Relevant bibliographies by topics / Fixed-income Mutual Funds

Academic literature on the topic 'Fixed-income Mutual Funds'

Author: Grafiati
Published: 10 December 2022
Last updated: 29 January 2023

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Journal articles on the topic "Fixed-income Mutual Funds"

1

Buana Putra, Bintang Pratama, and Imron Mawardi. "Perbandingan Kinerja Reksadana Syariah Di Indonesia Menggunakan Metode SHARPE (Studi Kasus Reksadana Syariah Saham, Reksadana Syariah Pendapatan Tetap dan Reksadana Syariah Campuran periode 2012-2014)." Jurnal Ekonomi Syariah Teori dan Terapan 3, no. 9 (February 20, 2017): 683. http://dx.doi.org/10.20473/vol3iss20169pp683-698.

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This research aims to find out the comparison between the performance of Islamic mutual funds of stock, Islamic mutual funds of fixed income and combined Islamic mutual funds. The method of this measuring calculates upon the risk factors and the return rate of those three kinds of Islamic mutual fund. This research uses 21 samples of Islamic mutual fund in Indonesia which consist of seven Islamic mutual funds of stock, seven Islamic mutual funds of fixed income and seven combined Islamic mutual funds. The approach used is a quantitative approach with the analysis technique of ANOVA. The result of this study shows that there is no difference between the performances of Islamic mutual funds of stock, Islamic mutual funds of fixed income and combined Islamic mutual funds on the period of January 2012 until December 2014 which has been analyzed using Sharpe method.
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Rahma, Sarah Aulia, and Ari Prasetyo. "Perbandingan Kinerja Reksadana Syariah dan Pasar JII Menggunakan Metode Treynor (Studi Kasus Reksadana Saham Syariah, Reksadana Syariah Pendapatan Tetap dan Reksadana Syariah Pendapatan Campuran Periode 2011-2015)." Jurnal Ekonomi Syariah Teori dan Terapan 4, no. 5 (December 15, 2017): 410. http://dx.doi.org/10.20473/vol4iss20175pp410-423.

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This research aims to find out the comparison between the performance of Islamic mutual funds of stock, Islamic mutual funds of fixed income and combined Islamic mutual funds with the market (Jakarta Islamic Index) as benchmark by using Treynor method. The method of this measuring calculates upon the risk factors and the return rate of those three kinds of Islamic mutual fund and benchmark. This research uses 21 samples of Islamic mutual fund in Indonesia which consist of seven Islamic mutual funds of stock, seven Islamic mutual funds of fixed income and seven combined Islamic mutual. The approach used is a quantitative approach with the analysis technique of ANOVA. The result of this study shows that there is no difference between the performances of Islamic mutual funds of stock, Islamic mutual funds of fixed income, combined Islamic mutual funds and the market onperiod of January 2011 until December 2015.
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Kusumastiti, Febrita, and Muhammad Nafik Hadi Ryandono. "Pengaruh Risiko Sistematis, Market Timing, dan Ukuran Dana Terhadap Kinerja Reksa Dana Pendapatan Tetap Syariah di Indonesia (Periode 2014-2018)." Jurnal Ekonomi Syariah Teori dan Terapan 6, no. 12 (January 21, 2020): 2409. http://dx.doi.org/10.20473/vol6iss201912pp2409-2421.

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The purpose of this study is to determine the effect of the systematic of risk, market timing, and fund size toward sharia fixed income mutual funds in Indonesia period 2014-2018 partially and simultaneously. This research uses a quantitative approach and uses multiple linear regression tests to determine the relationship between exogenous variables and endogenous variable. The result of this research shows that systematic risk and fund size are partially have significant influence to the sharia fixed income mutual funds performance. Meanwhile, market timing is partially have insignificant influence to the sharia fixed income mutual funds performance. While simultaneously, systematic risk, market timing and fund size have significant influence to the sharia fixed income mutual funds performance with the coefficient of determination is 31,9% while the remaining 68,1% is influenced by other variables not included in this research.Keywords: Sharia Mutual Fund Performance, Systematic Risk, Market Timing, Fund Size
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David Ferdinan, Hutagalung, Eko A. Widyanto, and Burhanuddin Burhanuddin. "Pengukuran Reksadana Menggunakan Sharpe dan Treynor Model Jenis Pasar Uang, Pendapatan Tetap dan Saham." Jurnal Indonesia Sosial Sains 3, no. 4 (April 21, 2022): 562–77. http://dx.doi.org/10.36418/jiss.v3i4.567.

