Mutual Fund Return Predictability in Partially Segmented Markets

2011 ◽  
Author(s):  
Ayelen Banegas ◽  
Benjamin J. Gillen ◽  
Allan G. Timmermann ◽  
Russ R. Wermers
Keyword(s):  
Mutual Fund ◽  
Return Predictability ◽  
Segmented Markets ◽  
Fund Return

An Empirical Study on the Performance of Select Large Cap Equity Mutual Funds in India

2015 ◽  
Vol 2 (1) ◽  
Author(s):  
Samyabrata Das
Keyword(s):  
Mutual Funds ◽  
Asset Management ◽  
Mutual Fund ◽  
Human Element ◽  
Risk Return ◽  
Equity Mutual Funds ◽  
Equity Funds ◽  
Managed Funds ◽  
Opening Up ◽  
Fund Return

Since the opening up of the economy in the early 1990s, Indian mutual fund industry has witnessed fabulous quantitative growth. Funds which invest a larger proportion of their corpus in companies with large market capitalization are called large cap funds. Actively managed funds make use of a human element, such as a single manager, comanagers or a team of managers, to actively manage a fund's portfolio. The main objective of the study is to analyse the performance of select actively managed large cap equity funds in the line of risk-return parameters. This study is based on fourteen funds from twelve Asset Management Companies. All the funds are ranked under seven performance measures, namely, fund return, fund standard deviation, Sharpe Ratio, Treynor Ratio, return from systematic investment plan (SIP), Jensen Alpha, and RSQ, for five different time periods of 1-year, 3-year, 5-year, 7-year, and 10-year.

The relation between fees and return predictability in the mutual fund industry

2015 ◽  
Vol 47 ◽  
pp. 260-270 ◽  
Author(s):  
Marta Vidal ◽  
Javier Vidal-García ◽  
Hooi Hooi Lean ◽  
Gazi Salah Uddin
Keyword(s):  
Mutual Fund ◽  
Return Predictability ◽  
Fund Industry ◽  
Mutual Fund Industry

Did Mutual Fund Return Persistence Persist?

2020 ◽  
Author(s):  
James Choi ◽  
Kevin Zhao
Keyword(s):  
Mutual Fund ◽  
Fund Return

Hedge Fund Return Predictability Under the Magnifying Glass

2012 ◽  
Author(s):  
Doron Avramov ◽  
Laurent Barras ◽  
Robert Kosowski
Keyword(s):  
Hedge Fund ◽  
Return Predictability ◽  
Fund Return

Further Evidence on Hedge Fund Return Predictability

2006 ◽  
Vol 9 (3) ◽  
pp. 68-79 ◽  
Author(s):  
Olfa Hamza ◽  
Maher Kooli ◽  
Mathieu Roberge
Keyword(s):  
Hedge Fund ◽  
Return Predictability ◽  
Fund Return

scholarly journals INVESTORS' PERCEPTION TOWARDS MUTUAL FUND STUDY WITH REFERENCE TO EAST GODAVARI ANDHRA PRADESH

2021 ◽  
pp. 1-12
Author(s):  
G.V.D. N. Prasad Rao ◽  
P.V.V. Satyanarayana ◽  
D. Suryachandra Rao
Keyword(s):  
Mutual Funds ◽  
Mutual Fund ◽  
Andhra Pradesh ◽  
Risk Tolerance ◽  
Stock Selection ◽  
Fund Managers ◽  
Level Of Knowledge ◽  
Prevailing Rate ◽  
Selection Of ◽  
Fund Return

The mutual fund industry in India has registered significant growth since the liberalization of Indian Economy in 1991 and has emerged as a significant financial intermediary.The growing importance of Indian mutual funds may be noted in terms of the increased mobilization of funds and the increasing number of schemes and investors in the industry.The results show that there is a significant association between educational qualification of the investors and the risk tolerance level and occupation of the investors and the risk tolerance level.The results further indicate that there is no significant association between occupation of the investors and the level of knowledge of mutual fund and monthly savings of the investors and the level of knowledge of mutual fund.Therefore, the investors have to consider the prevailing rate of risk free returns and to compare the fund returns with it. Based on this the selection of schemes and the choice of investment avenues can be decided.Due to the fund man timing skill,stock selection ability,imperfect diversification the schemes had suffered with low return. Hence to increase the fund return the concerned fund managers have to improve all these skills.

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