Environmental, social, and governance (ESG) ETFs attract investors who are driven by their
personal values in investing, but also by investors who believe that ESG investing will …

We use a unique dataset of SEC Form N-SAR filings to examine the gross flows of US bond
funds. We find that gross inflows and outflows average around 4% of total net assets per …

This study analyzes the risk‐adjusted performance of commodity exchange‐traded funds
(ETFs) across diverse market conditions. Examining monthly returns from December 2004 to …

A common way to incorporate discontinuities in asset returns is to add a Poisson process to
a Brownian motion. The jump-diffusion process provides probability distributions that …

Specialty mutual funds, such as health care funds, offer an investor the opportunity to focus
on high total return, income, and further diversification within a specific industry. Although …

This study compares the risk-adjusted performance of technology mutual funds and
exchange-traded funds with several benchmark indexes from January 2010 to July 2021. It …

Studies that support an investment in precious metals, whether as a defense against severe
financial market downturns, as a hedge against inflation, or for price appreciation potential …

The main purpose of this paper is to analyze the risk-adjusted performance of Brazilian
commodity metal-related funds considering the Covid-19 pandemic. The database is …

This study evaluated the performance of four types of allocation funds (aggressive, cautious,
flexible, and moderate) and compared them to that of US stocks. The findings indicate that …

In this study, we evaluated the absolute and risk-adjusted performance of tactical allocation
mutual funds and benchmarked them to various benchmark indexes from January 1994 to …