Investment portfolio can provide investors with a more robust financial management plan,
but the uncertainty of its parameters is a key factor affecting performance. This paper …

This article examines the recent and dramatic rise of emerging markets private equity fund
investment programs within multilateral development finance institutions (MDFIs). Data is …

We examine the implications of active mutual fund management across manager skill levels.
We find that funds in the highest active share quintile outperform funds in the lowest active …

We examine how mutual fund ability varies across up and down market conditions by
exploring the Upside and Downside Capture Ratios. We find convincing evidence that …

This study aims to shed light on a freely published mutual fund screening tool—the capture
ratio—and its ability to predict future fund performance (ie, alpha). This analysis is of interest …

Diversification of sophisticated portfolios has become more difficult. In the past, asset class
and geographic dispersion were sufficient to ensure a properly diversified portfolio. Not so …

This paper uses Markowitz's mean-variance model to construct an investment portfolio
incorporating multiple assets–BRICS equity indices, Gold, crude oil, bonds, and …

Investors are constantly searching for methods to generate value above passive investment
techniques. Therefore, analysing the performance of hedge funds as compared to mutual …

This paper investigates the relationship of cryptocurrencies with four traditional assets:
equity, fiat currencies, crude oil, and gold in Nigeria, Vietnam, the Philippines, Turkey, and …

We study the method for detecting relationship changes in financial markets and providing
human-interpretable network visualization to support the decision-making of fund managers …