Performance of mutual funds : an international perspective /
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| Imprint: | Basingstoke, Hampshire ; New York : Palgrave Macmillan, 2007. |
|---|---|
| Description: | xx, 258 p. : ill. ; 25 cm. |
| Language: | English |
| Series: | Finance and capital markets |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/6373616 |
Table of Contents:
- Acknowledgments
- Notes on the Contributors
- Introduction
- 1. Returns and Fund Flows in Canadian Mutual Funds
- 1.1. Introduction
- 1.2. Literature on performance and trading behavior of mutual funds
- 1.3. Methodology
- 1.4. Data
- 1.5. Empirical findings
- 1.6. Conclusion
- References
- 2. New Zealand Equity Fund Performance Appraisal: A Non-parametric Approach
- 2.1. Introduction
- 2.2. New Zealand mutual fund market
- 2.3. Sample
- 2.4. Methodology
- 2.5. Empirical findings
- 2.6. Conclusion
- References
- 3. Danish Mutual Funds: Description, Costs, Performance, and a European Comparison
- 3.1. Introduction
- 3.2. Size of the Danish mutual fund market
- 3.3. What is a typical "Danish mutual fund"?
- 3.4. Expenses and mutual fund investments
- 3.5. Costs and performance of Danish mutual funds relative to European funds
- 3.6. Costs and performance of Danish mutual funds
- 3.7. Conclusion
- References
- 4. Performance Idiosyncrasy in the Italian Mutual Fund Industry
- 4.1. Introduction
- 4.2. The Italian mutual funds industry
- 4.3. The data
- 4.4. Conditional performance evaluation
- 4.5. Empirical results
- 4.6. Conclusion
- References
- 5. Seasonality and Performance in Spanish Mutual Funds Management
- 5.1. Introduction
- 5.2. Performance and seasonality measurement
- 5.3. Database
- 5.4. Empirical results
- 5.5. Conclusion
- References
- 6. On the Relationship Between Price and Quality in the US Mutual Fund Industry: Evidence from the 1992-2003 Period
- 6.1. Introduction
- 6.2. Data
- 6.3. Results
- 6.4. Conclusion
- References
- 7. Yaari's Dual Theory of Choice, Generalized Gini's Mean Differences, and Performance Evaluation of Mutual Funds
- 7.1. Introduction
- 7.2. The investor's portfolio selection problem
- 7.3. A dual measure of risk and (generalized) Gini's mean differences
- 7.4. Empirical example
- 7.5. Conclusion
- References
- 8. Efficiency of US Mutual Funds Using Data Envelopment Analysis
- 8.1. Introduction
- 8.2. Literature review
- 8.3. Data
- 8.4. Methodology
- 8.5. Empirical results
- 8.6. Conclusion
- References
- 9. Performance Persistence of Unit Funds: Evidence from a Small, Integrated Market
- 9.1. Introduction
- 9.2. Literature review
- 9.3. Methodology
- 9.4. Data
- 9.5. Results
- 9.6. Implications
- 9.7. Conclusion
- References
- 10. What Is Behind the Financial Performance of Ethical Funds? A Study of the American Market
- 10.1. Introduction
- 10.2. Literature review
- 10.3. Measuring ethical performance
- 10.4. Empirical methodology and data
- 10.5. Performance and management style
- 10.6. Ethical strength, investment style and performance
- 10.7. Ethical strength and management variables
- 10.8. Conclusion
- References
- 11. The German Mutual Fund Market
- 11.1. Introduction
- 11.2. Historical development
- 11.3. The fund market today
- 11.4. The legal framework
- 11.5. Governance and transparency rules
- 11.6. Forecast
- 12. Analysis of the Size Effect on Spanish Mutual Investment Funds
- 12.1. Introduction
- 12.2. The relationship between fund size and performance
- 12.3. Data and methodology
- 12.4. Analysis of results
- 12.5. Conclusion
- References
- Index
