Maria C. Cortez

University of Minho - School of Economics and Management

Professor of Finance

Campus Gualtar

Braga, 4710-057

Portugal

SCHOLARLY PAPERS

12

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Scholarly Papers (12)

1.

Socially Responsible Investing in the Global Market: The Performance of US and European Funds

Number of pages: 38 Posted: 16 Feb 2009 Last Revised: 15 Sep 2009
Maria C. Cortez, Florinda Silva and Nelson Areal
University of Minho - School of Economics and Management, University of Minho - School of Economics and Management and University of Minho - School of Economics and Management
Downloads 693 (36,241)
Citation 2

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Fund performance evaluation, Socially responsible mutual funds, Global funds, Socially responsible investing, Socially responsible indices, General market indices

2.

Conditioning Information and European Bond Fund Performance

EFMA 2002 London Meetings; EFA 2002 Berlin Meetings Discussion Paper
Number of pages: 34 Posted: 05 Mar 2002
Florinda Silva and Maria C. Cortez
University of Minho - School of Economics and Management and University of Minho - School of Economics and Management
Downloads 381 (77,032)
Citation 2

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3.

Investing in Mutual Funds: Does it Pay to Be a Sinner or a Saint in Times of Crisis?

Number of pages: 22 Posted: 14 Sep 2010
Nelson Areal, Maria C. Cortez and Florinda Silva
University of Minho - School of Economics and Management, University of Minho - School of Economics and Management and University of Minho - School of Economics and Management
Downloads 290 (104,721)
Citation 2

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financial crisis, market regimes, performance evaluation, socially responsible investing, vice fund

4.

Bond Return Predictability: An Investigation for the European Market

Number of pages: 40 Posted: 27 Jan 2004
Florinda Silva, Maria C. Cortez and Manuel J. Rocha Armada
University of Minho - School of Economics and Management, University of Minho - School of Economics and Management and University of Minho
Downloads 255 (119,905)
Citation 2

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Bond Returns, Predictability, European Market

5.

The Persistence of European Bond Fund Performance: Does Conditioning Information Matter?

International Journal of Business, Vol. 10, No. 4, 2005
Number of pages: 22 Posted: 02 Nov 2005
Florinda Silva, Maria C. Cortez and Manuel J. Rocha Armada
University of Minho - School of Economics and Management, University of Minho - School of Economics and Management and University of Minho
Downloads 239 (128,018)

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Performance persistence, Performance evaluation, Conditional models, Bond funds

6.

Portfolio Performance Measurement: Monotonicity with Respect to the Sharpe Ratio and Multivariate Tests of Correlation

Number of pages: 44 Posted: 23 Dec 2015 Last Revised: 25 Oct 2017
University of Sheffield - School of Management, University of Minho - School of Economics and Management, University of Minho, University of Minho - School of Economics and Management, University of Minho - School of Economics and Management and University of Minho - School of Economics and Management
Downloads 71 (327,063)

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Downside risk measures, Location-scale distributions, Portfolio performance measures, Tests of correlation

7.

Socially Responsible Investing and the Performance of European Bond Portfolios

Number of pages: 28 Posted: 30 Nov 2018
Patrícia Pereira, Maria C. Cortez and Florinda Silva
University of Minho - School of Economics and Management, University of Minho - School of Economics and Management and University of Minho - School of Economics and Management
Downloads 68 (334,862)

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socially responsible investments, social screening, risk-adjusted performance, bond portfolios

8.

Extensions of Hotellings Test and Other Tests for Multiple Regression Models

Posted: 05 Oct 2017
Christopher J. Adcock, Maria C. Cortez and Florinda Silva
University of Sheffield - School of Management, University of Minho - School of Economics and Management and University of Minho - School of Economics and Management

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Hotelling’s Test, Linear regression, simple least squares, variable selection

9.

The Performance of European Socially Responsible Fixed-Income Funds

Posted: 03 Feb 2016
Paulo Leite and Maria C. Cortez
Polytechnic Institute of Cavado and Ave - School of Management and University of Minho - School of Economics and Management

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Socially responsible funds, Fixed-income funds, Performance evaluation, Market crises

10.

New Tests of Correlation and the Choice of Measures of Portfolio Performance

Posted: 31 May 2014 Last Revised: 05 Oct 2017
University of Sheffield - School of Management, University of Minho - School of Economics and Management, University of Minho, University of Minho - School of Economics and Management, University of Minho - School of Economics and Management and University of Minho - School of Economics and Management

Abstract:

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Downside risk measures, Location-scale distributions, Portfolio performance measures, Tests of correlation

11.

Does the Use of Downside Risk-Adjusted Measures Lead to Better Future Performance?

Posted: 03 Jul 2011
University of Minho - School of Economics and Management, University of Minho - School of Economics and Management, University of Minho - School of Economics and Management and University of Minho - School of Economics and Management

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Downside risk-adjusted performance measures, Filtered historical simulation, fund performance predictability

12.

Does the Use of Downside Risk-Adjusted Measures Impact the Performance of UK Investment Trusts?

23rd Australasian Finance and Banking Conference 2010 Paper
Posted: 22 Aug 2010 Last Revised: 24 Dec 2015
University of Sheffield - School of Management, University of Minho - School of Economics and Management, University of Minho, University of Minho - School of Economics and Management, University of Minho - School of Economics and Management and University of Minho - School of Economics and Management

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Fund performance evaluation, Downside risk-measures, Filtred historical simulation