Bibliografías temáticas / Fund selection

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Literatura académica sobre el tema "Fund selection"

Autor: Grafiati
Publicado: 4 de junio de 2021
Última modificación: 1 de febrero de 2022

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Artículos de revistas sobre el tema "Fund selection"

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Elton, Edwin J., Martin J. Gruber y Andre de Souza. "Fund of Funds Selection of Mutual Funds". Critical Finance Review 7, n.º 2 (31 de diciembre de 2018): 241–72. http://dx.doi.org/10.1561/104.00000056.

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Chan, Chia-Ying, Hsuan-Chi Chen, Yu Hsuan Chiang y Christine W. Lai. "Fund selection in target date funds". North American Journal of Economics and Finance 39 (enero de 2017): 197–209. http://dx.doi.org/10.1016/j.najef.2016.10.006.

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Kaur, Inderjit. "Mutual fund investor’s behaviour towards information search and selection criteria". Qualitative Research in Financial Markets 10, n.º 4 (5 de noviembre de 2018): 395–414. http://dx.doi.org/10.1108/qrfm-09-2017-0084.

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PurposeThe fund selection process of investors in a mutual fund needs to be understood for designing better marketing strategies. Knowledge and perception about the mutual funds can affect investor’s behaviour towards information search and selection criteria during the decision process. Therefore, this study aims to examine Indian mutual fund investors under the framework of Theory of Planned Behaviour and consumer’s behaviour model.Design/methodology/approachThe data have been collected from mutual fund investors in the National Capital Region–Delhi, India, through structured questionnaire. The collected data were examined with relevant statistical tools.FindingsKnowledge and perception affect information search behaviour of the investor. Investors having better knowledge of mutual funds access impersonal sources of information and performance of fund affects their choice, whereas investors having lesser knowledge of mutual fund take advice of experts and select funds based on fund characteristics. Investors with better return perception for mutual funds ignore performance as selection criteria, whereas investors having poor risk perception tend to reduce their bias by accessing personal sources of information. Education and income of investor affect knowledge and perception of mutual funds.Practical implicationsThe financial advisor-driven investors ignore performance as selection criteria and could lead to dissatisfaction later. Therefore, to make the industry investor driven, mutual funds need to focus on improving the knowledge of investors.Originality/valueThis paper shows the unique effect of knowledge and perception on information search behaviour of investors towards mutual funds. The knowledgeable investor selects mutual funds by understanding all risks and benefits.
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Amiri, Haniyeh y Ana Maria Gil-Lafuente. "Studying of the Factors Affecting on the Mutual Fund by Individual Investor in Iran, Malaysia, Turkey and US". Modern Applied Science 10, n.º 9 (29 de junio de 2016): 192. http://dx.doi.org/10.5539/mas.v10n9p192.

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This study examines the main criteria of domestic investors in mutual funds selection behavior and evaluates their performance and with a survey method and using a questionnaire, the behavior of domestic investors in selection of mutual fund was evaluated. Factor analysis along with Multinomial Logistic Regression was used to test the hypotheses of the research. The Findings of the study indicate that there are 7 major factors that influence different types of investors in mutual funds selection behavior. These include: inherent characteristics of the fund, image reputation of fund, flexibility to facilitate the investment, performance, popularity, transparency and non-cash benefits. Another important aspect of this study is analysis impressibility the different groups of investors (professional, ambitious, moderate, conservative and cautious) towards these seven factors. The results of this analysis give us what is different between professional investors and other kinds of investors in the selecting of mutual funds.
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Amiri, Haniyeh y Ana Maria Gil-Lafuente. "Studying of the Factors Affecting on the Mutual Fund by Individual Investor in Iran, Malaysia, Turkey and US". Modern Applied Science 10, n.º 9 (21 de julio de 2016): 218. http://dx.doi.org/10.5539/mas.v10n9p218.

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This study examines the main criteria of domestic investors in mutual funds selection behavior and evaluates their performance and with a survey method and using a questionnaire, the behavior of domestic investors in selection of mutual fund was evaluated. Factor analysis along with Multinomial Logistic Regression was used to test the hypotheses of the research. The Findings of the study indicate that there are 7 major factors that influence different types of investors in mutual funds selection behavior. These include: inherent characteristics of the fund, image reputation of fund, flexibility to facilitate the investment, performance, popularity, transparency and non-cash benefits. Another important aspect of this study is analysis impressibility the different groups of investors (professional, ambitious, moderate, conservative and cautious) towards these seven factors. The results of this analysis give us what is different between professional investors and other kinds of investors in the selecting of mutual funds.
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Joenväärä, Juha, Mikko Kauppila y Hannu Kahra. "Hedge fund portfolio selection with fund characteristics". Journal of Banking & Finance 132 (noviembre de 2021): 106232. http://dx.doi.org/10.1016/j.jbankfin.2021.106232.

