Mutual Fund Performance Using Unconditional Multifactor Models: Evidence from India (Record no. 50453)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 01463nam a2200229 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20181119174100.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 181119b ||||| |||| 00| 0 eng d |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Agarwal, Pankaj K. |
| 9 (RLIN) | 32476 |
| 245 ## - TITLE STATEMENT | |
| Title | Mutual Fund Performance Using Unconditional Multifactor Models: Evidence from India |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 157S–184S P. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | In contrast to developed countries, Indian capital markets do not exhibit strong efficiency and therefore it appears possible that fund managers beat the benchmarks. We examine the existence of superior performance of open-ended equity mutual funds in India with various models including traditional Capital Asset Pricing Model (CAPM)-based as well as recent Fama–French–Carhart (FFC)-factors-based models. We use a survivorship-bias free database including all schemes since inception till recently. We found evidence of stock picking and timing abilities in Indian fund managers. Our results are robust to changes in benchmarks, return frequency, and effects of heteroscedasticity and autocorrelation (HAC). |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Mutual funds, |
| Uncontrolled term | performance, |
| Uncontrolled term | selectivity, |
| Uncontrolled term | market timing, |
| Uncontrolled term | unconditional, |
| Uncontrolled term | factor models |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Pradhan, H. K. |
| 9 (RLIN) | 32477 |
| 773 0# - HOST ITEM ENTRY | |
| Host Biblionumber | 29445 |
| Host Itemnumber | 72769 |
| Main entry heading | GANGOPADHYAY, SHUBHASIS |
| Place, publisher, and date of publication | NEW DELHI SAGE PUBLICATION PVT. LTD. |
| Other item identifier | 5559444 |
| Title | JOURNAL OF EMERGING MARKET FINANCE |
| International Standard Serial Number | 0972-6527 |
| 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| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Date acquired | Total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 | 19/11/2018 | Vol 17, No 2S/ 5559444JA1 | 5559444JA1 | 19/11/2018 | 19/11/2018 |