Listar IIDL_Articles por autoría "8472dc5e-f8df-4a74-8ad4-dbbbd255add8"

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    • openAccess   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, ...

    • openAccess   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 ...

    • closedAccess   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 ...

    • openAccess   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 ...

    • closedAccess   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 ...