FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W1491847771> ?p ?o ?g. }

• W1491847771 endingPage "824" @default.
• W1491847771 startingPage "806" @default.
• W1491847771 abstract "Purpose – The purpose of this paper is to utilize a constrained random portfolio-based framework for measuring the skill of a cross-section of Indian mutual fund managers. Specifically, the authors test whether the observed performance implies superior investment skill on the part of mutual fund managers. Additionally, the authors investigate the suitability of mutual fund investments under diverse investor expectations. Design/methodology/approach – The authors use a new skill measurement methodology based on a cross-section of constrained random portfolios (Burns, 2007). Findings – The authors find no evidence of superior investment skill in the sample of Indian equity mutual funds. Using a series of statistical tests, the authors conclude that the mutual funds fail to outperform the random portfolios. Furthermore, mutual funds show no persistence in their performance over time. These results are robust to choice of performance measure and the investment horizon. However, mutual funds provide lower downside risks and may be suitable for investors with high degree of risk aversion. Originality/value – The authors extend Burns’ (2007) methodology in several aspects, especially by using a much wider range of performance and downside risk measures to address diverse investor expectations. To the best of the authors’ knowledge, this is first study to apply the constrained random portfolios-based skill tests in an emerging market." @default.
• W1491847771 created "2016-06-24" @default.
• W1491847771 creator A5000766635 @default.
• W1491847771 creator A5025667560 @default.
• W1491847771 date "2015-08-10" @default.
• W1491847771 modified "2023-10-16" @default.
• W1491847771 title "Testing the skill of mutual fund managers: evidence from India" @default.
• W1491847771 cites W192431336 @default.
• W1491847771 cites W1991675125 @default.
• W1491847771 cites W1998506499 @default.
• W1491847771 cites W2015117818 @default.
• W1491847771 cites W2036636216 @default.
• W1491847771 cites W2113472366 @default.
• W1491847771 cites W2116347131 @default.
• W1491847771 cites W2118989259 @default.
• W1491847771 cites W2121355867 @default.
• W1491847771 cites W2136120210 @default.
• W1491847771 cites W2148654185 @default.
• W1491847771 cites W2151353604 @default.
• W1491847771 cites W2166215547 @default.
• W1491847771 cites W3023262695 @default.
• W1491847771 cites W3023667339 @default.
• W1491847771 cites W3121476505 @default.
• W1491847771 cites W3122042774 @default.
• W1491847771 cites W3122187992 @default.
• W1491847771 cites W3122260291 @default.
• W1491847771 cites W3122317425 @default.
• W1491847771 cites W3123215640 @default.
• W1491847771 cites W3124431622 @default.
• W1491847771 cites W3124647486 @default.
• W1491847771 cites W3125756421 @default.
• W1491847771 cites W50821096 @default.
• W1491847771 cites W3125746991 @default.
• W1491847771 doi "https://doi.org/10.1108/mf-04-2014-0112" @default.
• W1491847771 hasPublicationYear "2015" @default.
• W1491847771 type Work @default.
• W1491847771 sameAs 1491847771 @default.
• W1491847771 citedByCount "3" @default.
• W1491847771 countsByYear W14918477712018 @default.
• W1491847771 countsByYear W14918477712022 @default.
• W1491847771 crossrefType "journal-article" @default.
• W1491847771 hasAuthorship W1491847771A5000766635 @default.
• W1491847771 hasAuthorship W1491847771A5025667560 @default.
• W1491847771 hasConcept C10138342 @default.
• W1491847771 hasConcept C106159729 @default.
• W1491847771 hasConcept C11393971 @default.
• W1491847771 hasConcept C144133560 @default.
• W1491847771 hasConcept C149782125 @default.
• W1491847771 hasConcept C155301685 @default.
• W1491847771 hasConcept C162118730 @default.
• W1491847771 hasConcept C162324750 @default.
• W1491847771 hasConcept C17738144 @default.
• W1491847771 hasConcept C17744445 @default.
• W1491847771 hasConcept C183582576 @default.
• W1491847771 hasConcept C189188589 @default.
• W1491847771 hasConcept C199539241 @default.
• W1491847771 hasConcept C199728807 @default.
• W1491847771 hasConcept C206757995 @default.
• W1491847771 hasConcept C2776719154 @default.
• W1491847771 hasConcept C2777064782 @default.
• W1491847771 hasConcept C2780821815 @default.
• W1491847771 hasConcept C34375142 @default.
• W1491847771 hasConcept C39389867 @default.
• W1491847771 hasConcept C6243943 @default.
• W1491847771 hasConcept C64589626 @default.
• W1491847771 hasConcept C80099950 @default.
• W1491847771 hasConcept C84355842 @default.
• W1491847771 hasConceptScore W1491847771C10138342 @default.
• W1491847771 hasConceptScore W1491847771C106159729 @default.
• W1491847771 hasConceptScore W1491847771C11393971 @default.
• W1491847771 hasConceptScore W1491847771C144133560 @default.
• W1491847771 hasConceptScore W1491847771C149782125 @default.
• W1491847771 hasConceptScore W1491847771C155301685 @default.
• W1491847771 hasConceptScore W1491847771C162118730 @default.
• W1491847771 hasConceptScore W1491847771C162324750 @default.
• W1491847771 hasConceptScore W1491847771C17738144 @default.
• W1491847771 hasConceptScore W1491847771C17744445 @default.
• W1491847771 hasConceptScore W1491847771C183582576 @default.
• W1491847771 hasConceptScore W1491847771C189188589 @default.
• W1491847771 hasConceptScore W1491847771C199539241 @default.
• W1491847771 hasConceptScore W1491847771C199728807 @default.
• W1491847771 hasConceptScore W1491847771C206757995 @default.
• W1491847771 hasConceptScore W1491847771C2776719154 @default.
• W1491847771 hasConceptScore W1491847771C2777064782 @default.
• W1491847771 hasConceptScore W1491847771C2780821815 @default.
• W1491847771 hasConceptScore W1491847771C34375142 @default.
• W1491847771 hasConceptScore W1491847771C39389867 @default.
• W1491847771 hasConceptScore W1491847771C6243943 @default.
• W1491847771 hasConceptScore W1491847771C64589626 @default.
• W1491847771 hasConceptScore W1491847771C80099950 @default.
• W1491847771 hasConceptScore W1491847771C84355842 @default.
• W1491847771 hasIssue "8" @default.
• W1491847771 hasLocation W14918477711 @default.
• W1491847771 hasOpenAccess W1491847771 @default.
• W1491847771 hasPrimaryLocation W14918477711 @default.
• W1491847771 hasRelatedWork W1491847771 @default.
• W1491847771 hasRelatedWork W1508031481 @default.
• W1491847771 hasRelatedWork W2119975027 @default.

• next