Can past performance be used to find the winners among international stock funds?;Kan historien användas till att hitta vinnarna bland internationella aktiefonder?

Ekonomiska Samfundets Tidskrift

Volumn 55, Issue 2, 2002, Pages 77-87+169

  Jern, Benny ^a  

^a HANKEN SCHOOL OF ECONOMICS   (Finland)

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Indexed keywords

EID: 0036343306     PISSN: 00133183     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (21)

1. The relationship between return and market value of common stocks
2. Performance persistence
3. On persistence in mutual fund performance
4. Evaluation portfolio performance with stochastic discount factors
5. Measuring mutual fund performance with characteristicbased benchmarks
6. The persistence of risk-adjusted mutual fund performance
7. Multifactor explanations of asset pricing anomalies
8. Do winners repeat?
9. Mutual fund performance: An analysis of quarterly portfolio holdings
10. The persistence of mutual fund performance
11. Performance measurement without benchmarks: An examination of mutual fund returns
12. Another puzzle: The growth in actively managed funds
13. Hot hands in mutual funds: Short-run persistence of relative performance
14. The performance of mutual funds in the period 1945-1964
15. Evaluating mutual funds on a small market: Is benchmark selection crucial?
16. Returns from investing in equity mutual funds 1971 to 1991
17. The nonpersistence of mutual fund performance
18. Persistent performance in the mutual fund market: Tests with funds and investment advisers
19. Mutual fund performance: An empirical decomposition into stock-picking talent, style, transactions costs, and expenses