Mutual Fund Performance and Manager Style

Financial Analysts Journal

Volumn 57, Issue 1, 2011, Pages 19-27

  Davis, James L ^a  

^a Dimensional Fund Advisors

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0010188397     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v57.n1.2416     Document Type: Article

References (11)

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2. Chan, Louis K.C., Hsiu-Lang Chen, and Josef Lakonishok. 1999. "On Mutual Fund Investment Styles." NBER Working Paper 7215.
3. Davis, James L., Eugene F. Fama, and Kenneth R. French. 2000. "Characteristics, Covariances, and Average Returns: 1929-1997." Journal of Finance, vol. 55, no. 1 (February):389-406.
4. Elton, Edwin J., Martin J. Gruber, Sanjiv Das, and Christopher R. Blake. 1996. "The Persistence of Risk-Adjusted Mutual Fund Performance." Journal of Business, vol. 69, no. 2 (April):133-157.
5. Fama, Eugene F., and Kenneth R. French. 1993. "Common Risk Factors in the Returns on Bonds and Stocks." Journal of Financial Economics, vol. 33, no. 1 (February):3-56.
6. Goetzmann, William N., and Roger G. Ibbotson. 1994. "Do Winners Repeat? Patterns in Mutual Fund Performance." Journal of Portfolio Management, vol. 20, no. 2 (Winter):9-18.
7. Grinblatt, Mark, and Sheridan Titman. 1992. "The Persistence of Mutual Fund Performance." Journal of Finance, vol. 42, no. 5 (December):1977-84.
8. Gruber, Martin J. 1996. "Another Puzzle: The Growth in Actively Managed Mutual Funds." Journal of Finance, vol. 51, no. 3 (July):783-810.
9. Hendricks, Darryll, Jayendu Patel, and Richard Zeckhauser. 1993. "Hot Hands in Mutual Funds: Short-Run Persistence of Performance, 1974-88." Journal of Finance, vol. 48, no. 1 (March):93-130.
10. Jensen, Michael C. 1969. "Risk, the Pricing of Capital Assets, and Evaluation of Investment Portfolios." Journal of Business, vol. 42, no. 2 (April):167-247.
11. Quigley, Garrett, and Rex A. Sinquefield. 2000. "The Performance of UK Equity Unit Trusts." Journal of Asset Management, vol. 1, no. 1 (July):72-92.