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Adelia, Meidiana Rizki y Muhammad Nafik Hadi Ryandono. "DETERMINAN KINERJA REKSADANA SAHAM SYARIAH". Jurnal Ekonomi Syariah Teori dan Terapan 7, n.º 5 (3 de julio de 2020): 940. http://dx.doi.org/10.20473/vol7iss20205pp940-954.

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There are a lot of factors that determine the sharia equity mutual funds performance, included stock selection skill, market timing ability, and fund age. This study aims to understand the effect of stock selection skill, market timing ability, and fund age on the sharia equity mutual funds performance in Indonesia from 2012 to 2018. This research uses a quantitative approach using an explanatory research type. The sampling technique in this study was purposive sampling and 6 sharia equity mutual funds were selected as samples. This study uses multiple linear regression analysis. The result of the study displayed that stock selection skill and market timing ability have a significant effect on the performance of sharia equity mutual funds in Indonesia from 2012 to 2018. On the contrary, fund age have no effect on the performance of sharia equity mutual funds in Indonesia from 2012 to 2018. Keywords: stock selection skill, market timing ability, fund age, sharia equity mutual funds perfomance
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Sanjaya, Sigit, Yosi Yulia, Elfiswandi, Zerni Melmusi y Faradilla Suretno. "Factors influencing equity fund performance: evidence from Indonesia". Investment Management and Financial Innovations 17, n.º 1 (17 de marzo de 2020): 156–64. http://dx.doi.org/10.21511/imfi.17(1).2020.14.

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This study aims to discover the factors that affect equity fund performance in companies listed on the Indonesia Stock Exchange (IDX) during 2015–2018. This research is quantitative. Past performance, stock selection skills, market timing abilities, fund size, fund age are independent variables, while fund performance is the dependent variable. The population in this study was 73 equity funds. A total of 21 equity funds were selected as the sample by the purposive sampling method. The analytical method used is panel data regression analysis using the EViews program. Hypotheses were tested using a t-test with a significance level of alpha 0.05. The results show that equity fund past performance, stock selection skill, market timing ability, fund size, fund age and IDX composite index simultaneously have a significant effect on equity fund performance. Stock selection skill and IDX composite index partially have a positive and significant effect on equity fund performance. However, past performance, market timing ability, fund size and fund age have no positive and significant effect on equity fund performance. AcknowledgmentAll authors would like to thank Universitas Putra Indonesia YPTK Padang and Yayasan Perguruan Tinggi Komputer for financial support. Any remaining errors are our own.
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Das, Praveen K. y S. P. Uma Rao. "Market timing and selectivity performance of socially responsible funds". Social Responsibility Journal 11, n.º 2 (1 de junio de 2015): 258–69. http://dx.doi.org/10.1108/srj-07-2013-0088.

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Purpose – The purpose of this paper is to examine the market timing and stock selection abilities of socially responsible (SR) mutual funds. Some high-profile SR fund managers try to embrace market timing and security selection plans to add value to the performance. Market timing relies on forecasting the equity market and shifting assets into or out of the market in anticipation of market movements. The selectivity measure assesses fund managers ability to select undervalued securities. Furthermore, the authors examine whether fund characteristics play any role in market timing and security selection ability. Design/methodology/approach – The authors use Treynor and Mazuy's’ (1966) and Henriksson and Mertons’ (1981) model to examine the market timing and security selection ability. The study uses a decade of monthly returns to examine the skills of fund managers in the SR industry for the period from July 2002 to June 2012. Findings – The main findings are that the managers – though not very successful – do indulge in stock selection and market timing activities. It was found that 48 funds have positive statistically significant stock selectivity coefficients and only a very small number of five funds with positive statistically significant market timing coefficients. Results suggest that there is a trade-off between the two activities. It was found that aggressive funds, funds with higher growth rate and riskier funds are more likely to engage in market timing rather than stock selection. Practical implications – The implication is that SR managers cannot achieve superior stock selection and market timing ability simultaneously. Risk-averting investors in SR funds expect SR behavior from the managers. This means that managers of SR funds, with very little evidence of market timing ability, may have to refrain from market timing of SR funds. Originality/value – Using a Morningstar dataset comprising almost all SR funds in existence as of June 2012, this is probably the most exhaustive long-term study to date on market timing and stock selection abilities of SR fund managers.
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Brands, Simone y David R. Gallagher. "Portfolio selection, diversification and fund-of-funds: a note". Accounting and Finance 45, n.º 2 (julio de 2005): 185–97. http://dx.doi.org/10.1111/j.1467-629x.2004.00130.x.

