Juan Carlos Matallín Sáez

Universitat Jaume I

Campus del Riu Sec

E-12071 Castello de la Plana

Spain

SCHOLARLY PAPERS

5

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Scholarly Papers (5)

Passive Timing Effect in Portfolio Management

Number of pages: 27 Posted: 04 Apr 2001
Juan Carlos Matallín Sáez and Maria Angeles Fernández Izquierdo
Universitat Jaume I and Jaume I University
Downloads 586 (41,104)

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Passive timing, market timing, portfolio, mutual fund, time-varying risk.

Passive Timing Effect in Portfolio Management

EFMA 2001 Lugano Meetings Applied Economics, Vol. 35, pp. 1829-1837, 2003
Posted: 26 Jul 2005
Juan Carlos Matallín Sáez and Maria Angeles Fernández Izquierdo
Universitat Jaume I and Jaume I University

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Passive timing, market timing, portfolio, mutual fund, time-varying risk

2.

Portfolio Performance: Factors or Benchmarks?

Number of pages: 26 Posted: 26 Jul 2005
Juan Carlos Matallín Sáez
Universitat Jaume I
Downloads 402 (66,828)

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Performance, portfolio, Fama and French, benchmark, mutual funds

3.

Why is Timing Perverse?

Number of pages: 30 Posted: 16 Jan 2011
Juan Carlos Matallín Sáez, David Moreno and Rosa Rodríguez
Universitat Jaume I, Universidad Carlos III de Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 83 (278,385)

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Mutual Funds, Asymmetric Correlations, Market Timing

4.

Seasonality, Market Timing and Performance Amongst Benchmarks and Mutual Fund Evaluation

Journal of Business Finance & Accounting, Vol. 33, No. 9-10, pp. 1484-1507, November/December 2006
Number of pages: 24 Posted: 07 Dec 2006
Juan Carlos Matallín Sáez
Universitat Jaume I
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5.

When Do Structured Funds Become Too Good to Be True? An Experiment

Special Section: Experiments on Learning, Methods, and Voting, Vol. 19, Issue 3, pp. 332-354, 2014
Number of pages: 23 Posted: 22 Aug 2014
Jaume I University, Universitat Jaume I, Jaume I University and Universitat Jaume I
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