ListarCOFIN_Articles por tema "Persistence"

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    • 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 ...

    • closedAccess   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 ...