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Tesis sobre el tema "Fund selection"

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Mokoma, Kaibe. "Strategic asset selection taxonomy : fund of hedge funds". Master's thesis, University of Cape Town, 2010. http://hdl.handle.net/11427/9037.

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Includes bibliographical references (leaves 68-70).
This thesis develops a logical methodology to be used to assess the hedge fund managers' return time series in comparison with their peers. This enables Fund of Hedge Funds portfolio manager to identify those with required factors to be included in a portfolio. The models that had been used as the industry standard for some time are derived on the assumption of normal distribution. Hence they use only mean and standard deviation to explain all data phenomenal attributes of time series. This study project uses higher order moments and some performance measures to rank order feasible portfolios of different hedge fund strategies based on their calculated metrics. Then determine the significance of t-Statistics, thus to observe the likelihood of achieving a particular return level relative to the downside associated with that target return and also on the behavioral hypothesis that investors prefer more to less. The study proposes and examines an alternative performance measures to facilitate the investment decision making. An indication of how this may be applied across a broad range of problems in hedge funds analysis. Some performance measures capture the higher order moments of the return distributions. This method makes intuitive sense since one of the key mandates of the hedge funds is to seek to capture most upside while protecting against downside.
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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 performance on a sample of Islamic mutual funds over the period 2000 and 2006 using weekly returns. Overall, the results from the performance study of Islamic mutual funds indicate that there is underperformance in terms of stock selection ability. Thus, there is a lack of market timing ability. In consequence, we test for robustness in market timing results by adopting a conditional market timing model similar to Prather and Middleton (2006) and Cuthbertson, Nitzsche, and O'Sullivan (2006). However, we arrive at negative conditional market timing results. Moreover, we test for evidence of performance persistence for Islamic mutual funds and the results suggest that there is evidence of negative performance persistence.
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Cuonz, Jan. "Allokation zwischen Traditional und Alternative Investments". St. Gallen, 2008. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/05606744001/$FILE/05606744001.pdf.

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Hügli, Martin. "Cash Value at-Risk Implications for Portfolio Management /". St. Gallen, 2007. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/01651066002/$FILE/01651066002.pdf.

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Ul, Haq Imtiaz. "Investor behaviour in the mutual fund industry". Thesis, University of Manchester, 2013. https://www.research.manchester.ac.uk/portal/en/theses/investor-behaviour-in-the-mutual-fund-industry(28b26d3a-fcf8-4010-92ca-49a802449891).html.

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This thesis is an attempt to advance our understanding of investor behaviour in one of the world’s largest markets, i.e. the mutual fund industry. It consists of three essays that answer the following questions: Does investor fund-selection ability explain the impressive growth of the U.K. mutual fund industry? Does the behaviour of U.S. mutual fund investors vary across the business cycle? And, how do investors react to U.S. mutual fund name changes? The first essay explores the role of investor fund-selection ability in explaining the growth of the mutual fund industry given that previous studies find that mutual funds underperform their benchmarks on average. I examine such ability in the context of the remarkable growth experienced by U.K. mutual funds during the decade of 2000-2010. Using three alternative measures of selection ability and two for performance measurement, I find that fund-selection ability is explained away by the momentum factor due to investors naively chasing recent winners. In addition, this essay is the first to examine the impact of fund visibility on selection ability. I find that fund visibility is an important factor in the investment decision-making process, and one that fund managers can potentially manipulate to their advantage. The second essay is motivated by recent findings that benchmark-adjusted returns to the fund industry are positive in periods of economic contractions. Previous literature is silent on investor behaviour in the face of superior average returns. This essay fills the gap in literature by examining investor’s fund-selection ability across the business cycle. I examine U.S. fund data from 1970-2011 and find that while genuine selection ability does not exist in any period, investors do behave differently across the business cycle. Specifically, investors no longer chase recent winners during contractions, despite no change in fund performance consistency. Instead, I find that investors are more concerned about controlling their risk exposure, especially to the market, during periods of economic downturn. The third essay examines investor reactions to U.S. mutual fund name changes, following the adoption of a new SEC ruling in 2001 to curtail misleading names. We uncover striking evidence that funds continue to undertake cosmetic name changes, and that such changes appear to mislead investors. I find that investors react more positively to cosmetic name changes than non-cosmetic ones. This result is not driven by marketing efforts. Instead, further examination reveals that this arises because cosmetic name changes frequently include industry ‘buzzwords’ in the new name, a tactic that is rewarded with higher flows to such funds. I also find that additional name changes by a fund continue to attract significant flows, although the magnitude of the flows decreases over each successive event. This essay provides compelling evidence in favour of investor irrationality and has implications for both practitioners and academics.
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Louivion, Simon y Edward Sikorski. "A Three-Pronged Sustainability-Oriented Markowitz Model : Disruption in the fund selection process?" Thesis, KTH, Skolan för industriell teknik och management (ITM), 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-264122.

