نتایج جستجو برای: stock selection skill

تعداد نتایج: 441436  

By the end of 2018, the net asset value in total and the number of Sharia mutual funds in Indonesia is dominated by the Sharia equity fund. Therefore, this study sought to address the factors of internal and external factors affecting the Sharia equity funds’ performance in Indonesia in the period 2010-2018. The fund performance is measured with the Sharpe ratio. The determinants of fund perfor...

Journal: :journal of industrial engineering, international 2007
a.m kimiagari s amini

there are different strategies for selecting stocks, and different investors use different strategies according to their risk tolerance or their expected rate of return. in this study, the profitability of a broad range of stock se-lection strategies in tehran stock exchange over the period 1370-1383, has been examined, and it has been investigated whether the successful strategies in other cou...

Journal: :تحقیقات مالی 0
سید مجید شریعت پناهی استادیار دانشگاه علامه طباطبایی، تهران، ایران محسن سهرابی عراقی استادیار دانشگاه علامه طباطبایی، تهران، ایران عبداله شریعتی کارشناسی ارشد مدیریت مالی، دانشگاه علامه طباطبایی، تهران، ایران

stock selection criteria play a key role in contrarian portfolio construction. the usual approach is applying cumulative return as stock selection criteria however applying this criterion leads to ranking stocks without considering investment risk. in this study, we analyze contrarian strategies that are based on reward–risk stock selection criteria in contrast to ordinary contrarian strategies...

Journal: :iranian journal of optimization 2010
a. alinezhad m. zohrebandian f. dehdar

the stock evaluation process plays an important role in portfolio selection because it is the prerequisite for investment and directly influences on the stock allocation. this paper presents a methodology based on data envelopment analysis for portfolio selection, decision making units which can be stocks or other financial assets. first, dmus efficiencies are computed based on input/output com...

2011
Zhi Da Pengjie Gao Ravi Jagannathan

We show that a mutual fund’s stock selection skill can be decomposed into additional components that include liquidity-absorbing impatient trading and liquidity provision. We find that past performance predicts future performance better among funds trading in stocks affected more by information events: Past winners earn a risk-adjusted after-fee excess return of 35 basis points per month in the...

Journal: :Journal of Banking and Finance 2021

We argue that mutual fund managers should trade actively only when the market presents opportunities to pick stocks with positive alpha. In this paper, we propose stock-selection opportunity measures and show a significant portion of funds time their active trading, i.e., they more opportunities. timers outperform negative by about 82 bps in annualized four-factor alpha over subsequent six-mont...

پایان نامه :0 1392

it is definitely necessary to understand the concept and behavior of causation of life insurance policies and its determinants for insurance managers, regulators, and customers. for insurance managers, the profitability and liquidity of insurers can be increasingly influenced by the number of causation through costs, adverse selection, and cash surrender values. therefore, causation is a materi...

2014
Shyam Venkatesan

I introduce a conditional measure of skill, the correlation between fund's trades and future news of the stocks traded. Using this measure, I show that the average fund manager in the cross-section of U.S. equity mutual funds has stock picking skill. This skill is mainly driven by manager's ability to predict rm's cashow news. Importantly, this skill has short term persistence, which is not exp...

2017
Desiree Tommasi Charles A. Stock Michael A. Alexander Xiaosong Yang Anthony Rosati Gabriel A. Vecchi

Citation: Tommasi D, Stock CA, Alexander MA, Yang X, Rosati A and Vecchi GA (2017) Multi-Annual Climate Predictions for Fisheries: An Assessment of Skill of Sea Surface Temperature Forecasts for Large Marine Ecosystems. Front. Mar. Sci. 4:201. doi: 10.3389/fmars.2017.00201 Multi-Annual Climate Predictions for Fisheries: An Assessment of Skill of Sea Surface Temperature Forecasts for Large Marin...

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