Liquid funds : A comparative evaluation with Equity Mutual funds
نویسندگان
چکیده
منابع مشابه
Active Timing Decisions of Equity Mutual Funds
In this paper we examine an aspect ofprofessional investment management which has not been adequately documented and studied; the extent to which equity mutualfund managers actively adjust their portfolio’s equity risk evosure over time. Estimates of a portfolio’s quarter-end beta are developed using the actual stock ho~~gs oft~~~ol~ at the quarter-end. Changes in these beta estimates fivm one ...
متن کاملA Survival Analysis of Australian Equity Mutual Funds
Determining which types of mutual (or managed) investment funds are good financial investments is complicated by potential survivorship biases. This project adds to a small recent international literature on the patterns and determinants of mutual fund survivorship. We use statistical techniques for survival data that are rarely applied in finance. Of specific interest is the hazard rate of fun...
متن کاملDo Mutual Funds Differ in Performance? Evidence from Canadian Equity Funds
Mutual funds have experienced phenomenal growth in recent years. There are many reasons behind this development. Most important, mutual funds offer investors an opportunity to diversify their investment, a privilege which, up until very recently, was available only to large and institutional investors. Frequently firms selling mutual funds try to appeal to potential investors by advertising the...
متن کاملPortfolio Optimization of Equity Mutual Funds - Malaysian Case Study
We focus on the equity mutual funds offered by three Malaysian banks, namely Public Bank Berhad, CIMB, and Malayan Banking Berhad. The equity mutual funds or equity trust is grouped into four clusters based on their characteristics and categorized as inferior, stable, good performing, and aggressive funds based on their return rates, variance and treynor index. Based on the cluster analysis, th...
متن کاملOptimal Timing in Trading Japanese Equity Mutual Funds
This paper provides both theoretical and empirical analyses of market participants’ optimal decision-making in trading Japanese equity mutual funds. First, we build an intertemporal decision-making model under uncertainty in the presence of transaction costs. This setting enables us to shed light on the investors’ option to delay investment. A comparative analysis shows that an increase in unce...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Scholarly Research Journal for Interdisciplinary Studies
سال: 2017
ISSN: 2278-8808
DOI: 10.21922/srjis.v4i37.10591