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[ author_sort:"marlo, timothy m." ]
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Actively managed mutual fund holding...
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Marlo, Timothy M.
Actively managed mutual fund holdings and fund performance.
紀錄類型:
書目-電子資源 : Monograph/item
正題名/作者:
Actively managed mutual fund holdings and fund performance.
作者:
Marlo, Timothy M.
出版者:
Ann Arbor : ProQuest Dissertations & Theses, 2016
面頁冊數:
96 p.
附註:
Source: Dissertation Abstracts International, Volume: 78-02(E), Section: A.
附註:
Adviser: Mark Peterson.
Contained By:
Dissertation Abstracts International78-02A(E).
標題:
Finance.
電子資源:
http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=10163446
ISBN:
9781369181388
Actively managed mutual fund holdings and fund performance.
Marlo, Timothy M.
Actively managed mutual fund holdings and fund performance.
- Ann Arbor : ProQuest Dissertations & Theses, 2016 - 96 p.
Source: Dissertation Abstracts International, Volume: 78-02(E), Section: A.
Thesis (Ph.D.)--Southern Illinois University at Carbondale, 2016.
I examine mutual fund performance using three different perspectives. I begin with Mutual Fund Holdings Batting Average, in which I analyze mutual fund performance through the creation of a new variable using funds' stock holdings information. My results show that this new variable, Holdings Batting Average, is related to the future performance of managers. My next chapter, Quarterly Mutual Fund Holdings Information and Window Dressing examines two different approaches of using holdings information. I recommend that fund holdings reported at the beginning of the quarter are more related to actual mutual fund performance than holdings disclosed at the end of the quarter. In my last chapter, Morningstar's Upside and Downside Capture Ratios¸ I test these two ratios that are being reported by Morningstar. I find that these measures do not predict outperformance, but appear to be related to future fund flows.
ISBN: 9781369181388Subjects--Topical Terms:
183252
Finance.
Actively managed mutual fund holdings and fund performance.
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