private Sector Banks: Axis Equity And Kotak 50 Funds – Growth Option." International Journal of Innovative Research and Development (ISSN: 2278-0211) 1, no. 7 (2012): 323–33. https://doi.org/10.5281/zenodo.7387800.

Full text

Abstract:

The two mutual funds (i) Axis Equity (G) and (ii) Kotak 50 (G) are reviewed in detail with a brief introduction of the fund houses itself. The funds are then statistically evaluated by correlation with the benchmark, S&P CNX Nifty, standard deviation, Sharpe’s Index, Treynor’s Ratio, Jenson’s alpha, Fama’s Measure and M Square.

APA, Harvard, Vancouver, ISO, and other styles

41

Oldham, G., and J. A. Kroeger. "Performance, persistence and benchmarks of selected South African unit trusts for the period 1998-2002." South African Journal of Business Management 36, no. 4 (2005): 81–90. http://dx.doi.org/10.4102/sajbm.v36i4.645.

Full text

Abstract:

Fund managers in the South African unit trust industry have an objective of generating strong alpha returns, meaning average annual returns above the respective benchmark. This paper analyses the performance of twenty South African unit trusts, selected from various sectors over the 1998 – 2002 period. In all cases the benchmark used by the funds is the Johannesburg Stock Exchange All Share Index. The well-known Capital Asset Pricing Model and a three-factor Arbitrage Pricing Theory model are used in the analysis. The result shows that only four funds of the twenty analysed were able to genera

APA, Harvard, Vancouver, ISO, and other styles

42

Malhotra, Davinder K., Tim Mooney, Raymond Poteau, and Philip Russel. "Assessing the Performance and Risk-Adjusted Returns of Financial Mutual Funds." International Journal of Financial Studies 11, no. 4 (2023): 136. http://dx.doi.org/10.3390/ijfs11040136.

Full text

Abstract:

In this study, we provide a comprehensive examination of the performance of financial (specialty sector financial) mutual funds over a 23-year period, a much longer time frame than what has been analyzed in previous literature. To fully understand the performance of these mutual funds, we consider multiple factors, including risk-adjusted performance, both unconditional and conditional multifactor analysis, and market timing and selectivity. Financial mutual funds have higher risk-adjusted performance than the overall market and financial sector benchmarks. However, fund alphas are not differe

APA, Harvard, Vancouver, ISO, and other styles

43

Begum, Dr Salma. "Evaluating the Effectiveness of Risk Management Strategies in the Indian Mutual Fund Industry." INTERANTIONAL JOURNAL OF SCIENTIFIC RESEARCH IN ENGINEERING AND MANAGEMENT 08, no. 04 (2024): 1–5. http://dx.doi.org/10.55041/ijsrem31675.

Full text

Abstract:

The study will employ a mixed-method approach, combining quantitative analysis of historical fund performance data with qualitative assessment of risk management processes and policies adopted by mutual fund companies. By examining key risk metrics such as volatility, beta, and sharpe ratio, the research aims to assess the impact of risk management strategies on the overall performance of mutual fund schemes in the dynamic and rapidly growing Indian mutual fund industry. As with any investment vehicle, mutual funds are subject to various risks that can impact investor returns, prompting mutual

APA, Harvard, Vancouver, ISO, and other styles

44

Sourav Kumar Das, Dr. Samyabrata Das, and Dr. Samarpita Seth. "Performance of Mutual Funds in India: A Study with Reference to Select Equity Multi-Cap Funds." Management Journal for Advanced Research 3, no. 1 (2023): 8–14. http://dx.doi.org/10.54741/mjar.3.1.2.

Full text

Abstract:

Indian Mutual Fund Industry has witnessed enormous expansion in terms of growth of Assets under Management (AUM), from a meagre Rs. 25 crores in 1964 to Rs. 36.59 lakh crores in August 2021. Equity Multi-cap mutual funds tend to invest in stocks of companies across the stock market irrespective of sector and size. As a result, these funds provide much-needed diversification. In a direct plan, the investor decides to invest directly in mutual funds without routing the investment through any distributor or agent. Due to the absence of an intermediary commission, the direct plan has a lower expen

APA, Harvard, Vancouver, ISO, and other styles

45

Keswani, Aneel, and David Stolin. "MUTUAL FUND PERFORMANCE PERSISTENCE AND COMPETITION: A CROSS-SECTOR ANALYSIS." Journal of Financial Research 29, no. 3 (2006): 349–66. http://dx.doi.org/10.1111/j.1475-6803.2006.00182.x.

