1,720,956 research outputs found
ANALYSE DE LA PERSISTANCE DES PERFORMANCES DES FONDS COMMUNS DE PLACEMENT AU NIVEAU DE LA B.R.V.M.
Full text linkL’étude de la persistance des performances des fonds communs de placement consiste à étudier la possibilité ou la capacité des gestionnaires de fonds communs de placement à produire une performance souhaitée de manière durable par l’investisseur avec comme référence le marché ou la concurrence. L’objectif de cet article est d’analyser la persistance des performances des Fonds Communs de Placement (FCP) au niveau de la Bourse Régionale des Valeurs Mobilières (BRVM) pour 23 fonds. Différents tests non paramétriques ont été mobilisé pour avoir une idée claire du comportement des F.C.P à travers le temps et de la capacité des gestionnaires à battre ou non le marché de manière durable. Nos résultats montrent que les gestionnaires de fonds au niveau de la BRVM parviennent à battre le marché et à obtenir de bons résultats persistants avec leur compétence ou en profitant de la chance et se font une concurrence qui les poussent à perfectionner leurs stratégies et leurs processus de gestion pour améliorer leur performance par rapport à leurs pairs au fil du temps.
 
Going Beyond Counting First Authors in Author Co-citation Analysis
Full text linkThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Variations on the Author
Full text link“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
Appropriate Similarity Measures for Author Cocitation Analysis
Full text linkWe provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis
Etude de la persistance relative des performances des fonds communs de placement au niveau de la BRVM
No full textThe BRVM's Fonds Communs de Placement (FCPs), which are essential for diversifying investments and boosting the regional economy, are the subject of an analysis of their performance persistence between 2017 and 2021. The study, using statistical tools such as the contingency table and Wilcoxon, Spearman and Kendall tests, reveals an instability of returns influenced by market volatility and the specific strategies of the funds. This variability limits the attractiveness of competition between managers as a reliable criterion for predicting future performance. Managers who perform well over the long term and optimise risk management remain attractive, although their consistency is not systematic. Methodological limitations and the exclusion of behavioural factors call for in-depth research to better understand the dynamics of FCPs at BRVM.
Keywords : FCP, BRVM, persistence, instability, returns, managers.
Classification JEL : M41
Paper type : Theoretical ResearchLes Fonds Communs de Placement (FCP) de la BRVM, essentiels pour diversifier les investissements et dynamiser l’économie régionale, font l’objet d’une analyse sur leur persistance des performances entre 2017 et 2021. L’étude, utilisant des outils statistiques tels que le tableau de contingence, les tests de Wilcoxon, Spearman et Kendall, révèlent une instabilité des rendements influencée par la volatilité des marchés et les stratégies spécifiques des fonds. Cette variabilité limite l’attractivité de la concurrence entre gestionnaires comme critère fiable pour prédire les performances futures. Les gestionnaires performants à long terme, optimisant la gestion des risques, demeurent attractifs, bien que leur constance ne soit pas systématique. Les limites méthodologiques et l’exclusion de facteurs comportementaux invitent à des recherches approfondies pour mieux comprendre les dynamiques des FCP à la BRVM.
Mots clés : FCP, BRVM, persistance, instabilité, rendements, gestionnaires.
JEL Classification : M41
Type du papier : Recherche empiriqu
Etude de la persistance relative des performances des fonds communs de placement au niveau de la BRVM
No full textThe BRVM's Fonds Communs de Placement (FCPs), which are essential for diversifying investments and boosting the regional economy, are the subject of an analysis of their performance persistence between 2017 and 2021. The study, using statistical tools such as the contingency table and Wilcoxon, Spearman and Kendall tests, reveals an instability of returns influenced by market volatility and the specific strategies of the funds. This variability limits the attractiveness of competition between managers as a reliable criterion for predicting future performance. Managers who perform well over the long term and optimise risk management remain attractive, although their consistency is not systematic. Methodological limitations and the exclusion of behavioural factors call for in-depth research to better understand the dynamics of FCPs at BRVM.
