Convergencia estratégica en la industria española de fondos de inversión
Contenido principal del artículo
Resumen
Descargas
Detalles del artículo
Esta obra está bajo una https://creativecommons.org/licenses/by-nc-nd/4.0/deed.es.
Creado a partir de la obra en http://www.eltrimestreeconomico.com.mx/index.php/te/index
Nota: la licencia de creative commons sólo aplica para la sección Artículos, para el contenido de las otras secciones, véase cada texto.
Métricas PlumX
Citas
Bikhchandani, S., y S. Sharma (2001), “Herd Behaviour in Financial Markets”, IMF Staff Papers, vol. 47(3), pp. 279-310.
Borensztein, E., y R. G. Gelos (2003), “A Panic-Prone Pack? The Behaviour of Emerging Market Mutual Funds”, IMF Staff Papers, vol. 50(1), pp. 43-63.
Brinson, G. P., L. R. Hood y G. L. Beebower (1986), “Determinants of Portfolio Performance”, Financial Analysts Journal, vol. 42(4), pp. 38-44.
--, B. D. Singer y G. L. Beebower (1991), “Determinants of Portfolio Performance II: An Update”, Financial Analysts Journal, vol. 47(3), pp. 40-48.
Buetow, G. W., R. Johnson y D. Runkle (2000), “The Inconsistency of Return-Based Style Analysis”, Journal of Portfolio Management, vol. 26(3), pp. 61-77.
Choe, H., B. C. Kho y R. M. Stulz (1999), “Do Foreign Investors Destabilize Stock Markets? The Korean Experience in 1997”, Journal of Financial Economics, vol. 54(2), pp. 227-264.
De Roon, F., T. E. Nijman y J. R. Horst (2001), “Evaluating Style Analysis”, Journal of Empirical Finance, vol. 11(1), pp. 29-53.
Fama, E. F. (1972), “Components of Investment Performance”, Journal of Finance, vol. 27(3), pp. 551-567.
Friend, I., M. Blume y J. Crockett (1970), Mutual Funds and Other Institutional Investors, Nueva York, McGraw-Hill.
Grinblatt, M., S. Titman y R. Wermers (1995), “Momentum Investment Strategies, Portfolio Performance, and Herding: a Study of Mutual Fund Behavior”, American Economic Review, vol. 85(5), pp. 1088-1105.
Harri, A., y W. Brorsen (2004), “Performance Persistence and the Source of Returns for Hedge Funds”, Applied Financial Economics, vol. 14(2), pp. 131-141.
Hensel, C. R., D. D. Ezra y J. H. Ilkiw (1991), “The Importance of the Asset Allocation Decision”, Financial Analysts Journal, vol. 47(4), pp. 65-72.
Hirshleifer, D., y S. H. Teoh (2003), “Herd Behaviour and Cascading in Capital Markets: A Review and Synthesis”, European Financial Management, vol. 9(1), pp. 25-66.
Ibbotson, R.G., y P. D. Kaplan (2000), “Does Asset Allocation Policy Explain 40, 90, or 100 Percent of Performance?”, Financial Analysts Journal, vol. 56(1), pp. 26-33.
Jahnke, W. (1997), “The Asset Allocation Hoax”, Journal of Financial Planning, febrero, pp. 109-113.
Jensen, M. C. (1968), “The Performance of Mutual Funds in the Period 1945-64”, Journal of Finance, vol. 23(2), pp. 389-416.
Kim, W., y S. J. Wei (2002), “Offshore Investment Funds: Monsters in Emerging Markets”, Journal of Development Economics, vol. 68(1), pp. 205-224.
Lakonishok, J., A. Shleifer y R. W. Vishny (1992), “The Impact of Institutional Trading on Stock Prices”, Journal of Financial Economics, vol. 32(1), pp. 23-43.
Lobao, J., y A. P. Serra (2006), “Herding Behavior: Evidence from Portuguese Mutual Funds”, G. N. Gregoriou (comp.), Diversification and Portfolio Management of Mutual Funds, Palgrave-MacMillan.
Lobosco, A., y D. DiBartolomeo (1997), “Approximating the Confidence Intervals for Sharpe Style Weights”, Financial Analysts Journal, vol. 53(4), pp. 80-85.
Newey, W. K., y K. D. West (1987), “A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix”, Econometrica, vol. 55(3), pp. 703-708.
Oehler, A. (1998), “Do Mutual Funds Specializing in German Stocks Herd?”, Finanzmarkt und Portfolio Management, vol.12 (4), pp. 452-465.
Sharpe, W. F. (1992), “Asset Allocation: Management Style and Performance Measurement”, Journal of Portfolio Management, vol. 18, (invierno), pp.7-19.
Stevens, D., R. Surz y M. Wimer (1999), “The Importance of Investment Policy”, Journal of Investing, vol. 8(4), pp. 80-85.
Voronkova, S., y M. T. Bohl (2005), “Institutional Traders’ Behaviour in an Emerging Stock Market: Empirical Evidence on Polish Pension fund Investors”, Journal of Business Finance and Accounting, vol. 32, pp. 1537-1560.
Walter, A., y F. M. Weber (2006), “Herding in the German Mutual Fund Industry”, European Financial Management, vol. 12(3), pp. 375-406.
Wermers, R. (1999), “Mutual Fund Herding and the Impact on Stock Prices”, Journal of Finance, vol. 54(2), pp. 581-622.
Wylie, S. (2005), “Fund Manager Herding: A Test of the Accuracy of Empirical Results Using UK data”, Journal of Business, vol. 78(1), pp. 381-403.
Zhangpeng, G., y S. Rahman (2005), “Style Analysis of Chinese Funds”, Applied Financial Economics Letters, vol. 1(3), pp. 165-168.