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Since the term ESG was coined in 2005, the growth of sustainable investments has outpaced the overall asset management industry. A lot of research has been done with regards to the link between sustainability and financial performance, despite the fact that there is a lack of transparency in sustainability of listed companies. This thesis breaks down the word sustainability into two di↵erent categories, and in turn eleven di↵erent parameters. The result is the term Q score which represents a company’s sustainability. The purpose is to increase transparency in the fund selection process for asset managers. Further, a multiobjective optimization problem is solved to analyze the relationships between return, risk and sustainability. The main subject is that accommodating sustainability as a third parameter in addition to return and risk modifies the fund selection process. The result indicates that the relationships between sustainability, return and risk follow the ecient market hypothesis, implying that an investor would have to sacrifice risk and return in order to achieve higher sustainability. With that said, the results indicated that the sacrifice is relatively small, and that there are a number of sustainable portfolios that perform well. Moving on, the reporting of ESG company data is still lacking. For this reason, this master thesis acts as a precursor for any future development within the field.
Sedan termen ESG utvecklades år 2005, har tillväxten av hållbara investeringar vuxit snabbare än den generella förvaltningsindustrin. Mycket forskning har gjorts kring hållbarhet kopplat till finansiell avkastning, men trots detta saknas det fortfarande en transparens rådande hållbarhet av noterade bolag. Detta examensarbete bryter ned termen hållbarhet till två kategorier, vilket i sin tur bryts ner till elva kvantifierbara parametrar. Resultatet blir ett så kallat Q score, som är ett värde på ett företags hållbarhet. Syftet med arbetet är att öka transparensen av fonders hållbarhetsarbete. Vidare löses ett optimeringsproblem med tre parametrar för att undersöka förållandena mellan avkastning, risk och hållbarhet. Resultatet indikerar att dessa förhållanden följer hypotesen om effektiva marknader, vilket innebär att en investerare måste offra avkastning och risk för att uppnå en mer hållbar portfölj. Med det sagt, indikererar resultatet att en investerare inte behöver offra mycket inom avkastning för att uppnå en hållbar portfölj. Vidare kvarstår det mycket arbete inom rapporteringen av ESG data på företagsnivå. Av detta skäl anses detta examensarbete vara en föregångare innan datan utvecklas vidare.
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Li, Chenlu. "Structural breaks in hedge fund performance and foreign exchange liquidity". Thesis, Loughborough University, 2017. https://dspace.lboro.ac.uk/2134/27065.