Keywords : FCP, BRVM, persistence, instability, returns, managers.
Classification JEL : M41
Paper type : Theoretical ResearchLes Fonds Communs de Placement (FCP) de la BRVM, essentiels pour diversifier les investissements et dynamiser l’économie régionale, font l’objet d’une analyse sur leur persistance des performances entre 2017 et 2021. L’étude, utilisant des outils statistiques tels que le tableau de contingence, les tests de Wilcoxon, Spearman et Kendall, révèlent une instabilité des rendements influencée par la volatilité des marchés et les stratégies spécifiques des fonds. Cette variabilité limite l’attractivité de la concurrence entre gestionnaires comme critère fiable pour prédire les performances futures. Les gestionnaires performants à long terme, optimisant la gestion des risques, demeurent attractifs, bien que leur constance ne soit pas systématique. Les limites méthodologiques et l’exclusion de facteurs comportementaux invitent à des recherches approfondies pour mieux comprendre les dynamiques des FCP à la BRVM.
Mots clés : FCP, BRVM, persistance, instabilité, rendements, gestionnaires.
JEL Classification : M41
Type du papier : Recherche empiriqu
Etude de la persistance relative des performances des fonds communs de placement au niveau de la BRVM
No full textThe BRVM's Fonds Communs de Placement (FCPs), which are essential for diversifying investments and boosting the regional economy, are the subject of an analysis of their performance persistence between 2017 and 2021. The study, using statistical tools such as the contingency table and Wilcoxon, Spearman and Kendall tests, reveals an instability of returns influenced by market volatility and the specific strategies of the funds. This variability limits the attractiveness of competition between managers as a reliable criterion for predicting future performance. Managers who perform well over the long term and optimise risk management remain attractive, although their consistency is not systematic. Methodological limitations and the exclusion of behavioural factors call for in-depth research to better understand the dynamics of FCPs at BRVM.
Keywords : FCP, BRVM, persistence, instability, returns, managers.
Classification JEL : M41
Paper type : Theoretical ResearchLes Fonds Communs de Placement (FCP) de la BRVM, essentiels pour diversifier les investissements et dynamiser l’économie régionale, font l’objet d’une analyse sur leur persistance des performances entre 2017 et 2021. L’étude, utilisant des outils statistiques tels que le tableau de contingence, les tests de Wilcoxon, Spearman et Kendall, révèlent une instabilité des rendements influencée par la volatilité des marchés et les stratégies spécifiques des fonds. Cette variabilité limite l’attractivité de la concurrence entre gestionnaires comme critère fiable pour prédire les performances futures. Les gestionnaires performants à long terme, optimisant la gestion des risques, demeurent attractifs, bien que leur constance ne soit pas systématique. Les limites méthodologiques et l’exclusion de facteurs comportementaux invitent à des recherches approfondies pour mieux comprendre les dynamiques des FCP à la BRVM.
Mots clés : FCP, BRVM, persistance, instabilité, rendements, gestionnaires.
JEL Classification : M41
Type du papier : Recherche empiriqu
Dispelling the Myths Behind First-author Citation Counts
Full text linkWe conducted a full-scale evaluative citation analysis study of scholars in the XML research field to explore just how different from each other author rankings resulting from different citation counting methods actually are, and to demonstrate the capability of emerging data and tools on the Web in supporting more realistic citation counting methods. Our results contest some common arguments for the continued
use of first-author citation counts in the evaluation of scholars, such as high correlations between author rankings by first-author citation counts and other citation
counting methods, and high costs of using more realistic citation counting methods that are not well-supported by the ISI databases. It is argued that increasingly available digital full text research papers make it possible for citation analysis studies to go beyond what the ISI databases have directly supported and to employ more
sophisticated methods
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