Listar por autoría "8472dc5e-f8df-4a74-8ad4-dbbbd255add8"
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A survey on financial applications of metaheuristics
Soler-Dominguez, Amparo; Juan, Angel A.; Kizys, Renatas ACM (Association for Computing Machinery) (2017)Modern heuristics or metaheuristics are optimization algorithms that have been increasingly used during the last decades to support complex decision-making in a number of fields, such as logistics and transportation, ... -
Active Management and Mutual Fund Performance
Matallín Sáez, Juan Carlos; Soler-Dominguez, Amparo; Tortosa-Ausina, Emili Universidad de Zaragoza. Facultad de Ciencias Económicas (2018)This paper analyses the relationship between active management and performance in US equity mutual funds over the period 2001-2011 for both gross and net returns. Active management is measured by time-varying parameters, ... -
Assessment for Learning: How Plagiarism could be used as an Efficient Learning Tool
Morales, Lucia; Soler-Dominguez, Amparo (2015)Instructors should consider the role of responsible feedback as one of the main priorities of their teaching and learning strategies. It is well known that feedback is the bridge between students and instructors, as students’ ... -
Cash management and performance of index mutual funds
de Mingo-López, Diego Víctor; Matallín Sáez, Juan Carlos; Soler-Dominguez, Amparo Consejo Latinoamericano de Escuela de Administración (2020-10-15)Purpose - This study aims to assess the relationship between cash management and fund performance in index fund portfolios. Design/methodology/approach - Using a sample of 104 index mutual funds that track the Standard ... -
Cost and performance of carbon risk in socially responsible mutual funds
Matallín Sáez, Juan Carlos; Soler-Dominguez, Amparo AIMS Press (2023)Investors and other financial actors are attracted by the role of socially responsible (SR) mutual funds in the transition to a low-carbon economy. In response to the demand for more information, Morningstar reported the ... -
Does active management add value? New evidence from a quantile regression approach
Matallín Sáez, Juan Carlos; Soler-Dominguez, Amparo; Tortosa-Ausina, Emili Taylor & Francis (2019-06)While it has long been recognised that active management is an important issue in the area of mutual fund performance, little consensus has been reached about the value managers’ abilities can add. This study examines ... -
Does socially responsible mutual fund performance vary over the business cycle? New insights on the effect of idiosyncratic SR features
Matallín Sáez, Juan Carlos; Soler-Dominguez, Amparo; de Mingo-López, Diego Víctor; Tortosa-Ausina, Emili Wiley (2018-09-26)This study analyses the performance and market timing of US socially responsible (SR) mutual funds in relation to business cycle regime shifts and different grouping criteria: Ethical strategy focus, SR attributes scores ... -
Ethical strategy focus and mutual fund management: Performance and persistence
Matallín Sáez, Juan Carlos; Soler-Dominguez, Amparo; Tortosa-Ausina, Emili; de Mingo-López, Diego Víctor Elsevier (2019-03)The aim of this study is to analyze whether managers, practitioners and individual investors could obtain higher risk-adjusted returns by allocating their investments to funds that integrate specific levels of socially ... -
Investor behavior and the demand for conventional and socially responsible mutual funds
Matallín Sáez, Juan Carlos; Soler-Dominguez, Amparo; Navarro Montoliu, Salvador; de Mingo-López, Diego Víctor Wiley (2021-07-06)This study analyzes the demand for conventional and socially responsible (SR) mutual funds using cash flow data from a large sample of U.S. equity funds. For both types of funds, previous results have a positive impact on ... -
Looking for sustainable development: Socially responsible mutual funds and the low‐carbon economy
Soler-Dominguez, Amparo; Matallín Sáez, Juan Carlos; de Mingo-López, Diego Víctor; Tortosa-Ausina, Emili John Wiley and Sons (2020)Sustainable investment responds to demands for carbon and climate‐neutral societies. To address the urgency around climate change and provide investors with more qualified information, Morningstar has developed the Low ... -
Mutual fund performance: banking versus independent managers
Matallín Sáez, Juan Carlos; Soler-Dominguez, Amparo; Tortosa-Ausina, Emili Taylor & Francis (2011-09-09)We examine the performance of mutual fund managers for a sample of Spanish mutual funds considering data on active management, loads, size and the number of funds managed per manager. We find evidence of differences in ... -
On management risk and price in the mutual fund industry: style and performance distribution analysis
Matallín Sáez, Juan Carlos; Soler-Dominguez, Amparo; de Mingo-López, Diego Víctor Palgrave Macmillan (2021-06-01)This study shows how investing in mutual funds involves an additional risk, which we call management risk as a consequence of the uncertainty in the results of active management. To address this issue, we analyze a sample ... -
On the informativeness of persistence for evaluating mutual fund performance using partial frontiers
Soler-Dominguez, Amparo; Matallín Sáez, Juan Carlos; Tortosa-Ausina, Emili Elsevier (2014)The last few years have witnessed a rapid evolution in the literature evaluating mutual fund performance using frontier techniques. The instruments applied, mostly DEA (Data Envelopment Analysis) and, to a lesser extent, ... -
On the robustness of persistence in mutual fund performance
Matallín Sáez, Juan Carlos; Soler-Dominguez, Amparo; Tortosa-Ausina, Emili Elsevier (2016)This paper analyzes persistence in US equity mutual fund performance over the period 1990–2015. We apply commonly used measures of persistence, which we test using a set of simulated passive funds. In the first stage we ... -
Self-regulated learning and the role of ePortfolios in business studies
Morales, Lucia; Soler-Dominguez, Amparo; Tarkovska, Valentina Springer US (2015)Students’ work in ePortfolios was assessed through a case study supported by observation techniques and eQuestionnaires to gather data from a sample of eighty students over a period of 4 years (20 students per academic ... -
Socially (ir)responsible investing? The performance of the VICEX Fund from a business cycle perspective
Soler-Dominguez, Amparo; Matallín Sáez, Juan Carlos Elsevier (2016-02)We assess the performance of the VICEX Fund, which lies at the opposite end of the spectrum to socially responsible mutual funds (SRMF). This fund is morally controversial due to its higher return premium on investments ... -
The power of ethical investment in the context of political uncertainty
Morales, Lucia; Soler-Dominguez, Amparo; Hanly, James Taylor & Francis (2019-10-31)In this paper we analyse a set of socially responsible investment (SRI) indices against their conventional counterparts in the US context. Using a data set that spans the Obama and Trump administrations, we aim to identify ... -
Using ePortfolios to Encourage Responsible Feedback
Morales, Lucia; Soler-Dominguez, Amparo Laureate Education Inc (2015-09)This article aims to look at the value that ePortfolios can add to business studies, specifically in the financial field. In order to answer the question, Do ePortfolios contribute to the development and enhancement of ...