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Hedge fund managers are characterised as either market timers or asset pickers . Their superior performance can be attributed to either timing skill, selection ability or a combination of both. In the existing literature, average hedge fund performance across the entire time span under investigation is usually investigated and measured, and hence, potentially certain subtle but important features exhibited in different time periods can be averaged out in the analysis. This thesis investigates the structural breaks in the selection ability and timing skill of hedge fund managers. This research issue is of particular importance when the hedge fund performance before, during and after the recent financial crisis is compared and contrasted. This thesis conducts a structural break analysis of hedge fund managers performance in relation to market-wide liquidity and liquidity commonality in the foreign exchange (FX) market. Liquidity commonality captures the co-movement of individual asset liquidities. The measure adopted in the existing literature has several limitations. This thesis proposes a new measure, termed the Beta Index, which is derived from the time-varying exposure of individual liquidities to market liquidity movements. It is shown that the developed Beta Index is more able to identify the level of liquidity commonality in the FX market. It is also more flexible in measuring commonality with different data sampling frequency. The obtained empirical results have some practical implications. They show that the selection skill and timing ability of hedge fund managers are subject to regime switches. Under severe market conditions, most hedge fund managers possess the skill to time FX market-wide liquidity and are able to reduce losses from the FX market by reducing their funds FX exposure prior to the FX market-wide liquidity deteriorations. In the meantime, most hedge fund managers are able to deliver excess returns from time to time due to their selection ability. However, when sudden shocks of crisis occur, they fail to forecast the unexpected behaviour in the price of individual assets underlying the funds and display unsuccessful selection ability. In addition, the results suggest that many hedge funds are exposed to the FX liquidity commonality risk which impairs hedging strategies and diversification performance.
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Khouchaba, Ninos y Emilia Svensson. "Optimal portfolio selection and risk-adjusted performance of 51 equity funds available in the Swedish premium pension". Thesis, Högskolan i Jönköping, Internationella Handelshögskolan, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-39881.

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In order to assure a livelihood for the working population after retirement, the national retirement pension was developed. The system is based on 18.5% of each tax-paying worker’s annual salary. The national retirement pension system in Sweden consist of two parts. The first and largest part contributing with 16 percentage points, of the 18.5%, is a defined benefit plan, named the income pension. The second part contributing with 2.5 percentage points, of the 18.5%, is the premium pension, which is a defined contribution plan. The premium pension is the sole part of the national retirement pension controlled by the individual employee, with the opportunity to actively invest in a broad selection of domestic and international funds. Investors not making a choice will be transferred into the governments default fund, named the seventh AP fund. By investing in funds, the premium pension is partly based on each worker’s annual salary but also on the development of the financial market. This thesis has two purposes, the first is to investigate if the default alternative, the seventh AP fund has had a superior risk-adjusted return compared to fifty of the most commonly selected equity funds available in the premium pension selection. The second purpose is to construct portfolios for active investors with different risk-tolerance in order to compare the risk-adjusted return between an investor that has made an active investment in comparison to an investor that has not made an active choice. To conclude, this thesis shows that there are superior funds to select, with regard to risk-adjusted return and risk-exposure, as an alternative to the seventh AP fund. In addition to this, the portfolio construction included in this thesis has proven that active participants can achieve results that are more compatible with their risk preferences in comparison to remaining in the default fund option. However, it is important for investors to remain active and alter their fund selections throughout the years, in order to attain the preferable outcome.
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Yan, W. "New algorithms for evolving robust genetic programming solutions in dynamic environments with a real world case study in hedge fund stock selection". Thesis, University College London (University of London), 2012. http://discovery.ucl.ac.uk/1380128/.

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This thesis presents three new genetic programming (GP) algorithms designed to enhance robustness of solutions evolved in highly dynamic environments and investigates the application of the new algorithms to financial time series analysis. The research is motivated by the following thesis question: what are viable strategies to enhance the robustness of GP individuals when the environment of a task being optimized or learned by a GP system is characterized by large, rapid, frequent and low-predictability changes? The vast majority of existing techniques aim to track dynamics of optima in very simple dynamic environments. But the research area in improving robustness in dynamic environments characterized by large, frequent and unpredictable changes is not yet widely explored. The three new algorithms were designed specifically to evolve robust solutions in these environments. The first algorithm ‘behavioural diversity preservation’ is a novel diversity preservation technique. The algorithm evolves more robust solutions by preserving population phenotypic diversity through the reduction of their behavioural intercorrelation and the promotion of individuals with unique behaviour. The second algorithm ‘multiple-scenario training’ is a novel population training and evaluation technique. The algorithm evolves more robust solutions by training a population simultaneously across a set of pre-constructed environment scenarios and by using a ‘consistency-adjusted’ fitness measure to favour individuals performing well across the entire range of environment scenarios. The third algorithm ‘committee voting’ is a novel ‘final solution’ selection technique. The algorithm enhances robustness by breaking away from ‘best-of-run’ tradition, creating a solution based on a majority-voting committee structure consisting of individuals evolved in a range of diverse environmental dynamics. The thesis introduces a comprehensive real-world case application for the evaluation experiments. The case is a hedge fund stock selection application for a typical long-short marketneutral equity strategy in the Malaysian stock market. The underlying technology of the stock selection system is GP which assists to select stocks by exploiting the underlying nonlinear relationship between diverse ranges of influencing factors. The three proposed algorithms are all applied to this case study during evaluation. The results of experiments based on the case study demonstrate that all three new algo-rithms overwhelmingly outperform canonical GP in two aspects of the robustness criteria and conclude they are viable strategies for improving robustness of GP individuals when the environment of a task being optimized or learned by a GP system is characterized by large, sudden, frequent and unpredictable changes.
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Morrell, Guy D. "Portfolio construction in the UK property market : an investigation of the relative importance of fund structure and stock selection in explaining performance". Thesis, University of Reading, 1995. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.250718.

