Performance persistence and style consistency of Indian fixed income mutual funds–A longitudinal study

M Patel, V Madhavan, SD Gupta, S Kumar - International Review of …, 2023 - Elsevier
In this study, we evaluate the performance of Indian fixed-income mutual funds using a
comprehensive sample over a ten-year period from April 2010 to March 2020. We examine …

[HTML][HTML] Asset Allocation with Crypto: Application of Preferences for Positive Skewness

A Ang, T Morris, R Savi - The Journal of Alternative …, 2023 - jai.pm-research.com
Bitcoin (BTC) returns exhibit pronounced positive skewness with a third central moment of
approximately 150% per year. They are well characterized by a mixture of Normals …

[HTML][HTML] Investment style consistency and performance of Indian fixed income mutual funds

M Patel, SD Gupta, V Madhavan - IIMB Management Review, 2023 - Elsevier
In this study, we examine investment style, and style consistency and its relationship with
risk-adjusted performance of the Indian fixed income mutual funds (MFs) using a sample of …

[BOOK][B] Credit Portfolio Management: A Practitioner's Guide to the Active Management of Credit Risks

M Hünseler - 2013 - books.google.com
Credit Portfolio Management is a topical text on approaches to the active management of
credit risks. The book is a valuable, up to date guide for portfolio management practitioners …

[HTML][HTML] Japanese mutual funds before and after the crisis outburst: A style-and performance-analysis

S Papadamou, NA Kyriazis, L Mermigka - International journal of …, 2017 - mdpi.com
This paper investigates how mutual funds performed in Japan before and after the 2008
outburst of the global financial crisis, that is during the extension of an extraordinary …

Returns-based style analysis of convertible bond funds

DL Domian, W Reichenstein - The Journal of Fixed Income, 2009 - search.proquest.com
This study presents returns-based style analysis on a convertible bond index and 16
convertible bond funds for 1998-2007 and two subperiods. It allows investors to better …

Implied volatility across geographical markets and asset classes

JP Velev, BC Payne, J Tresl… - The Journal of …, 2018 - jod.pm-research.com
This study analyzes the implied volatility-index return relationship across asset classes,
geographical regions, and time, extending efforts that document the instantaneous relation …

[BOOK][B] The Only Guide You'll Ever Need for the Right Financial Plan: Managing Your Wealth, Risk, and Investments

LE Swedroe, K Grogan, T Lim - 2010 - books.google.com
An accessible guide that outlines the key elements of an effective financial plan From Larry
Swedroe, the author of the bestselling series of" The Only Guide" investment books, with …

Investigating the relationship between high‐yield bonds and equities and its implications for strategic asset allocation during the Great Recession

G Menounos, C Alexiou… - International Journal of …, 2019 - Wiley Online Library
In this paper, we focus on investing in US high‐yield bonds during the period 2007–2013, a
period that covers the Great Recession in the aftermath of the global financial crisis of 2007 …

[PDF][PDF] Analysis of Style Drift: Evidence from Malaysian Sukuk Fund

W Shahimi, A Hanafi - International Journal of Accounting, 2019 - ijafb.com
Investors make their decisions on what is known about a fund through all information
regarding the strategies and fundamentals of investment fund. Reliable information is …