Purpose The purpose of this paper is to evaluate the performance of 191 equity unit trusts in
an emerging market, South Africa over the period from February 2006 to January 2016 …

The Mexican Sustainable Index with the composition at its beginning is less volatile and
offers less return than the Mexican Exchange Index in the analyzed period, from January …

The present study examines the Indian small-cap cycle between April 2011 and March
2022. The ordinary least squares (OLS) estimate shows that investors can benefit from …

In this study, I investigate the performance of five categories of US domestic equity mutual
funds during the recessions of 1990 and 2001 and during the 12 months following each …

This study tests the performance of value investing strategies for the Dutch stock market
using stock market data covering the period between 1995 and 2013. The topic of value …

While smart beta equity indices are often perceived as a threat for traditional active
managers, this paper argues that they can also be regarded as an opportunity when used as …

This paper examines the risk-return relationship in Dhaka Stock Exchange during 2000-
2009. The P/E and the P/B ratios are used to classify value and growth stocks. The risk …

Mutual funds are emerging as an opportunity for investors to automatically diversify their
investments in such a way that all their money is pooled and the investment decisions are …

This thesis studies the performance of factor investing during the Covid-19 crisis from the
beginning of 2020, covering approximately the first six months of the crisis. The study is …

Investing into equities requires that a pre-selection of candidate equities be made, which is
frequently accomplished by means of a screening criterion such as market capitalization, a …