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Dissertations / Theses on the topic 'Strategy and Fund Performance'

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Published: 4 June 2021

Last updated: 20 February 2023

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1

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

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

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

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

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3

Söderblom, Anna. "Private equity fund investing : investment strategies, entry order and performance." Doctoral thesis, Handelshögskolan i Stockholm, Institutionen för Företagande och Ledning, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-1295.

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Private equity investing (PE) has experienced rapid growth on a global scale over the last few decades to become a significant industry. While scholars have devoted considerable effort to studying the area of risk capital investing into businesses, research about private equity as an asset class is surprisingly scarce. This dissertation addresses this gap by enhancing understanding of PE fund investing in general, and specifically about how heterogeneity in investor-specific characteristics and entry order strategies may impact performance. Based on a comprehensive set of interviews with PE fu

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Bernardin, Arthur, and Camille Dumoussaud. "A case study on the risk-adjusted- financial performance of The Vice Fund : The risk-adjusted-financial performance of this fund will be evaluate through a comparison with an other mutual fund having a different investment strategy and with two benchmarks." Thesis, Umeå universitet, Företagsekonomi, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-73444.

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Nowadays, there is a debate about the possibility that sin stocks bring higher returns than other ones to the investors. This thesis is a case study on a mutual fund: The Vice Fund. This US fund has a specific investment strategy: it invests in sin stocks. We compared this mutual fund to The Timothy Fund because they have similar characteristics such as – date of inception, total assets, home country and investment universe, expect the investment strategy. Indeed, The Vice Fund invests in sin stocks and The Timothy Fund does not. Two benchmarks are also used in the study: the S&P 500 Index

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Akinjolire, Akinwande. "The evaluation of the South African unit trust fund managers' performance and strategy in a changing economic climate (1989-2002)." Thesis, Stellenbosch : Stellenbosch University, 2002. http://hdl.handle.net/10019.1/53115.

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Thesis (MBA)--Stellenbosch University, 2002.<br>ENGLISH ABSTRACT: Previous studies show that interest rates, dividend yields and other commonly available variables are useful market indicators. Although this has produced new insights into asset pricing models, it has not been applied to the measurement of unit trust funds' performance. This study introduces a set of predetermined variables into the measures of performance of South African unit trust fund managers. This paper modifies classical performance measures to incorporate these well-known market indicators. The performance and s

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Little, Derek. "The strategy deployment paradox : linking strategy, performance measurement systems to appraisals." Thesis, University of Strathclyde, 2003. http://oleg.lib.strath.ac.uk:80/R/?func=dbin-jump-full&object_id=21246.

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The thesis starts by examining how organisations deploy strategy and performance measurement systems and reviews how well they fink to the employee appraisal process. Many organisations are still failing to provide the linkage that employees require to fully exploit their potential. Whilst companies have processes for strategy and appraisal construction, objective setting and support structures, including communications the research found that these lacked the effectiveness necessary to motivate employees. For strategy to become truly meaningful to employees' personal goals and objectives must

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Sävendahl, Carl, and Erik Flodmark. "A Return Maximizing Strategy in Market Rebounds for Swedish Equity Funds." Thesis, KTH, Matematisk statistik, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-252747.

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The growing interest in savings on the financial markets implicates that the competition is expanding and managers of Swedish equity funds need to create shareholder value, independent of the macroeconomic situation. The Swedish financial market experienced a rapid rebound during the first quarter of 2019, following the plunge in the preceding quarter. This thesis utilizes multiple linear regression to analyze Swedish equity funds during the first quarter of 2019. The aim is to identify variables affecting fund performance in a market rebound in order to formulate a performance maximizing stra

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Malo, Dominik. "Řízení volného kapitálu podniku na finančním trhu." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2020. http://www.nusl.cz/ntk/nusl-416898.

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This diploma thesis deals with the management of free capital of a selected company on the financial market with a focus on mutual funds and ETFs. The result is the construction and analysis of the potential appreciation of the investment strategy interpreted through historical data and a comparison of the results with alternative options for the appreciation of financial capital, especially in the form of mutual funds.

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Hashim, Arshad. "Export performance and marketing strategy for Malaysian palm oil." Thesis, University of Aberdeen, 1994. http://digitool.abdn.ac.uk/R?func=search-advanced-go&find_code1=WSN&request1=AAIU060622.

