Search Results - "Luis Ferruz Agudo"

Stochastic frontiers of efficiency for Brazilian investment funds: a panel data analysis by Ferruz Agudo, Luis, Serafim Tusi da Silveira, João, Knebel Baggio, Daniel, Nícolas Schneider, Isoé, Margarete Baccin Brizolla, Maria

“…Foundations, methodological and empirical possibilities of measurement and analysis in the performance of financial investments within investment funds have…”
Get full text

Analysis of the impact of financial crises on Ouro Scheffer’s jewelry sales by Ferruz Agudo, Luis, Knebel Baggio, Daniel, Scheffer, Gabriela, Faccin Camargo, Bruna

“…This article studies financial crises and their impact on the main types of financial investment. Specifically, the objective of this study is to analyze the…”
Get full text

An analysis of Spanish investment fund performance: some considerations concerning Sharpe's ratio by Ferruz Agudo, Luis, Sarto Marzal, José Luis

“…This paper concentrates on the financial analysis of investment performance taking Sharpe's ratio as a basic point of reference, as well as giving further…”
Get full text

Relación flujos-desempeño en fondos de pensiones y fondos de inversión de España by García, Mercedes Alda, Reñé, Ruth Vicente, Agudo, Luis Ferruz

“…The objective of this study is to analyze if investors of pension funds and investment funds consider the performance achieved by the fund in the same way as…”
Get full text

Evaluation of performance and conditional information: the case of Spanish mutual funds by Agudo, Luis Ferruz, Magallón, María Vargas, Sarto, José L.

“…The performance of Spanish domestic equities improves considerably when diverse public information variables are taken into consideration. We have taken up to…”
Get full text

Effects of multicollinearity on the definition of mutual funds' strategic style: the Spanish case by Ferruz Agudo, Luis, Vicente Gimeno, Luis A.

“…This study is an approach to the strategic styles followed by Spanish mutual funds investing in domestic equities. The methodology applied is based on Sharpe's…”
Get full text

ANÁLISIS DE LAS CAPACIDADES DE SINCRONIZACIÓN CON EL MERCADO Y SELECCIÓN DE VALORES DE LOS GESTORES DE FONDOS DE INVERSIÓN ESPAÑOLES EN CONDICIONES ECONÓMICAS VARIABLES by Agudo, Luis Ferruz, Magallón, María Vargas

“…Este trabajo realiza una evaluación del desempeño de un amplio grupo de fondos de inversión españoles, tanto en términos globales como mediante una…”
Get full text

Herding behaviour in Spanish equity funds by Agudo, Luis Ferruz, Sarto, J. L., Vicente, L.

“…We analyse the herding phenomenon in the management style of Spanish equity funds. Using the methodology of Lakonishok et al. (1992) and Sharpe's style…”
Get full text

Habilidades de sincronización respecto a diferentes estilos de inversión: evidencia para gestores de fondos de pensiones en España y Reino Unido / Style timing abilities: Evidence for pension fund managers from Spain and United Kingdom by García, Mercedes Alda, Agudo, Luís Ferruz, Sánchez, Fernando Muñoz

“…El objetivo fundamental de este trabajo es analizar si los gestores de fondos de pensiones son capaces de implementar estrategias de sincronización respecto a…”
Get full text

Análisis de los fondos de inversión y de pensiones en España: evolución y eficiencia en la gestión by Alda García, Mercedes, Ferruz Agudo, Luis, Reñé, Ruth Vicente

“…Los fondos de inversión y los fondos de pensiones son los productos de inversión colectiva más importantes en España. Sin embargo, no deben confundirse entre…”
Get full text

Análisis de intervención de las series temporales patrimonio y flujo neto de dinero de los Fondos de Inversión Socialmente Responsables (FISR) de Brasil by Ferruz Agudo, Luis, Marco Sanjuán, Isabel, Knebel Baggio, Daniel

“…El objetivo de este estudio es analizar si la creación de una categoría propia para los Fondos de Inversión Socialmente Responsables (FISR) de Brasil generó…”
Get full text

Analysis of the impact of excess mortgages on housing prices using the cointegration test by Ferruz, Luis, Lample, Luis

“…This article attempts to explain and predict housing prices by constructing a model based on the variables that most influence demand: the theoretical purchase…”
Get full text

Managerial Abilities: Evidence from Religious Mutual Fund Managers by Ferruz, Luis, Muñoz, Fernando, Vargas, María

“…In this study, we analyze the financial performance and the managerial abilities of religious mutual fund managers, implementing a comparative analysis with…”
Get full text

Fondos de inversión éticos, ecológicos y socialmente responsables en Europa (1999-2007) by Muñoz Sánchez, Fernando, Ferruz Agudo, Luis, Marco Sanjuán, Isabel

“…El principal objetivo de este trabajo es reflexionar sobre la evolución que ha experimentado en los últimos años la industria de los fondos de inversión…”
Get full text

A sector strategy from the Fama and French model by Ferruz, Luis, Badía, Guillermo

“…In this article, we test the degree of possible interest there may be in developing an investment strategy based on the three-factor Fama and French model…”
Get full text

Eficiencia en la Gestión: ¿Pueden nuestros fondos de inversión en renta variable batir al Ibex-35? by Agudo, Luis Ferruz, Gimeno, Luis Alfonso Vicente

“…El objetivo del presente trabajo es la evaluación de los resultados de los Fondos de Inversión españoles invertidos en Renta Variable Nacional frente a su…”
Get full text

Linear and nonlinear financial time series: evidence in a sample of pension funds in Spain and the United Kingdom by Alda, Mercedes, Ferruz, Luis

“…In this article, we examine whether traditional linear models are suitable to assess financial samples, because financial data usually present nonnormality or…”
Get full text

Análisis de las capacidades de sincronización con el mercado y selección de valores de los gestores de fondos de inversión españoles en condiciones económicas variables by Ferruz Agudo, Luis, Vargas Magallón, María

“…Este trabajo realiza una evaluación del desempeño de un amplio grupo de fondos de inversión españoles, tanto en términos globales como mediante una…”
Get full text

Performance of Spanish pension funds: robust evidence from alternative models by Alda, Mercedes, Ferruz, Luis, Gallagher, Liam A.

“…This article investigates the performance of Spanish pension funds using a range of linear and nonlinear performance models. As the sample presents…”
Get full text

Are traditional timing models well specified? by Ferruz, Luis, Muñoz, Fernando, Vargas, Maria

“…Traditional timing models are affected by several biases, which generate spurious timing and stock-picking coefficients. Academics have appointed different…”
Get full text