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The Purpose of this research determine the results of measuring the performance of each type of mutual funds, namely the type of Money Market, Fixed Income and stocks in 2016 - 2020, if using the Sharpe method and the Treynor method and finding the type of Mutual fund with the best performance from these measurements. Sampling technique in this study using purposive sampling technique, totaling 30 samples of mutual funds. The analytical tool used in performance measurement is Microsoft Excel. The result of this performance measurement is the performance measurement of money market mutual funds, resulting in the Sucorinvest Money Market fund with the best performance based on Sharpe and Treynor methods. Fixed income mutual funds with Danamas Stabil that have the best performance based on Sharpe measurements and from stock funds, there are 2 Mutual funds, namely Sucorinvest Equity Fund and Sucorinvest Maxi Fund. The results of these measurements are Danamas Stabil from fixed income mutual funds are able to have the best performance of the 3 types of mutual funds based on Sharpe measurement, while based on the Treynor method, produce money market funds that have the best performance.
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David Ferdinan, Hutagalung, Eko A. Widyanto, and Burhanuddin Burhanuddin. "Pengukuran Reksadana Menggunakan Sharpe dan Treynor Model Jenis Pasar Uang, Pendapatan Tetap dan Saham." Jurnal Indonesia Sosial Sains 3, no. 4 (April 21, 2022): 562–77. http://dx.doi.org/10.36418/jiss.v3i4.567.

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The Purpose of this research determine the results of measuring the performance of each type of mutual funds, namely the type of Money Market, Fixed Income and stocks in 2016 - 2020, if using the Sharpe method and the Treynor method and finding the type of Mutual fund with the best performance from these measurements. Sampling technique in this study using purposive sampling technique, totaling 30 samples of mutual funds. The analytical tool used in performance measurement is Microsoft Excel. The result of this performance measurement is the performance measurement of money market mutual funds, resulting in the Sucorinvest Money Market fund with the best performance based on Sharpe and Treynor methods. Fixed income mutual funds with Danamas Stabil that have the best performance based on Sharpe measurements and from stock funds, there are 2 Mutual funds, namely Sucorinvest Equity Fund and Sucorinvest Maxi Fund. The results of these measurements are Danamas Stabil from fixed income mutual funds are able to have the best performance of the 3 types of mutual funds based on Sharpe measurement, while based on the Treynor method, produce money market funds that have the best performance.
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Dewi Tamara, Ir, and Shintia Revina. "Indonesian Mutual Funds Classification Using Clustering Method." Advanced Science Letters 21, no. 4 (April 1, 2015): 826–29. http://dx.doi.org/10.1166/asl.2015.5892.

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Mutual funds have existed since 1990 as an alternative investment in Indonesia. The objective of this research is to examine the existing classification of mutual funds database. The data of mutual funds is taken from Bloomberg through Portal Reksadana 2013 which covered 690 mutual funds. The existing classification consists of mutual funds fixed income (reksadana pendapatan tetap), equity (reksadana saham), money market (reksadana pasar uang) and structured (reksadana campuran). The existing financial attributes consists of the net asset value, percentage annualized return the last 6 months, 1 year, 3 years, 5 years and year-to-date. This paper uses K-means clustering to propose new classification of Indonesian mutual funds. The result reveals that mutual funds in equity and fixed income belong to its group. However, mutual funds money market is belong to mutual fund fixed income and mutual funds structures are identified to mutual funds equity. Furthermore, we find that in average 43% of Indonesian mutual funds are misclassified in accordance with their attributes. Finally, it is suggested to re-group the mutual funds into smaller classification, which has lower rates of misclassified mutual funds and possibility to achieve better performances in terms of its percentage annualized return.
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Widiarso, Samsidar, and Imron Mawardi. "Perbandingan Reksa Dana Pendapatan Tetap Syariah dan Reksa Dana Saham Syariah Berdasarkan Tingkat Pengembaliannya Pada Periode Januari 2011 - Desember 2014." Jurnal Ekonomi Syariah Teori dan Terapan 4, no. 4 (December 15, 2017): 268. http://dx.doi.org/10.20473/vol4iss20174pp268-280.