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This study evaluates the performance of the export marketing strategy for Malaysian palm oil over the period 1980-90, with emphasis on the promotion of this commodity in a large number of importing countries world-wide. The analysis of global data indicates that over this period the average per capita consumption level of oils and fats grew from 13.4 to 15.1 kg/hd, led by soybean oil and followed by palm, rape seed, and coconut oils, tallow and butter. However, the per capita consumption trend of soybean and coconut oils is declining, while there is a positive trend for rapeseed and palm oils,

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Ishak, Asmai. "Effects of marketing strategy on performance : a study of Indonesian organizations /." Curtin University of Technology, School of Marketing, 2002. http://espace.library.curtin.edu.au:80/R/?func=dbin-jump-full&object_id=13882.

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This research provides empirical evidence on the implementation of the strategic marketing planning in the context of Indonesia, a newly industrialized country. Drawing from a contingency theory, the research posits that the credibility of marketing strategy depends on the external business environments and its formulation process. The credibility of marketing strategy and the strategy formulation process, in turn, determine the effectiveness of the implementation of the strategy in achieving the desired performance. The causal relationships amongst these variables were then analyzed by struct

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El, Morsy Gamal El-Din Mohamad. "Competitive marketing strategy : a study of competitive performance in the British car market." Thesis, University of Strathclyde, 1986. http://oleg.lib.strath.ac.uk:80/R/?func=dbin-jump-full&object_id=24935.

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In the past few years there has been a dramatic change in the orientation of marketing, and strategic thinking has become the order of the day. More and more attention has been paid to the competitor. Competitive marketing in general has become an area of primary concern to marketers, managers, and businessmen. Despite its potential, however, competitive marketing strategy has received relatively little attention in the marketing literature. Few studies have provided analytical techniques for gaining a clearer understanding of industries and competitors, and those that have emerged are conside

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Kheir-El-Din, Amr Hassan. "Competitive marketing strategy : a study of Japanese firms' competitive performance in the British market." Thesis, University of Strathclyde, 1990. http://oleg.lib.strath.ac.uk:80/R/?func=dbin-jump-full&object_id=21288.

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While, Japanese marketing strategies in world markets have attracted much attention in international business circles, they have received only secondary attention from researchers. Indeed, most studies into the competitive behaviour of Japanese firms have not identified marketing as a particularly significant factor in accounting for their overall success. By default, therefore, researchers have failed to provide information and insight into an area which is recognised as crucial to efficient performance. The aim of this study was to gain an insight into the role marketing plays in affecting t

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Cyr, Normand. "Effect of aeration strategy on the performance of a very high gravity continuous fuel ethanol fermentation process." Thesis, McGill University, 2006. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=100789.

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The fuel ethanol industry is now making use of a very efficient process where virtually all sugar substrates are converted to ethanol. Nevertheless, some metabolic by-products excreted from Saccharomyces cerevisiae tend to reduce the ethanol yield. Of such, glycerol is the major one, accounting for about 5-10% relative to the amount of ethanol produced.<br>Glycerol plays an important role in maintaining the redox balance within the cells by oxidizing the cytosolic NADH under anaerobic conditions. It is also believed that it acts as an osmoprotectant and would be favourably produced in high osm

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Lenz, Richard K. "Post-LBO development : analysis of changes in strategy, operations and performance after the exit from leveraged buyouts in Germany /." Wiesbaden : Gabler, 2010. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=018923593&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.

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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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Dimitriadis, Alexandros. "Ressources et Leviers Stratégiques des Fonds d'Investissement Socialement Responsable." Thesis, Lyon 3, 2011. http://www.theses.fr/2011LYO30091/document.

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Cette thèse traite des fonds d’Investissement Socialement Responsables (ISR) français. D’après la Théorie Moderne du Portefeuille leur performance devrait être inférieure à celle des fonds traditionnels. Cependant des recherches antérieures présentent des résultats contradictoires. Nous choisissons de faire appel à la Resource Based View (RBV) pour interpréter cette incohérence entre théorie et pratique.Nous employons une méthodologie qualitative exploratoire, combinant des entretiens avec une analyse lexicale. Nous validons quantitativement une partie de nos résultats qualitatifs en modélisan

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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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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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Hahn, Cathy C. (Cathy Celia) 1968. "Real estate opportunity funds : past fund performance as an indicator of subsequent fund performance." Thesis, Massachusetts Institute of Technology, 2003. http://hdl.handle.net/1721.1/29774.

