Since Markowitz (1958) and Sharpe (1966), the increasing number of criteria and performance
indicators made mutual funds analysis more complex and sometimes risky. In this study …

This study examines the impact of a new regulatory context on the dynamics and nature of
returns to scale in European active management. Using a sample of 1325 actively managed …

4.1 Introduction 75 4.2 Value at Risk framework 76 4.2. 1 VaR and financial markets 76 4.2.
2 The benchmark model: RiskMetrics 78 4.2. 3 The ARFIMA-FIAPARCH models 79 4.3 …

Abstract Evaluation of the performance of investment funds is a topic of considerable interest
to practitioners and academic researchers. Performance indicators of financial places have …

In this paper we examine the impact of UCITS IV Directive on the performance of European
mutual funds. In a sample of 1435 Equity funds from December 2001 to December 2013, we …

This paper proposes to explore the dimensions of performance measures using clustering
datamining techniques. Based on 15 performance measures related to 211 investment funds …

In this paper, we propose to study the distances and similarities between key performance
measures based on clustering data-mining techniques. Based on 15 performance measures …

The objective of this paper is to show similarities or differences of funds’ performance
according to their domiciliation. Based on performance-risk approach, it seems to be a little …

To achieve carbon neutrality and thus effectively implement the Paris Climate Agreement1
and the 2030 Agenda for Sustainable Development2, the United Nations is calling for the …