EVALUATING PERFORMANCE OF MUTUAL FUND MANAGER THROUGH ATTRIBUTION ANALYSIS TECHNIQUE (Record no. 40920)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01574nam a22001697a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20151216180826.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 151216b xxu||||| |||| 00| 0 eng d |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | RIJWANI, PARAG |
| 9 (RLIN) | 20166 |
| 245 ## - TITLE STATEMENT | |
| Title | EVALUATING PERFORMANCE OF MUTUAL FUND MANAGER THROUGH ATTRIBUTION ANALYSIS TECHNIQUE |
| Statement of responsibility, etc | RIJWANI, PARAG |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | JAIPUR |
| Name of publisher, distributor, etc | RESEARCH DEVELOPMENT ASSOCIATION |
| Date of publication, distribution, etc | SEPTEMBER 2015 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 55-62 |
| 500 ## - GENERAL NOTE | |
| General note | MUTUAL FUND MANAGER FOLLOWING ACTIVE INVESTING STRATEGY ARE EXPECTED TO MAKE INVESTMENT IN SPECIFIC STOCKS BASED ON THEIR INTRINSIC VALUE AND TAKE TIMELY INVESTMENT CALLS IN ORDER TO OUTPERFORM AN INVESTMENT BENCHMARK INDEX. THIS OUTPERFORMANCE IS MEASURED BY JENSEN ALPHA. THIS PAPER EXAMINES THE EFFECT OF FUND MANAGER DECISIONS ON MUTUAL FUND PERFORMANCE. USING SECURITY HOLDINGS OF SAMPLE EQUITY DIVERSIFIED INDIAN MUTUAL SCHEMES FROM MARCH 2015 TO JULY 2015 AND BRINSON'S MODEL OF PERFORMANCE ATTRIBUTION, ACTIVE RETURN OF FUND IS DECOMPOSED INTO SECTOR ALLOCATION, SECURITY SELECTION AND INTERACTION EFFECT. TO STUDY THE EFFECT OF THESE VARIABLES ON MUTUAL FUND RETURNS, PANEL DATA ANALYSIS IS USED. THE FINDINGS STATE THAT SECURITY SELECTION AND INTERACTION HAS NO SIGNIFICANT EFFECT ON PREDICTING MUTUAL FUND PERFORMANCE. SECTOR ALLOCATION HAS AN EVEIDENCE OF HAVING SIGNIFICANT EFFECT ON PREDICTING MUTUAL FUND PERFORMANCE. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | MUTUAL FUNDS, ATTRIBUTION ANALYSIS, SECURITY SELECTION, SECTORAL ALLOCATION |
| 9 (RLIN) | 20167 |
| 773 0# - HOST ITEM ENTRY | |
| Host Biblionumber | 29506 |
| Host Itemnumber | 55702 |
| Main entry heading | |
| Edition | |
| Place, publisher, and date of publication | |
| Other item identifier | 5555125 |
| Title | JOURNAL OF ACCOUNTING AND FINANCE |
| Record control number | |
| International Standard Serial Number | |
| International Standard Book Number | |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Journal Article |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Main Library | Main Library | 16/12/2015 | VOL. 29, NO. 2/5555125JA5 | 5555125JA5 | 16/12/2015 | 16/12/2015 |