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Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Architecture, 2003.<br>Includes bibliographical references (leaves 64-66).<br>The returns of opportunistic real estate private equity investment funds were tested for evidence of performance persistence between subsequent funds by the same manager. Tests include regression analysis, construction of contingency tables, and calculation of rank correlation coefficients. Tests were based on return data from the period 1991 to 2001 and were similar to those used to analyze performance persistence in other investment vehicles such as mut

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Samiev, Sarvar, and Yaqian Wu. "Do hedge fund investment strategies matter in hedge fund performance?" Thesis, Umeå universitet, Handelshögskolan vid Umeå universitet, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-37518.

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Our study aims at analyzing the performance of 1455 live hedge funds in the chosen timeframe from 2004 and 2010. Our work is of great importance both forindividual and institutional investor which finds alternative investments as aninvestment choice. By decomposing hedge funds into different strategies we implementour analysis. To answer to our research question “Do hedge fund investing strategiesmatter in hedge fund performance?” our findings based on single and multipleregression models on risk-adjusted basis, show that different hedge investmentstrategies have different risk and return char

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DONGMO, GUEFACK ERIC. "Hedge Fund Industry: Performance Measurement, Statistical Properties and Fund Characteristics." Doctoral thesis, Università Cattolica del Sacro Cuore, 2011. http://hdl.handle.net/10280/981.

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In questa tesi, l’analisi verte su risk-adjusted performance, proprietà statistiche e caratteristiche dei fondi hedge (FH). Nel primo articolo, i risultati relativi al survivorship bias e backfill bias indicano che l’impatto delle distorsioni è diverso a seconda delle strategie. Utilizzando il modello multifattoriale di Fung and Hsieh (2004), l’analisi della performance indica che il 42% dei FH ha ottenuto un rendimento superiore al mercato. Infine, utilizzando dei metodi parametrici e non parametrici, l’analisi della persistenza indica differenti livelli di persistenza a seconda della strate

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Schaub, Nic. "Persistence of Hedge Fund Performance." St. Gallen, 2008. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/02060515001/$FILE/02060515001.pdf.

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

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Tolonen, P. (Pekka). "Three essays on hedge fund performance." Doctoral thesis, Oulun yliopisto, 2014. http://urn.fi/urn:isbn:9789526205168.

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Abstract This doctoral thesis aims to contribute to the literature on hedge fund performance in three interrelated essays. The first essay uses a novel database aggregation and a comprehensive analysis of differences between the main commercial databases exploring the effects of different databases on previously documented stylized facts, including the (1) average risk-adjusted performance; (2) the persistence of that performance; (3) and the cross-sectional relation between fund-characteristics and risk-adjusted returns. The main finding is that several previously documented stylized facts ab

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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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Garvert, Stacie. "Performance of female hedge fund managers." Thesis, Manhattan, Kan. : Kansas State University, 2008. http://hdl.handle.net/2097/548.

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Lai, Jung-Ho, and 賴蓉禾. "Netural Fund Performance Evaluation and Investment Strategy Discussion." Thesis, 1997. http://ndltd.ncl.edu.tw/handle/86998503060861969117.

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碩士<br>國立臺灣大學<br>國際企業學系<br>85<br>During the process of economic development in Taiwan, family businesses have play an important role. Several large family businesses have already succeeded by the second generation or even the third. Under the leadership of new CEOs , do they successfully succeeded the mission of their businesses? And did they trigger dramatic organizational or strategic changes after succession? This study is to discuss the consequences of CEO succession in Taiwan family bus

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Chang, Feng-Huei, and 張鳳暉. "A Study of Fund Performance-Flow Relationship and Favoritism Strategy of Taiwan Mutual Funds." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/30344303548439725452.

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博士<br>國立臺北大學<br>企業管理學系<br>99<br>Mutual funds have become an indispensable financial instrument for Taiwanese investors in asset allocation. Previous studies have been focused on the behavior of fund managers, such as herding behavior and window dressing of the fund holdings. Despite that the American mutual fund scandals happening in September 2003 have drawn our attentions on fund governance, there are few literature studies on fund company-level strategies. Therefore, this study intends to investigate whether fund companies in Taiwan actively pursue company-level strategies to maximize their

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KUO, CHEN-HSIU, and 郭貞秀. "Smart Beta Strategy and Investment Performance Assessment：Analysis of Mutual Fund." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/59u2wk.