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This research aims to know the comparison of the rate of return on fixed income mutual funds stock mutual funds and the Islamic Shariah from January 2011 to December 2014. The research method used is the quantitative approach. Variable used is the return value of the net assets of mutual funds, fixed income and net asset value of mutual fund shares. As for the analytical techniques used are paramatrik statistical hypothesis test using two sample is not paired and test the average difference T-Test.Based on the results of the research there is, normality test variables that are not distributed normally so do test Mann-Whitney on a variable with a result of 757.000 with significance value of 0.039. Then there is asignificant difference in the rate of return fixed income mutual funds stock mutual funds and the Islamic Sharia.
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Droms, William G., and David A. Walker. "Performance persistence of fixed income mutual funds." Journal of Economics and Finance 30, no. 3 (September 2006): 347–55. http://dx.doi.org/10.1007/bf02752740.

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Totgi, Suchita B. "Significant Insights, Value Orientation and Differences Between the Mutual Fund Investment Flow and Indian Stock Market Returns – A Theoretical Assimilation." International Journal of Research Publication and Reviews 03, no. 12 (2022): 2352–56. http://dx.doi.org/10.55248/gengpi.2022.31274.

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Researchers and academicians from all over the world have become interested in the study of the causal relationship between mutual fund investment flow and stock market returns in recent years. But there is currently a contradictory body of empirical data on this matter. Additionally, there are a few studies that take the case of India into account. In order to better understand the dynamics of the relationship between mutual fund investment flow and stock market returns in India from January 2000 to May 2010, the following article will do just that. The Granger causality tests are applied using the Toda and Yamamoto approach, which yields evidence of a one-way causal relationship between stock market returns and mutual fund investment flow. This suggests that the expansion of stock market activity in India draws mutual funds to the stock market. Therefore, the government and monetary authorities should take the necessary actions to reduce the volatility and increase the efficiency of the capital market. By gathering money from households and investing it in the stock and debt markets, mutual funds enable portfolio diversification and relative risk aversion. In India, a specific type of mutual fund called fixed-income funds invests in debt securities that have been issued by businesses, banks, or the government. In India, fixed-income funds are also referred to as debt funds and income funds. The goal of the current study is to assess the performance of a few selected debt or income mutual fund schemes in India based on their daily NAV using various statistical measures. In the past ten years, income schemes have become more and more popular. The securities that were purchased are referred to as the fund's portfolio. There may have been restrictions on rival products, which led to the emergence of money market and (short-term) bond funds. In this study, the performance of several mutual fund types in India was compared and studied. The results showed that equities funds outperformed income funds. The study also found that institutional fund managers can time their investments and that equity fund managers have significant market timing ability, but broker operated funds did not demonstrate this ability. Additionally, empirical research has shown that fund managers possess significant timing ability and can time their investments to match market conditions.
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Zagaglia, Paolo. "International diversification for portfolios of European fixed-income mutual funds." Managerial Finance 43, no. 2 (February 13, 2017): 242–62. http://dx.doi.org/10.1108/mf-01-2015-0026.

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Purpose The purpose of this paper is to study the scope for country diversification in international portfolios of mutual funds for the “core” EMU countries. The author uses a sample of daily returns for country indices of French, German and Italian funds to investigate the quest for international diversification. The author focuses on fixed-income mutual funds during the period of the financial market turmoil since 2007. Design/methodology/approach The author compute optimal portfolio allocations from both unconstrained and constrained mean-variance frameworks that take as input the out-of-sample forecasts for the conditional mean, volatility and correlation of country-level indices for funds returns. The author also applies a portfolio allocation model based on utility maximization with learning about the time-varying conditional moments. The author compares the out-of-sample forecasting performance of 12 multivariate volatility models. Findings The author finds that there is a “core” EMU country also for the mutual fund industry: optimal portfolios allocate the largest portfolio weight to German funds, with Italian funds assigned a lower weight in comparison to French funds. This result is remarkably robust across competing forecasting models and optimal allocation strategies. It is also consistent with the findings from a utility-maximization model that incorporates learning about time-varying conditional moments. Originality/value This is the first study on optimal country-level diversification for a mutual fund investor focused on European countries in the fixed-income space for the turmoil period. The author uses a large array of econometric models that captures the salient features of a period characterized by large changes in volatility and correlation, and compare the performance of different optimal asset allocation models.
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Dissertations / Theses on the topic "Fixed-income Mutual Funds"

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Weintraub, Abraham Bragança de Vasconcellos. "The performance of open-end Brazilian fixed income mutual funds for retail clients." reponame:Repositório Institucional do FGV, 2013. http://hdl.handle.net/10438/11275.