Full text

APA, Harvard, Vancouver, ISO, and other styles

46

Bhawna Manyal, Ms. "An Empirical Analysis of Risk-Adjusted Performance: A Comparative Study of Selected Mutual Funds." INTERNATIONAL JOURNAL OF SCIENTIFIC RESEARCH IN ENGINEERING AND MANAGEMENT 09, no. 05 (2025): 1–9. https://doi.org/10.55041/ijsrem48627.

Full text

Abstract:

Abstract The study provides a detailed examination of performance of selected mutual funds because the mutual fund sector has grown at an exponential rate over the previous two decades; the research examines the performance of specific mutual funds in depth. With the increased mobilization of funds in the industry it becomes empirical to analyze the performance of such mutual funds which can help the investors to take rational decision that has actually motivated researchers to undertake the current research. The researchers have tried to examine the performance of selected equity mutual funds

APA, Harvard, Vancouver, ISO, and other styles

47

Shaferi, Intan, Sugeng Wahyudi, Wisnu Mawardi, Riskin Hidayat, and Intan Puspitasari. "The Manufacture and Service Companies Differ Leverage Impact to Financial Performance." International Journal of Financial Research 11, no. 2 (2020): 281. http://dx.doi.org/10.5430/ijfr.v11n2p281.

Full text

Abstract:

The purpose of this research is to examine the leverage from firm. The firms use leverage to expand their source of fund by using external fund such as debt. By usingdebt, financial performance of the firm will develop. Beside the leverage, the use of size and inflation are also considered to be the factors that influence the financial performance while the firms are using leverage. As an independent variable, size is reflected by the assets and the leverage or debt by using the debt ratio to the total of assets. Then,the financial performance is reflected by using the return on the measured a

APA, Harvard, Vancouver, ISO, and other styles

48

Lapochkina, VV, EE Emelyanova, SS Vyunov, and IN Shkilyov. "Government-Led Fund-Raising Practices and Approaches to Accounting for Extrabudgetary Funds in the Research and Development Sector." Science Governance and Scientometrics 17, no. 2 (2022): 185–215. https://doi.org/10.33873/2686-6706.2022.17-2.185-215.

Full text

Abstract:

<strong>Introduction.</strong> Analysis of indicators reflecting the research and development sector financing and their performance assessment demonstrated the need to improve the extrabudgetary fund-raising mechanisms for the domestic research and development sector, due to a significant gap between Russia and the leading countries of the world in this area. <strong>Methods.</strong> The assessment was carried out using the algorithm developed by the authors on the basis of a variety of regulatory legal acts of the Government of the Russian Federation. The regulatory elaboration coeffic

APA, Harvard, Vancouver, ISO, and other styles

49

D, Gayathri, and Dr Kabirdoss Devi. "AN EMPIRICAL ANALYSIS OF FUND MANAGEMENT ANALYSIS AT POWER GENERATION AND INFRASTRUCTURE SECTOR." INTERNATIONAL JOURNAL OF ADVANCED RESEARCH IN COMMERCE, MANAGEMENT & SOCIAL SCIENCE 07, no. 02(II) (2024): 7–12. http://dx.doi.org/10.62823/7.2(ii).6509.

Full text

Abstract:

This empirical analysis delves into fund management practices within heavy industries, concentrating on investment strategies, performance evaluation metrics, and risk management techniques. Utilizing a blend of quantitative analysis of financial data and qualitative assessment of managerial decisions, the study investigates the drivers behind fund performance and uncovers optimal practices for enhancing fund management within heavy industrial sectors. The findings provide valuable insights for industry practitioners, offering actionable recommendations to bolster performance and mitigate risk

APA, Harvard, Vancouver, ISO, and other styles

50

Iqbal, Naila. "Private Sector V/Spublic Sector Mutualfunds (Performance Study of Mutual Fund Industry in India)." IOSR Journal of Business and Management 6, no. 1 (2012): 44–53. http://dx.doi.org/10.9790/487x-0614453.

Full text

APA, Harvard, Vancouver, ISO, and other styles

We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!