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碩士<br>國立高雄應用科技大學<br>資訊管理系碩士在職專班<br>105<br>Smart beta is widely used in the global investment market, this trend also spreads into the national fund market recent years.2017 ETF leading company YUANDA named Smart Beta as “Smart" to provide investors strategy for the national investors risk assessment. This study explores the benefits of the three capital strategies such as Equal-Weighted (EW), Global Minimum Variance (GMV), Equal Risk Contribution (ERC), etc., The study is based on an analysis of domestic funds from 2006 to 2016. The empirical results show. We measured the investment performanc

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CHEN, MEI YIN, and 陳美吟. "The Effect of Strategy Risk and Performance of Hedge Fund." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/98516835438215202316.

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碩士<br>國立彰化師範大學<br>會計學系企業高階管理<br>98<br>As for hedge funds, the market in Taiwan is little experience if comparing to the overseas market with much more matured. This study is aimed at exploring the sequence of ideas and the developing directions as well as analyzing the advantages and the disadvantages in the domestic and overseas markets recently. Through interviewing senior professional managers who have had many years’ investment experiences, we have assessed and sorted it out from the practical experiences and results in accordance with the strategy, risk and performance. The purpose is to

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Chu, Yu-De, and 朱育德. "The Effect of Accruals Trading Strategy and Mutual Fund Performance." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/56021731458425498805.

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碩士<br>東海大學<br>企業管理學系碩士班<br>97<br>In semi-strong-form efficient market, when the portfolio strategy based on public information to be copied, it could not get excess return. However, some scholars had pointed out that fund managers will hold low-accruals stocks as fund’s trading strategy, and can get excess return from the market. Therefore, First of all, we observed the domestic stock funds whether had negative relationship between differeent level of accruals and fund’s performance. Second, fund managers held low-accruals stocks that were based on public information to get excess return, whet

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Hung, Teng-Fan, and 洪登凡. "The Relationship between Active Management Strategy and Fund Performance: Evidence from Equity Mutual Funds in Taiwan." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/32679k.

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碩士<br>國立臺灣大學<br>農業經濟學研究所<br>104<br>This paper examines the relationship between active management strategy and fund performance by studying 814 foreign and domestic equity funds available for sale in Taiwan from 2006Q4 to 2015Q3. This paper uses Active Share and Tracking Error as measures of active management strategy introduced by Cremers and Petajisto (2009), while controlling for other fund characteristics such as expenses, size and holdings in the panel regression, we examine using funds’ alpha. Empirical results indicate a significant relationship between active management strategy and fu

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Chen, Pei-Hsuan, and 陳沛瑄. "An Empirical Study on Relationship between Active Management Strategy and Fund Performance–Taiwan Equity Mutual Funds." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/69390179273419212045.

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碩士<br>國立臺灣大學<br>財務金融學研究所<br>100<br>This paper examines relationship between mutual fund management strategy and its performance by using Taiwan domestic equity mutual fund data from 2004 third quarter to 2011. We introduce Active Share and Tracking Error as measures for fund active management. Active Share is to compare the holdings of one mutual fund with the holdings of its benchmark. Combining Active Share with traditional active management measure, Tracking Error, would give two-dimensional explanation to fund performance. Under controlling other fund characteristics such as expense, size

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Lan, Shaowen, and 藍紹文. "Mutual Fund Manager Personnel Charactic , investment strategy amd performance relationship study." Thesis, 1999. http://ndltd.ncl.edu.tw/handle/94993458052990990734.

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Wang, Chien-Iau, and 王千窈. "The Study of Investment Strategy and Performance of Taiwan Mutual Fund." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/79623314380941591344.

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碩士<br>國立高雄第一科技大學<br>財務管理所<br>97<br>ABSTRACT Financial tsunami sweeps across the whole world, the depreciation tendency of the stock market of Taiwan plummeted all the way down from 9000 points on May 20. Sometime later, even the stock index fell under 4000 points for a time. The investors become very conservative. The decline range of the domestic stock type fund is up to 60% in average. The investors preferred to choose Dollar-cost Averaging instead of lump sum in order to reduce investment risk. In this study, we observe recently many financial management banks provide periodic with nonfi

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Lin, Qing-Pei, and 林清珮. "Mutual Fund Styles and Performance Persistence: The Application of ""Momentum Strategy""." Thesis, 1998. http://ndltd.ncl.edu.tw/handle/32594956896861369984.

