Performance of Mutual Funds

An International Perspective
2007. Auflage 2007
ISBN: 978-1-349-28539-6
Verlag: Palgrave MacMillan UK

Buch, Englisch, 258 Seiten, Format (B × H): 156 mm x 234 mm, Gewicht: 395 g

Reihe: Finance and Capital Markets Series

This book responds to a growing demand for mutual funds. This timely collection of original papers focuses on changes of international investment in Europe, the US and New Zealand. Using a fresh approach, innovative techniques and various models this book assesses performance and provides an understanding of mutual funds on an international level.

Zielgruppe

Research

Autoren/Hrsg.

Gregoriou, G.

Inhaltsverzeichnis

List of Tables List of Figures Acknowledgements Notes on the Contributors Introduction Returns and Fund Flows in Canadian Mutual Funds; R. Sinha and V. Jog New Zealand Equity Fund Performance Appraisal: A Non-Parametric Approach; D. Margaritis, R. Otten, and A. Tourani-Rad Danish Mutual Funds: Description, Costs, Performance, and a European Comparison; K. Bechmann and J. Rangvid Performance Idiosyncrasy in the Italian Mutual Fund Industry; R. Savona Seasonality and Performance in Spanish Mutual Funds Management; J. Matallín-Sáez and D. Moreno On the Relationship Between Price and Quality in the U.S. Mutual Fund Industry: Evidence from the 1992-2003 Period; J. Gil-Bazo and P. Ruiz-Verdú Yaari's Dual Theory of Choice, Generalized Gini's Mean Differences, and Performance Evaluation for Mutual Funds; W. Breuer and M. Gürtler Efficiency of U.S. Mutual Funds using Data Envelopment Analysis; G. Gregoriou Performance Persistence of Unit Funds: Evidence from a Small, Integrated Market; V. Potì and E. Duffy What is Behind the Financial Performance of Ethical Funds? A Study of the American Market; R. Burlacu, I. Girerd-Potin, and D. Dupré The German Mutual Fund Market; Si Ber, A. Kempf, and S. Ruenzi Analysis of the Size Effect on Spanish Mutual Investment Funds; J. Fernández-Serrano and L. Luna Index

Über Autor(innen)

KEN L. BECHMANN Associate Professor, Department of Finance, Copenhagen Business School, Denmark
SILKE BER Research Assistant, Department of Finance, University of Cologne, Germany
WOLFGANG BREUER Full Professor of Finance, RWTH Aachen University, Germany
RADU BURLACU Associate Professor of Finance, University Pierre Mendès France, Grenoble, France
EOGHAN DUFFY Worked with Valerio at Dublin City University, Republic of Ireland, where he graduated with a thesis on Performance Persistence
DENIS DUPRÉ Associate Professor of Finance, University Pierre Mendès France of Grenoble, and Member of the CERAG (Centre des Recherches Appliquées à la Gestion)
JOSÉ L. FERNÁNDEZ-SERRANO Researcher in Ethical Funds and Corporate Social Responsibility, Department of Business Administration, University of Cantabria, Spain
JAVIER GIL-BAZO Received his BA in Business Administration and his PhD in Economics from the University of the Basque Country, Spain
ISABELLE GIRERD-POTIN Associate Professor of Finance, University Pierre Mendès France of Grenoble, France, and Member of the CERAG (Centre des Recherches Appliquées à la Gestion)
MARC GÜRTLER Full Professor of Finance, Technical University of Braunschweig, Germany
VIJAY JOG Chancellor Professor, Carleton University in Ottawa, Canada
ALEXANDER KEMPF Head of the Department of Finance, University of Cologne, Germany, Spokesman of the Graduate School of Risk Management and Board Member of the Institute of Empirical Economic andSocial Research at the University of Cologne, Germany
LADISLAO LUNA Professor in Business Administration, University of Cantabria, Spain
DIMITRI MARGARITIS Professor of International Finance, Auckland University of Technology, New Zealand
JUAN CARLOS MATALLÍN-SÁEZ Professor in University Jaume I, Department of Finance and Accounting, Spain
DAVID MORENO Professor, Department of Business and Administration, Carlos III University, Madrid, Spain
ROGER OTTEN Assistant Professor of Finance, Maastricht University, The Netherlands
VALERIO POTÌ Finance Lecturer, Dublin City University, Republic of Ireland
JESPER RANGVID Associate Professor, Department of Finance, Copenhagen Business School, Denmark
STEFAN RUENZI Assistant Professor of Finance, Department of Finance, University of Cologne, Germany
PABLO RUIZ-VERDÚ Assistant Professor of Management, Department of Business Administration, Carlos III University, Madrid, Spain
ROBERTO SAVONA Assistant Professor of Financial Markets and Institutions, University of Brescia, Department of Business Studies, Italy
RAJEEVA SINHA Teaches Finance at the Odette School of Business, Canada
ALIREZA TOURANI-RAD Chair and Professor of Finance, School of Business, Auckland University of Technology, New Zealand