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Libros sobre el tema "Fund selection"

1

Das, Sanjiv R. Fee speech: Adverse selection and the regulation of mutual fund fees. Cambridge, MA: National Bureau of Economic Research, 1998.

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Smith, G. N. Outsourcing book selection: Supplier selection in public libraries : a report to the British National Bibliography Research Fund. [London]: Library & Information Commission, 1999.

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M, O'Brien David, ed. Judicial roulette: Report of the Twentieth Century Fund Task Force on Judicial Selection. New York: Priority Press Publications, 1988.

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Division, San Francisco (Calif ). Office of the Controller Audits. [San Francisco Police Department: Cash revolving fund]. San Francisco CA: City and County of San Francisco, Office of the Controller, 2000.

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Leadership selection in the major multilaterals. Washington, DC: Institute for International Economics, 2001.

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Office, General Accounting. Foreign assistance: U.S. Russia Fund is following its investment selection process and criteria : report to congressional requesters. Washington, D.C. (P.O. Box 37050, Washington 20013): The Office, 2000.

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San Francisco (Calif.). Office of the Controller. Audits Division. San Francisco Fire Department: Revolving fund July 1, 1998, through August 10, 1999. San Francisco, Calif: San Francisco Office of the Controller, 1999.

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Mississippi. Legislature. PEER Committee. A survey of school districts' selection of vendors and controls over direct sales to students. Jackson, Miss.] (P.O. Box 1204 Jackson 39215-1204): PEER Committee, Mississippi Legislature, 1997.

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Kaeser, Daniel. La longue marche vers Bretton Woods: Chronique des relations de la Suisse avec le Fonds monétaire international et la Banque mondiale. Chêne-Bourg/Genève: Georg éditeur, 2004.

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San Francisco (Calif.). Office of the Controller. Audits Division. Office of the Public Defender: Revolving fund, July 1, 2000 through November 6, 2001. San Francisco: Office of the Controller, 2002.

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Capítulos de libros sobre el tema "Fund selection"

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Davies, Ryan J., Harry M. Kat y Sa Lu. "Fund of Hedge Funds Portfolio Selection: A Multiple-Objective Approach". En Derivatives and Hedge Funds, 45–71. London: Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/9781137554178_3.

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Fevurly, Keith R. "Mutual Fund Performance Measures and Selection Criteria". En The Handbook of Professionally Managed Assets, 83–107. Berkeley, CA: Apress, 2013. http://dx.doi.org/10.1007/978-1-4302-6020-2_5.

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Clare, Andrew y Chris Wagstaff. "Manager Selection: How Do You Choose a Good Fund Manager?" En The Trustee Guide to Investment, 485–507. London: Palgrave Macmillan UK, 2011. http://dx.doi.org/10.1057/9780230361874_18.

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Beckett, J. B. "Fiduciary Robo-Selection is Possible in a New Fund Order". En The WealthTech Book, 151–53. Chichester, UK: John Wiley & Sons, Ltd, 2018. http://dx.doi.org/10.1002/9781119444510.ch37.

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Gottschalg, Oliver F. "Private Equity Fund Selection: How to Find True Top-Quartile Performers". En Private Equity, 283–99. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118267011.ch13.

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Tanış, Arif y Yaman Ömer Erzurumlu. "ANN Based Holistic Performance Valuation and Mutual Fund Selection: Evidence from Turkey". En Advances in Intelligent Systems and Computing, 379–98. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-66501-2_31.

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Jurczenko, Emmanuel, Bertrand Maillet y Paul Merlin. "Hedge Fund Portfolio Selection with Higher-order Moments: A Nonparametric Mean-Variance-Skewness-KurtosisEfficient Frontier". En Multi-moment Asset Allocation and Pricing Models, 51–66. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119201830.ch3.