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Lin, Ching-pei, and 林清珮. "Mutual Fund Styles and Performance Persistence: The Application of "Momentum Strategy"." Thesis, 1998. http://ndltd.ncl.edu.tw/handle/04288695230131787148.

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碩士<br>國立臺灣大學<br>財務金融學系<br>86<br>The purpose of this thesis is to search for a mutual fund classification method which could produce more persistent fund performance. We use "3-year standard deviation", "P/B ratio", "ROA", "percentage invested in financial stocks", "percentage invested in health stocks", and "percentage invested in technology stocks" to catch the characteristics of mutual funds. To catch the fund managers'' behaviors, we add a variable "momentum strategy" to distinguish the different manag

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Lin, Jin-Syu, and 林晉勗. "Screening System, Performance Evaluation and Investment Strategy for Taiwan Eco-fund." Thesis, 2002. http://ndltd.ncl.edu.tw/handle/17603853635130050223.

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碩士<br>中原大學<br>國際貿易研究所<br>90<br>In recent years, SRI (socially responsible investing) and eco-fund have gradually become the trend of global investment. This research aims at establishing a screening system and the accompanying computer interfaces for Taiwan eco-fund based on both environmental and financial criteria, which could be used by fund managers in screening investment targets and evaluating the performance of their portfolios. This system and related interfaces can also be used to evaluate the risk of the portfolios (in terms of value at risk, VaR), which can provide fund managers an

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Wang, Sz-Jia, and 王思佳. "Fund performance under contrarian strategy: dollar-cost averaging and lum-sums methods." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/3npfe6.

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碩士<br>國立高雄第一科技大學<br>財務管理所<br>96<br>My research has two targets: (1) are dollar-cost averaging and lump-sum better strategies than single alone？(2) what strategy is the better under different holding period？I use TSE weight stock index for rolling test. The periods are from 1997/1/1 to 2007/12/31. Holding periods are 1, 3, 5 and 10 years, respectively and there are 140 outcomes. I hope to find what is the best strategy and provide investors some advises. Empirical results are as followings: (1) when sample periods are 1 and 3 years, respectively, mix strategy (DCA mixed LS) is the best; wh

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Tsai, Ya-Ju, and 蔡雅如. "A study of Strategy Performance Analysis of the Mutual Fund Value Averaging." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/z6x683.

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碩士<br>國立高雄應用科技大學<br>金融系金融資訊碩士班<br>102<br>With the rapid growth of investment markets, financial products continue to push out the old and bring in the new. The existing market already has mutual funds, stocks, futures and asset securitization products and other popular financial instruments. But how do investors to choose or compare their performances on these abounding types and a vast array of commodities? In this paper, mutual funds are selected as the subject matter of this study, Fund investment as“a regular variable”to explore the spindle. This study will focus on the strategies of inves

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CHEN, WEI-CHEN, and 陳韋臻. "Corporate Governance、Diversification Strategy and Company's Financial Performance: Pension Fund Stock Selection." Thesis, 2019. http://ndltd.ncl.edu.tw/handle/4x2rxv.

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Lan, Tang Hsiu, and 湯秀蘭. "The performance of Dollar-cost Averaging andLump Sum investment Strategy in Mutual Fund." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/84683957103289176643.

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碩士<br>國立高雄應用科技大學<br>金融資訊研究所<br>97<br>The research about investment strategies and their differences of long-term yields between lump sum and dollar-cost averaging have been under serious attention. This research samples overseas mutual funds approved by the government in Taiwan yet smaller funds and funds that are under the duration of ten years are excluded. The result of T-test analysis showed that advantages for dollar-cost averaging includes: first, lessen the irrational behaviors caused by investors facing high volatile situations. Second, investors are able to acquire more shares an

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Lin, Ya-hui, and 林雅慧. "The Value Strategy and Momentum Strategy of Portfolio Insurance of Performance- Taiwan Top 50 Tracker Fund on the Component Stocks." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/17728778015277200120.

