Listar ECO_Articles por autoría "8472dc5e-f8df-4a74-8ad4-dbbbd255add8"
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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, ... -
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 ... -
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, ...