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Submitted by Abraham Weintraub (abrahambvw@gmail.com) on 2013-11-06T19:22:30Z No. of bitstreams: 1 AbrahamWeintraub_dissertação_MPA.pdf: 887510 bytes, checksum: 3bf28f60e8c4bf117132d0e01e958f40 (MD5)
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From a financial perspective, this dissertation analyzes the Brazilian mutual fund industry performance for an average retail client. The most representative funds for the local population, that are the fixed income open-end ones, will be selected and their performance will be measured aiming to answer if clients of this industry obtained a proper return over their investments in the period between August 2010 and August 2013. A proper return will be understood as the preservation of the purchasing power of the individual´s savings, what is achieved with a positive performance of a mutual fund after discounting taxes, administrative fees and inflation. After obtaining an answer for the previous question, this dissertation will explore a possible alternative solution: Tesouro Direto, that is an example of a financial approach that could foster the disintermediation between savings and investments through electronic channels. New electronic platforms, with a broader scope, could be utilized to increase the efficiency of funding productive investments through better remunerating Brazilian savings. Tesouro Direto may point towards a new paradigm.
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Wu, Cheng-Hsueh, and 吳政學. "The Determinants of Mutual Fund’s Return:Evidence from Fixed-Income Funds in Taiwan." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/pyz772.

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碩士
大葉大學
管理學院碩士在職專班
103
Owing to the deficiency of the evident effect upon Fixed-Income Funds, this study aims to discuss and analyze the variables of Fixed-Income Funds in Taiwan by adopting the monthly data of CMoney corporate investment decision support systems, whose sample period is from January 2008 to December 2014. Monthly data of the other five factors include the interest rate, monetary aggregates M1B, monitoring indicator, leading indicator, price rate of change – ROC, USD to TWD exchange rate and rediscount rate. The study employs the multiple regression model to investigate the impact factors of Return of Fixed-Income Funds in Taiwan. The result of this study shows that price rate of change and exchange rate have positive effect on the return of Fixed-Income Funds in Taiwan, while interest rate, monetary aggregates and rediscount rate has significantly negative effect on the return of Fixed-Income Funds in Taiwan.
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Tsai, Ming-Chung, and 蔡明忠. "Performance Persistence Analysis of Mutual Funds: Evidence from Fixed-Income Funds in Taiwan." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/p4w62z.

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碩士
大葉大學
管理學院碩士在職專班
103
The purpose of this study was to investigate whether performance persistence exists among domestic bond funds. A total of 48 transnational bond funds available from Sep., 2007 to Dec., 2014 were selected as the research subjects. Analyzing these bond funds to be sure there was any difference in performance among these bond funds. The Pearson product moment correlation and Spearman product moment correlation were selected and processed to find out if persistence existed in the short term and long term performance of transnational bond funds and provide a reference for investors in the future. The research findings were summarized as follows: (1) There is a significant performance persistence in the short term performance of bond funds. (2) There is a significant performance reversal persistence in the long term performance of bond funds (3) Winner and loser have obvious significant performance persistence in the short term performance of domestic mutual funds and a performance persistence reversal in the long term performance of domestic mutual funds.
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Mello, Mariana Aires de Campos de Sampaio e. "Search-for-yield in Portuguese fixed-income mutual funds and monetary policy." Master's thesis, 2015. http://hdl.handle.net/10362/15346.

