Visualitza ECO_Articles per autoria "f8eab1dc-967a-4626-b083-09550be08e39"

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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, ...

    • 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   Is Ethical Money Sensitive to Past Returns? The Case of Portfolio Constraints and Persistence in Islamic Funds 

      Abdelsalam, Omneya; Duygun, Meryem; Matallín Sáez, Juan Carlos; Tortosa-Ausina, Emili Springer Verlag (2017-06)
      In this paper, we analyze the performance persistence and survivorship bias of Islamic funds. The remarkable growth of these types of ethical funds raises the question of how non-financial attributes, including beliefs and ...

    • openAccess   Market risk aversion under volatility shifts: An experimental study 

      Aragó, Vicent; Barreda-Tarrazona, Iván; Breaban, Adriana; Matallín Sáez, Juan Carlos; Salvador, Enrique Elsevier (2022-03-15)
      We propose an experiment to analyze the relationship between volatility regimes and investors’ behavior and explore the mechanism by which aggregated risk aversion is configured. We design a market in which the volatility ...

    • openAccess   Measuring Investors' Socially Responsible Preferences in Mutual Funds. 

      Barreda-Tarrazona, Iván; Matallín Sáez, Juan Carlos; Balaguer Franch, María del Rosario © Springer, Part of Springer Science+Business Media (2011-10)
      The aim of this study is to analyze investor behavior towards socially responsible mutual funds. The analysis is based on an experimental study where a sample of individuals takes investment decisions under different ...

    • openAccess   On the comparative performance of socially responsible and islamic mutual funds 

      Abdelsalam, Omneya; Fethi, Meryem Duygun; Matallín Sáez, Juan Carlos; Tortosa-Ausina, Emili Elsevier (2013-07)
      This is the first study to provide comprehensive analyses of the relative performance of both socially responsible investment (SRI) and Islamic mutual funds. The analysis proceeds in two stages. In the first, the performance ...

    • openAccess   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, ...

    • openAccess   The demand for structured products: an experimental approach 

      Matallín Sáez, Juan Carlos; Breaban, Adriana Gabriela; Barreda-Tarrazona, Iván; Balaguer Franch, María del Rosario Wiley (2014)
      Guaranteed investment funds are showing an important growth in the mutual fund industry. We analyze this type of fund’s demand using the experimental methodology. Different types of structured guaranteed funds, with ...