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Analysis of institutional authors

Sainz JCorresponding AuthorOtamendi JAuthorDoncel LmAuthor
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Proceedings Paper

Selecting mutual fund persistence: The german case discovering persistent managers in germany

Publicated to:Proceedings - 22nd European Conference On Modelling And Simulation, Ecms 2008. 345-350 - 2008-01-01 (), DOI: 10.7148/2008-0345

Authors: Sainz J; Otamendi J; Grau P; Doncel LM

Affiliations

Facultad de Ciencias Jurídicas y Sociales, Departamento Economía Aplicada I, Universidad Rey Juan Carlos, Paseo Artilleros S/n, 28032 Madrid, Spain - Author

Abstract

In mutual fund industry, managers' ability to generate continuous value in excess compared with the benchmark index is a crucial aspect. Focusing on the German market in this research we apply several methods which let us to avoid statistical problems related to multiple hypothesis testing in traditional financial techniques. By doing so we obtain a threshold value that delimits what is considered the true null hypothesis. Our main result is that managers' action is of little significance with only a small part of them adding excess value to mutual funds they run. © ECMS.

Keywords
? in the c-kyContinuous valueGerman marketsInvestmentsManagersModelModelsMultiple hypothesis testingNull hypothesisPersistenceStatistical problemsThreshold-valueX-y modelX-y-z analysis

Quality index

Impact and social visibility

From the perspective of influence or social adoption, and based on metrics associated with mentions and interactions provided by agencies specializing in calculating the so-called "Alternative or Social Metrics," we can highlight as of 2025-05-08:

  • The use of this contribution in bookmarks, code forks, additions to favorite lists for recurrent reading, as well as general views, indicates that someone is using the publication as a basis for their current work. This may be a notable indicator of future more formal and academic citations. This claim is supported by the result of the "Capture" indicator, which yields a total of: 3 (PlumX).

It is essential to present evidence supporting full alignment with institutional principles and guidelines on Open Science and the Conservation and Dissemination of Intellectual Heritage. A clear example of this is:

  • The work has been submitted to a journal whose editorial policy allows open Open Access publication.
Leadership analysis of institutional authors

There is a significant leadership presence as some of the institution’s authors appear as the first or last signer, detailed as follows: First Author (Sainz González, Jorge) and Last Author (Doncel Pedrera, Luis Miguel).

the author responsible for correspondence tasks has been Sainz González, Jorge.