Add to ORKGPerformance of mutual funds industry has been in spotlight ever since it started to develop in previous century all over the world. Different measures have been designed in order to evaluate those performances. Market timing ability is one of them. This paper attempts to find evidence of market timing ability of Croatian funds, estimating Treynor-Mazuy and Henriksson-Merton model over the sample of ten mutual funds. The results, expectedly, have indicated a lack of market timing abilities of selected funds
The importance of mutual funds in financial markets has literally sky-rocketed over the past fifteen...
Existing studies of mutual fund market timing analyze monthly returns and find little evidence of ti...
This paper is an empirical assessment of the performance of mutual fund managers in terms of “market...
Market-timing abilities of mutual funds are an issue which has been extensively researched on differ...
Using the models proposed by (Treynor & Mazuy, 1966; Henriksson & Merton, 1981), the present...
Degree Awarded and Date: Master of Science - 2010ABSTRACTAs active participan...
This paper proposes a novel approach to determine whether mutual funds time the market. The proposed...
AbstractThe study aims to analyse the selective ability and market timing ability of Polish equity f...
Τhis paper is an empirical assessment of the performance of mutual fund managers in terms of &ld...
Evaluation of the performance of investment managers is a much studied problem in finance, but resul...
We apply a recent nonparametric methodology to test the market timing skills of UK equity mutual fun...
Up until the beginning of the financial crisis, Slovenia was marked by exceptionally high growth rat...
This study investigates the Market Timing Ability (MTA) of large-cap equity fund managers in India. ...
This paper tests models of mutual fund market timing that (1) allow the manager's utility function t...
This paper proposes a new method based on threshold regression to test mutual fund market-timing abi...
The importance of mutual funds in financial markets has literally sky-rocketed over the past fifteen...
Existing studies of mutual fund market timing analyze monthly returns and find little evidence of ti...
This paper is an empirical assessment of the performance of mutual fund managers in terms of “market...
Market-timing abilities of mutual funds are an issue which has been extensively researched on differ...
Using the models proposed by (Treynor & Mazuy, 1966; Henriksson & Merton, 1981), the present...
Degree Awarded and Date: Master of Science - 2010ABSTRACTAs active participan...
This paper proposes a novel approach to determine whether mutual funds time the market. The proposed...
AbstractThe study aims to analyse the selective ability and market timing ability of Polish equity f...
Τhis paper is an empirical assessment of the performance of mutual fund managers in terms of &ld...
Evaluation of the performance of investment managers is a much studied problem in finance, but resul...
We apply a recent nonparametric methodology to test the market timing skills of UK equity mutual fun...
Up until the beginning of the financial crisis, Slovenia was marked by exceptionally high growth rat...
This study investigates the Market Timing Ability (MTA) of large-cap equity fund managers in India. ...
This paper tests models of mutual fund market timing that (1) allow the manager's utility function t...
This paper proposes a new method based on threshold regression to test mutual fund market-timing abi...
The importance of mutual funds in financial markets has literally sky-rocketed over the past fifteen...
Existing studies of mutual fund market timing analyze monthly returns and find little evidence of ti...
This paper is an empirical assessment of the performance of mutual fund managers in terms of “market...