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Bergh, Greg y Paul van Rensburg. "Hedge Funds and Higher Moment Portfolio Selection". En Derivatives and Hedge Funds, 269–97. London: Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/9781137554178_14.

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Maxam, Clark L., Seow Eng Ong y Craig Wisen. "Funds of Funds: Diversification, Selection or Expense Arbitrage?" En Diversification and Portfolio Management of Mutual Funds, 18–56. London: Palgrave Macmillan UK, 2007. http://dx.doi.org/10.1057/9780230626508_2.

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Pascual, Joaquin López. "The Assessment and Selection of Hedge Funds". En Advanced Business Analytics, 195–210. Cham: Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-11415-6_10.

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Actas de conferencias sobre el tema "Fund selection"

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"Machine learning models for mutual funds assessment in fund selection". En 2020 International Conference on Computer Science and Engineering Technology. Scholar Publishing Group, 2020. http://dx.doi.org/10.38007/proceedings.0000883.

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Boudt, K., B. G. Peterson y P. Carl. "Hedge fund portfolio selection with modified expected shortfall". En COMPUTATIONAL FINANCE 2008. Southampton, UK: WIT Press, 2008. http://dx.doi.org/10.2495/cf080101.

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Alexandri, Moh Benny. "Mutual Fund Performance: Stock Selection or Market Timing". En International Conference on Economics and Banking. Paris, France: Atlantis Press, 2015. http://dx.doi.org/10.2991/iceb-15.2015.26.

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"A STUDY OF SELECTION OF MUTUAL FUND SCHEMES BY INVESTORS". En Seminar On Rural Market in India: An Unexplored Terrain. ELK Asia Pacific Journals, 2015. http://dx.doi.org/10.16962/elkapj/si.rmi-2015.7.

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Gu, Chen-Sheng, Hong-Po Hsieh, Chung-Shu Wu, Ray-I. Chang y Jan-Ming Ho. "A Fund Selection Robo-Advisor with Deep-learning Driven Market Prediction". En 2019 IEEE International Conference on Systems, Man and Cybernetics (SMC). IEEE, 2019. http://dx.doi.org/10.1109/smc.2019.8914183.

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Yan, Wei y Christopher D. Clack. "Evolving robust GP solutions for hedge fund stock selection in emerging markets". En the 9th annual conference. New York, New York, USA: ACM Press, 2007. http://dx.doi.org/10.1145/1276958.1277384.

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Li, Zheng, Yun Liu, Shaohua Tan, Bingwu Liu y Juntao Li. "A Novel Time-Scale Feature Based Hybrid Portfolio Selection Model for Index Fund". En 2011 Fourth International Conference on Business Intelligence and Financial Engineering (BIFE). IEEE, 2011. http://dx.doi.org/10.1109/bife.2011.7.

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Sukkachart, Piyawadee, Chotiros Surapholchai y Rajalida Lipikorn. "Time series prediction of retirement mutual fund values using optimal window size selection and support vector regression". En 2017 International Conference on Information Technology Systems and Innovation (ICITSI). IEEE, 2017. http://dx.doi.org/10.1109/icitsi.2017.8267966.

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Yang, Dong-yun y Hong-kai Cui. "Research on investment mode selection of industry investment fund based on the high-tech industry development stages". En 2014 International Conference on Management Science and Engineering (ICMSE). IEEE, 2014. http://dx.doi.org/10.1109/icmse.2014.6930449.

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Chen, Yixiang y Huan Liu. "Attach Importance to the Topic Selection of the Science Fund in the New Era and Improve the Project Subsidy Rate". En Proceedings of the 2019 International Conference on Advanced Education, Management and Humanities (AEMH 2019). Paris, France: Atlantis Press, 2019. http://dx.doi.org/10.2991/aemh-19.2019.53.

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Informes sobre el tema "Fund selection"

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Das, Sanjiv Ranjan y Rangarajan Sundaram. Fee Speech: Adverse Selection and the Regulation of Mutual Funds. Cambridge, MA: National Bureau of Economic Research, julio de 1998. http://dx.doi.org/10.3386/w6644.

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Da, Zhi, Pengjie Gao y Ravi Jagannathan. Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds. Cambridge, MA: National Bureau of Economic Research, diciembre de 2008. http://dx.doi.org/10.3386/w14609.

