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Do ethics imply persistence? The case of Islamic and socially responsible funds

Abdelsalam, Omneya; Duygun, Meryem; Matallín-Sáez, … - In: Journal of Banking & Finance 40 (2014) C, pp. 182-194

We analyze the performance persistence of Islamic and Socially Responsible Investment (SRI) mutual funds. We adopt a … multi-stage strategy in which, in the first stage, partial frontiers’ approaches are considered to measure the performance … different investment strategies based on a recursive estimation methodology whose persistence performance is evaluated in the …

Persistent link: https://www.econbiz.de/10011065638

Does active management add value? : new evidence from a quantile regression approach

Matallín-Sáez, Juan Carlos; Soler-Domínguez, Amparo; … - In: Journal of the Operational Research Society 70 (2019) 10, pp. 1734-1751

Persistent link: https://www.econbiz.de/10012214768

Is ethical money sensitive to past returns? : the case of portfolio constraints and persistence in Islamic funds

Abd-Elsalam, Omneya H.; Duygun, Meryem; … - In: Journal of financial services research : JFSR 51 (2017) 3, pp. 363-384

Persistent link: https://www.econbiz.de/10011777288

Do ethics imply persistence? : the case of Islamic and socially responsible funds

Abdelsalam, Omneya; Duygun, Meryem; Matallín-Sáez, … - In: Journal of banking & finance 40 (2014), pp. 182-194

Persistent link: https://www.econbiz.de/10010402239

Better performance of mutual funds with lower R2's does not suggest that active management pays

Matallín-Sáez, Juan Carlos - In: Critical finance review 12 (2023) 1/4, pp. 367-387

Persistent link: https://www.econbiz.de/10014370381

Addressing mutual fund performance across investment styles

Mingo-López, Diego Víctor de; Matallín-Sáez, Juan Carlos - In: Applied economics letters 29 (2022) 2, pp. 135-139

Persistent link: https://www.econbiz.de/10012803401

On management risk and price in the mutual fund industry : style and performance distribution analysis

Matallín-Sáez, Juan Carlos; Soler-Domínguez, Amparo; … - In: Risk management : an international journal 23 (2021) 1/2, pp. 150-171

Persistent link: https://www.econbiz.de/10012544576

On the robustness of persistence in mutual fund performance

Matallín-Sáez, Juan Carlos; Soler-Domínguez, Amparo; … - In: The North American journal of economics and finance : a … 36 (2016), pp. 192-231

Persistent link: https://www.econbiz.de/10011672658

Socially (ir)responsible investing? : the performance of the VICEX Fund from a business cycle perspective

Soler-Domínguez, Amparo; Matallín-Sáez, Juan Carlos - In: Finance research letters 16 (2016), pp. 190-195

Persistent link: https://www.econbiz.de/10011656162

Environmental conditions, fund characteristics, and Islamic orientation : an analysis of mutual fund performance for the MENA region

El-Masry, Ahmed A.; Mingo-López, Diego Víctor de; … - In: Journal of economic behavior & organization : JEBO 132 (2016), pp. 174-197

Persistent link: https://www.econbiz.de/10011702897