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This paper studies the effects of monetary policy on mutual fund risk taking using a sample of Portuguese fixed-income mutual funds in the 2000-2012 period. Firstly I estimate time-varying measures of risk exposure (betas) for the individual funds, for the benchmark portfolio, as well as for a representative equally-weighted portfolio, through 24-month rolling regressions of a two-factor model with two systematic risk factors: interest rate risk (TERM) and default risk (DEF). Next, in the second phase, using the estimated betas, I try to understand what portion of the risk exposure is in excess of the benchmark (active risk) and how it relates to monetary policy proxies (one-month rate, Taylor residual, real rate and first principal component of a cross-section of government yields and rates). Using this methodology, I provide empirical evidence that Portuguese fixed-income mutual funds respond to accommodative monetary policy by significantly increasing exposure, in excess of their benchmarks, to default risk rate and slightly to interest risk rate as well. I also find that the increase in funds’ risk exposure to gain a boost in return (search-for-yield) is more pronounced following the 2007-2009 global financial crisis, indicating that the current historic low interest rates may incentivize excessive risk taking. My results suggest that monetary policy affects the risk appetite of non-bank financial intermediaries.
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Books on the topic "Fixed-income Mutual Funds"

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Pérez-Iñigo, Juan Mascareñas. Renta fija y fondos de inversión. Madrid: Ediciones Pirámide, 1997.

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Kavros, Harry. First Boston's desktop guide to the fixed income securities market. Chicago, Ill: Probus Pub. Co., 1989.

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1959-, Romano Simon, ed. Canadian income funds: Your complete guide to income trusts, royalty trusts and real estate investment trusts. Mississauga, Ont: J. Wiley & Sons Canada, 2004.

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Inc, TheStreet com Ratings. The street.com ratings' guide to bond and money market mutual funds: A quarterly compilation of mutual fund ratings and analysis covering fixed income funds. Amenia, NY: Grey House Publishers, 2011.

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Inc, TheStreet com Ratings. TheStreet ratings' guide to bond and money market mutual funds 2014: A quarterly compilation of investment ratings and analyses covering fixed income funds. Amenia, NY: Grey House Publishing, 2014.

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Inc, TheStreet com Ratings. TheStreet Ratings' guide to bond and money market mutual funds: A quarterly compilation of investment ratings and analyses covering fixed income funds. 5th ed. New York, NY: TheStreet, Inc., 2012.

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Inc, Grey House Publishing, ed. TheStreet Ratings' guide to bond and money market mutual funds: A quarterly compilation of investment ratings and analyses covering fixed income funds. 5th ed. Amenia, NY: Grey House Publishing, 2013.

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J, Fabozzi Frank, and Pollack Irving M. 1918-, eds. The Handbook of fixed income securities. 2nd ed. Homewood, Ill: Dow Jones-Irwin, 1987.

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Fabozzi, Frank J. The handbook of fixed income securities. 8th ed. New York: McGraw-Hill, 2012.

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J, Fabozzi Frank, Fabozzi T. Dessa 1960-, and Pollack Irving M. 1918-, eds. The Handbook of fixed income securities. 3rd ed. Homewood, Ill: Business One Irwin, 1991.

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Conference papers on the topic "Fixed-income Mutual Funds"

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Pratama, Dian Windu. "The Effects of Asset Under Management, Sharpe Ratio, Inflation and IHSG on the Performance of Stock Mutual Funds and Fixed-Income Funds for the Period 2012-2017." In 5th Global Conference on Business, Management and Entrepreneurship (GCBME 2020). Paris, France: Atlantis Press, 2021. http://dx.doi.org/10.2991/aebmr.k.210831.023.

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Kusumawati, Ferby, and V. Paramita. "Analysis of Factors Affecting the Performance of Fixed Income Mutual Funds in Indonesia (Study on RDPT Registered on OJK for the Period 2014-2018)." In Proceedings of The International Conference on Environmental and Technology of Law, Business and Education on Post Covid 19, ICETLAWBE 2020, 26 September 2020, Bandar Lampung, Indonesia. EAI, 2020. http://dx.doi.org/10.4108/eai.26-9-2020.2302719.

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Juwita, Himmiyatul Amanah Jiwa, Risna Wijayanti, and Toto Rahardjo. "Comparative Analysis of Equity Fund, Fixed Income Mutual Fund, and Mixed Mutual Fund." In 23rd Asian Forum of Business Education(AFBE 2019). Paris, France: Atlantis Press, 2020. http://dx.doi.org/10.2991/aebmr.k.200606.031.

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Reports on the topic "Fixed-income Mutual Funds"

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Sialm, Clemens, and Qifei Zhu. Currency Management by International Fixed Income Mutual Funds. Cambridge, MA: National Bureau of Economic Research, July 2021. http://dx.doi.org/10.3386/w29082.

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