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Chandra, Shailesh, Mehran Rahmani, Timothy Thai, Vivek Mishra y Jacqueline Camacho. Evaluating Financing Mechanisms and Economic Benefits to Fund Grade Separation Projects. Mineta Transportation Institute, enero de 2021. http://dx.doi.org/10.31979/mti.2020.1926.

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Investment in transportation infrastructure projects generates benefits, both direct and indirect. While emissions reductions, crash reductions, and travel time savings are prominent direct benefits, there are indirect benefits in the form of real estate enhancements that could pay off debt or loan incurred in the improvement of the infrastructure itself. Studies have shown that improvements associated with rail transportation (such as station upgrades) trigger an increase in the surrounding real estate values, increasing both the opportunity for monetary gains and, ultimately, property tax collections. There is plenty of available guidance that provides blueprints for benefits calculations for operational improvements in rail transportation. However, resources are quite limited in the analysis of benefits that accrue from the separation of railroad at-grade crossings. Understanding the impact of separation in a neighborhood with high employment or population could generate revenues through increased tax collections. In California, the research need is further amplified by a lack of guidance from the California Public Utilities Commission (CPUC) on at-grade crossing for separation based on revenue generated. There is a critical need to understand whether grade separation projects could impact neighboring real estate values that could potentially be used to fund such separations. With COVID-19, as current infrastructure spending in California is experiencing a reboot, an approach more oriented to benefits and costs for railroad at-grade separation should be explored. Thus, this research uses a robust benefits-to-cost analysis (BCA) to probe the economic impacts of railroad at-grade separation projects. The investigation is carried out across twelve railroad-highway at-grade crossings in California. These crossings are located at Francisquito Ave., Willowbrook/Rosa Parks Station, Sassafras St., Palm St., Civic Center Dr., L St., Spring St. (North), J St., E St., H St., Parkmoor West, and Nursery Ave. The authors found that a majority of the selected at-grade crossings analyzed accrue high benefits-to-cost (BC) ratios from travel time savings, safety improvements, emissions reductions, and potential revenue generated if property taxes are collected and used to fund such separation projects. The analysis shows that with the estimated BC ratios, the railroad crossing at Nursery Ave. in Fremont, Palm St. in San Diego, and H St. in Chula Vista could be ideal candidates for separation. The methodology presented in this research could serve as a handy reference for decision-makers selecting one or more at-grade crossings for the separation considering economic outputs and costs.
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Hilbrecht, Margo, Sally M. Gainsbury, Nassim Tabri, Michael J. A. Wohl, Silas Xuereb, Jeffrey L. Derevensky, Simone N. Rodda, McKnight Sheila, Voll Jess y Gottvald Brittany. Prevention and education evidence review: Gambling-related harm. Editado por Margo Hilbrecht. Greo, septiembre de 2021. http://dx.doi.org/10.33684/2021.006.

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This report supports an evidence-based approach to the prevention and education objective of the National Strategy to Reduce Harm from Gambling. Applying a public health policy lens, it considers three levels of measures: universal (for the benefit of the whole population), selective (for the benefit of at-risk groups), and indicated (for the benefit of at-risk individuals). Six measures are reviewed by drawing upon a range of evidence in the academic and grey literature. The universal level measures are “Regulatory restriction on how gambling is provided” and “Population-based safer gambling/responsible gambling efforts.” Selective measures focus on age cohorts in a chapter entitled, “Targeted safer gambling campaigns for children, youth, and older adults.” The indicated measures are “Brief internet delivered interventions for gambling,” “Systems and tools that produced actual (‘hard’) barriers and limit access to funds,” and “Self-exclusion.” Since the quantity and quality of the evidence base varied by measure, appropriate review methods were selected to assess publications using a systematic, scoping, or narrative approach. Some measures offered consistent findings regarding the effectiveness of interventions and initiatives, while others were less clear. Unintended consequences were noted since it is important to be aware of unanticipated, negative consequences resulting from prevention and education activities. After reviewing the evidence, authors identified knowledge gaps that require further research, and provided guidance for how the findings could be used to enhance the prevention and education objective. The research evidence is supplemented by consultations with third sector charity representatives who design and implement gambling harm prevention and education programmes. Their insights and experiences enhance, support, or challenge the academic evidence base, and are shared in a separate chapter. Overall, research evidence is limited for many of the measures. Quality assessments suggest that improvements are needed to support policy decisions more fully. Still, opportunities exist to advance evidence-based policy for an effective gambling harm prevention and education plan.
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