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碩士<br>國立高雄第一科技大學<br>財務管理研究所<br>100<br>Abstract This study explores investing style in the frame of momentum strategy proposed by Fama and French(1992) and Jegadeesh and Tittman(1993). The relations between portfolio performance and five indexes including market-book ratio, momentum strategy, cash dividend yield, price/earning ratio, The sample comprises firms listed on the TSEC from May,2003 to April,2011, Month data including stock return, market-book ratio, and marker value are derived from TEJ database. The empirical results show market-to-book ratio and high cash dividend yield had bette

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Sun, Wei-Chieh, and 孫偉傑. "The Performance of Momentum Strategy and Smart Money Effect on the Different Kinds of Mutual Fund." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/15975641761121814760.

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碩士<br>中原大學<br>企業管理研究所<br>97<br>The objective of this study is to investigate the performance of momentum strategies, contrarian investment strategies and momentum life cycle hypothesis and examine whether there is the smart money effect under different kinds of mutual funds in Taiwan. We explore the performance of price momentum strategies based on the return of formation period and examine the performance of size momentum strategies based on the size of formation period under different kinds of mutual funds. According to the momentum life cycle hypothesis of Lee and Swaminathan (2000), we use

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Shen, Yi-Ting, and 沈怡婷. "The Association between Active Management Strategy and Mutual Fund Performance : The Moderating Effect of Market Volatility." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/vrdyfw.

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碩士<br>國立高雄應用科技大學<br>財富與稅務管理系<br>101<br>Prior studies usually focus on Selectivity and Market Timing to investigate the association between mutual fund strategies and performance, after that, a series of measure to examine the level of active at mutual fund have developed. This research refer to Petajisto (2013) active share to determine domestic open-end equity fund from 2006 to 2012. Meanwhile, the moderating variable is as Volatility Index as domestic market volatility. Hence, this dissertation demonstrates whether the performance with active management is influence by market volatility. Fur

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Lin, Cheng-Wang, and 林正旺. "Momentum Strategy and Performance of Mutual Funds." Thesis, 1998. http://ndltd.ncl.edu.tw/handle/12883855601946271276.

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碩士<br>國立臺灣大學<br>財務金融學系研究所<br>86<br>This study examines whether mutual funds in Taiwan use momentum strategy. Our example contains thirty-eight mutual funds from January 1995 to December 1997 . Funds portfolio holdings were used to analyze the extent to which mutua l funds purchase stocks based on their past returns, and whether the momentu m strategy has positive contribution to fund performance. By using the marke t return to divide stocks into past winners and past losers, We find that most mutual

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"Analysis of the performance of the Rennies Provident Fund's investment management strategy : a case study on whether the investment fund management strategy employed by the Rennies Provident Fund has created or destroyed shareholder value." Thesis, 2007. http://hdl.handle.net/10413/1250.

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In this study, the performance of the Rennies Provident Fund's management strategy is reviewed. The study aims to determine whether the Fund's management strategy created or destroyed shareholder value over the past 17- year period of its existence up to and including the 2004 financial year. First, the Rennies Provident Fund's performance is reviewed against its internally set performance objective of returning CPI (consumer price index) + 3% to its members. Secondly, the Fund's performance is compared to that of similar pension funds. Thirdly, the performance objective that the Fund has set

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Tang, Ti-Chun, and 唐迪俊. "An Application Balanced Scorecard to Evaluate the Strategy and Performance of a Non-Revolving Fund―An Example of Military Commissary." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/17525957426549980720.

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碩士<br>元智大學<br>會計學系<br>93<br>The goal of regional military commissary is to provide an idea-shopping environment with fair price for military employees, veterans, and their dependents to satisfy their daily need. However, in recent years, big commercial shopping mall and local petty stores has developed with an astounding speed in local areas, which generates a harsh challenge to the operation of military commissary. The purpose of this research is to explore the strategies and ways to evaluate its performance that the military commissary should adopt in order to achieve its self-sufficient a

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Chu, Ting-Yu, and 褚庭宇. "The Performance of Mutual Funds Investment Portfolio and Investment Strategy." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/48051665080803411894.

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碩士<br>淡江大學<br>財務金融學系碩士在職專班<br>102<br>The thesis aims to investigate the Markowitz portfolio theory associate with the VIX fear index and apply to mutual fund portfolios, hoping to provide investors when investing in mutual funds as to when the VIX index and sharply pulled low reference standards. It also allows ordinary investors to avoid chasing the high and kill low investment strategy, and long-term vision to look at investing in mutual funds. This data contain year 2012 to 2014 which obtained from Morningstar Fund Awards Fund and be established more than ten years. According to the mean-v

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