Browsing by Author "Nosek, Jiří"
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At the right time, in the right factor. Can factors be timed?
Defence status: DEFENDEDNosek, Jiří (Univerzita Karlova, Fakulta sociálních věd, 2019)Date of defense: 10. 9. 2019This thesis examines the controversial prospect of Factor timing. We use Thompson Reuters data that allow us to construct international risk-factors and respective predictive signals and we test the capacity of these signals ... -
Do mutual funds offered in Czech Republic add value to investors?
Defence status: DEFENDEDNosek, Jiří (Univerzita Karlova, Fakulta sociálních věd, 2022)Date of defense: 26. 1. 2022We estimate the proportions of skilled, unskilled, and zero-alpha funds preva- lent in the mutual Funds population easily accessible by Czech Investors. We estimate alphas from a regression against a concise set of Exchange ...