---
title: Mutual Fund Characteristics in Portugal
url: https://www.ml-quant.com/papers/repec/eme-sefpps-sef-07-2023-0441/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:eme:sefpps:sef-07-2023-0441
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FSEF-07-2023-0441%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Asefpps%3Asef-07-2023-0441
featured: 2024-11-20
citations: unknown
topic: Portfolio & Allocation
---


# Mutual Fund Characteristics in Portugal

The article analyzes the performance of Portuguese mutual funds, finding that fund age and total expense ratios significantly impact domestic equity fund performance.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FSEF-07-2023-0441%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Asefpps%3Asef-07-2023-0441
- Identifier: RePEc:eme:sefpps:sef-07-2023-0441
- Released: 2024-11-20
- First featured: Quant Letter No. 75 (2024-11-20): https://www.ml-quant.com/issues/2024-11-20/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

## Related

- [The Performance of Household-held Mutual Funds: Evidence from the Euro Area](https://www.ml-quant.com/papers/ssrn/4849419/): A study from 2009 to 2020 shows that Euro-area households prefer pricier, lower risk-adjusted return mutual funds, particularly equity funds, and tend to follow past returns.
- [Beat the Market: An Effective Intraday Momentum Strategy for S&P500 ETF (SPY)](https://www.ml-quant.com/papers/ssrn/4824172/): The study investigates the success of an intraday momentum strategy on SPY, an ETF tracking the SP500, which resulted in a 1985 total return from 2007 to 2024.
- [Reaching for Duration and Leverage in the Treasury Market](https://www.ml-quant.com/papers/ssrn/4816018/): The article reveals that the use of Treasury futures by mutual funds varies significantly over time and across funds, influencing the variation in aggregate Treasury futures open interest.
- [Machine Learning Mutual Fund Flows](https://www.ml-quant.com/papers/ssrn/4812038/): Nonlinear machine learning models are more effective than linear models in predicting future fund flows, with past flows and the Morningstar rating as key predictors.
- [Who Clears the Market When Passive Investors Trade?](https://www.ml-quant.com/papers/ssrn/4777585/): The article investigates the role of firms in providing shares to passive investors, particularly in response to index funds' buying.
- [STRAPSim: A Portfolio Similarity Metric for ETF Alignment and Portfolio Trades](https://www.ml-quant.com/papers/arxiv/2509.24151/): STRAPSim, a new method for assessing portfolio similarity, surpasses existing measures by using semantic similarity, portfolio share weighting, and residual-aware greedy alignment, proving beneficial in ETF benchmarking, portfolio creation, and systematic execution.