Обложка Hybrid Fund Market Timing
Название книги:

Hybrid Fund Market Timing

Determining the market timing ability of hybrid funds over the period of 2000 to 2014

LAP LAMBERT Academic Publishing (2016-10-03 )

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ISBN-13:

978-3-659-95016-2

ISBN-10:
3659950165
EAN:
9783659950162
Язык Книги:
Английский
Краткое описание:
In this book I examine the market timing ability of a sample of hybrid funds. In particular, I investigate market timing ability with respect to stocks and to bonds. I use a new methodology that combines a characteristic-based market timing measure for stock funds with an equivalent measure for bond funds. With this new methodology I find that over the time period of 2000 to 2014 hybrid funds exhibit significant evidence of market timing ability. Furthermore, this market timing ability is primarily driven by balanced funds, with a smaller contribution also coming from the ability of flexible portfolio funds. These findings are in line with the theory and the pre-existing literature.
Издательский Дом:
LAP LAMBERT Academic Publishing
Веб-сайт:
https://www.lap-publishing.com/
By (author) :
Ryan Marshall
Количество страниц:
80
Опубликовано:
2016-10-03
Акции:
В наличии
Категория:
Деньги, Банк, Биржа
Цена:
35.90 €
Ключевые слова:
market timing, Mutual Fund, Hybrid Funds

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