Performance et commission de souscription des fonds mutuels canadiens
Bibliographic record
Abstract
Les frais de commission exigés des investisseurs à l’achat des parts de fonds mutuels se situent entre 0 % et 9 % du montant de l’investissement initial. Ils sont souvent considérés comme un signal de qualité ou de performance. En utilisant des mesures traditionnelles de performance (indices de Jensen, de Sharpe et de Treynor), les tests de différences statistiques de Jobson et Korkie et les données mensuelles de 226 fonds mutuels canadiens couvrant la période janvier 1981 à septembre 1987, cette étude révèle qu'il n’y a aucune relation consistante et ferme entre l’exigence de frais de commission et la performance des fonds mutuels. L’efficience du marché des fonds mutuels est ainsi remise en question puisque les fonds mutuels ayant les frais de commission les plus élevés ne réalisent pas une performance significativement supérieure à celle des fonds sans frais.
Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.
How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.004 | 0.025 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.004 | 0.005 |
| Science and technology studies | 0.001 | 0.001 |
| Scholarly communication | 0.002 | 0.001 |
| Open science | 0.000 | 0.001 |
| Research integrity | 0.001 | 0.001 |
| Insufficient payload (model declined to judge) | 0.005 | 0.001 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".