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Canada-QC-BLANC-SABLON Azienda Directories
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Azienda News:
- Unmasking Mutual Fund Derivative Use - Oxford Academic
Contrary to prior research, we find most employ derivatives to amplify, not hedge, equity returns Using machine learning to classify funds’ derivative strategies reveals high specializations linked to information-related trading, liquidity management, gaining exposure, or hedging motives
- Equity mutual funds use derivatives mostly to amplify exposure, not . . .
The new data allow us to infer the performance of fund derivative positions, evaluate the impact of derivatives on fund returns, and empirically test whether derivatives are used for hedging or amplification among US domestic active equity mutual funds
- Unmasking Mutual Fund Derivative Use - SSRN
Using machine learning to classify funds' derivative strategies reveals high specializations linked to information-related trading, liquidity management, gaining exposure, or hedging motives Long index derivative users drive the amplification
- Unmasking Mutual Fund Derivative Use, Review of Financial Studies, 2025
Using new SEC data, we study fund derivative use and its impact on performance Despite small portfolio weights, derivatives contribute largely to fund returns Contrary to prior research, we find most employ derivatives to amplify, not hedge, equity returns
- Unmasking Mutual Fund Derivative Use - DocsLib
This allows us to accurately estimate from realized and unrealized derivative Profit-and-Loss (PnL) the component of fund returns stemming from derivative positions, and to directly calculate correlation between derivative and non-derivative components of fund returns
- Unmasking Mutual Fund Derivative Use - IDEAS RePEc
Using machine learning to classify funds’ derivative strategies reveals high specializations linked to information-related trading, liquidity management, gaining exposure, or hedging motives Long index derivative users drive the amplification
- Derivatives Explained - Types, Uses, and Examples - DSP Mutual Fund
Mutual funds using derivatives The Securities and Exchange Board of India (SEBI) permits mutual funds to use derivatives for hedging purposes The mutual fund can hedge its equity investments using derivatives Besides this, Derivatives are also used for arbitrage strategies by mutual funds
- Unmasking Mutual Fund Derivative Use,The Review of Financial Studies . . .
Using new SEC data, we study fund derivative use and its impact on performance Despite small portfolio weights, derivatives contribute largely to fund returns Contrary to prior research, we find most employ derivatives to amplify, not hedge, equity returns
- Unmasking Mutual Fund Derivative Use - SSRN
Around thirty percent of mutual funds hold derivatives, and holding them is permitted by most funds Yet, there is little evidence to date of a direct relation between fund performance and derivative use
- Mutual Funds and Derivatives - Fidelity Investments
Some mutual funds may use investment techniques involving derivatives and other derivative instruments Derivatives are financial instruments based on agreements or contracts and whose value is tied to an underlying asset, instrument, or index
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