-
1
-
-
0012013908
-
An assessment of the relevance of management styles and investor risk classes in the evaluation of Australian equity trusts
-
unpublished Master of Commerce Dissertation, James Cook University
-
Benson, K.L., 1995. An assessment of the relevance of management styles and investor risk classes in the evaluation of Australian equity trusts, unpublished Master of Commerce Dissertation, James Cook University.
-
(1995)
-
-
Benson, K.L.1
-
2
-
-
0003032722
-
The performance of Australian superannuation funds
-
Bird, R., Chin, H., McCrae, M., 1983. The performance of Australian superannuation funds. Australian Journal of Management 8, 49-69.
-
(1983)
Australian Journal of Management
, vol.8
, pp. 49-69
-
-
Bird, R.1
Chin, H.2
McCrae, M.3
-
3
-
-
4244123294
-
Morningstar ratings and mutual fund performance
-
unpublished working paper
-
Blake, C., Morey, M., 1999. Morningstar ratings and mutual fund performance, unpublished working paper.
-
(1999)
-
-
Blake, C.1
Morey, M.2
-
5
-
-
0002344777
-
Market timing and mutual fund investment performance
-
Chang, E.C., Lewellen, W.G., 1984. Market timing and mutual fund investment performance. Journal of Business 57, 57-71.
-
(1984)
Journal of Business
, vol.57
, pp. 57-71
-
-
Chang, E.C.1
Lewellen, W.G.2
-
6
-
-
84993901783
-
The investment performance of US equity pension fund managers: An empirical investigation
-
Coggin, T.D., Fabozzi, F.J., Rahman, S., 1993. The investment performance of US equity pension fund managers: an empirical investigation. Journal of Finance 48, 1039-1055.
-
(1993)
Journal of Finance
, vol.48
, pp. 1039-1055
-
-
Coggin, T.D.1
Fabozzi, F.J.2
Rahman, S.3
-
7
-
-
84977716189
-
Evaluating the performance of the international mutual funds
-
Cumby, R.E., Glen, J.D., 1990. Evaluating the performance of the international mutual funds. Journal of Finance 45, 497-521.
-
(1990)
Journal of Finance
, vol.45
, pp. 497-521
-
-
Cumby, R.E.1
Glen, J.D.2
-
8
-
-
0039561990
-
Measuring mutual fund performance with characteristic based benchmarks
-
Daniel, K., Grinblatt, M., Titman, S., Wermers, R., 1997. Measuring mutual fund performance with characteristic based benchmarks. Journal of Finance 52, 1035-1058.
-
(1997)
Journal of Finance
, vol.52
, pp. 1035-1058
-
-
Daniel, K.1
Grinblatt, M.2
Titman, S.3
Wermers, R.4
-
9
-
-
0030517263
-
Survivorship bias and mutual fund performance
-
Elton, E., Gruber, M., Blake, C., 1996. Survivorship bias and mutual fund performance. Review of Financial Studies 9, 1097-1120.
-
(1996)
Review of Financial Studies
, vol.9
, pp. 1097-1120
-
-
Elton, E.1
Gruber, M.2
Blake, C.3
-
10
-
-
0002583220
-
US based international mutual funds: Performance evaluation
-
Eun, C.S., Kolodny, R., Resnick, B.G., 1991. US based international mutual funds: performance evaluation. Journal of Portfolio Management 17, 88-94.
-
(1991)
Journal of Portfolio Management
, vol.17
, pp. 88-94
-
-
Eun, C.S.1
Kolodny, R.2
Resnick, B.G.3
-
11
-
-
0031627052
-
Survivorship bias and investment style in the returns of CTAs
-
Fung, W., Hsieh, D.A., 1997. Survivorship bias and investment style in the returns of CTAs. Journal of Performance Management 23, 30-41.
-
(1997)
Journal of Performance Management
, vol.23
, pp. 30-41
-
-
Fung, W.1
Hsieh, D.A.2
-
12
-
-
0033228139
-
An examination of Australian equity trusts for selectivity and market timing performance
-
Hallahan, T.A., Faff, R.W., 1999. An examination of Australian equity trusts for selectivity and market timing performance. Journal of Multinational Financial Management 9, 387-402.
-
(1999)
Journal of Multinational Financial Management
, vol.9
, pp. 387-402
-
-
Hallahan, T.A.1
Faff, R.W.2
-
13
-
-
0012003490
-
The information content of portfolio performance history and persistence in fund performance: An examination of rollover funds
-
Hallahan, T., 1999. The information content of portfolio performance history and persistence in fund performance: an examination of rollover funds. Accounting and Finance 39, 255-274.
-
(1999)
Accounting and Finance
, vol.39
, pp. 255-274
-
-
Hallahan, T.1
-
14
-
-
0001309573
-
On market timing and investment performance. II Statistical procedures for evaluating forecasting skills
-
Henriksson, R.D., Merton, R.C., 1981. On market timing and investment performance. II Statistical procedures for evaluating forecasting skills. Journal of Business 54, 513-533.
-
(1981)
Journal of Business
, vol.54
, pp. 513-533
-
-
Henriksson, R.D.1
Merton, R.C.2
-
15
-
-
0011972166
-
Cross-sectional determinants of managed fund risk and performance: Evidence for Australian equity trusts
-
Holmes, K., Faff, R.W., 2000. Cross-sectional determinants of managed fund risk and performance: evidence for Australian equity trusts. Accounting, Accountability and Performance 6, 55-75.
-
(2000)
Accounting, Accountability and Performance
, vol.6
, pp. 55-75
-
-
Holmes, K.1
Faff, R.W.2
-
16
-
-
0000849010
-
Assessing the market timing performance of managed portfolios
-
Jagannathan, R., Korajczyk, R.A., 1986. Assessing the market timing performance of managed portfolios. Journal of Business 59, 217-235.
-
(1986)
Journal of Business
, vol.59
, pp. 217-235
-
-
Jagannathan, R.1
Korajczyk, R.A.2
-
17
-
-
0000486548
-
The performance of mutual funds in the period 1945-1964
-
Jensen, M.C., 1968. The performance of mutual funds in the period 1945-1964. Journal of Finance 23, 389-419.
-
(1968)
Journal of Finance
, vol.23
, pp. 389-419
-
-
Jensen, M.C.1
-
18
-
-
0012009814
-
International mutual fund selectivity and market timing during up and down market conditions
-
Kao, G.W., Cheng, L.T.W., Chan, K.C., 1998. International mutual fund selectivity and market timing during up and down market conditions. Financial Review 33, 127-144.
-
(1998)
Financial Review
, vol.33
, pp. 127-144
-
-
Kao, G.W.1
Cheng, L.T.W.2
Chan, K.C.3
-
19
-
-
0000037402
-
The market-timing performance of mutual fund managers
-
Kon, S.J., 1983. The market-timing performance of mutual fund managers. Journal of Business 56, 323-347.
-
(1983)
Journal of Business
, vol.56
, pp. 323-347
-
-
Kon, S.J.1
-
20
-
-
0002234180
-
Market timing, selectivity, and mutual fund performance: An empirical investigation
-
Lee, C., Rahman, S., 1990. Market timing, selectivity, and mutual fund performance: an empirical investigation. Journal of Business 63, 261-278.
-
(1990)
Journal of Business
, vol.63
, pp. 261-278
-
-
Lee, C.1
Rahman, S.2
-
21
-
-
84977716317
-
Mutual fund performance evaluation: A comparison of benchmarks and benchmark comparisons
-
Lehman, B.N., Modest, D.M., 1987. Mutual fund performance evaluation: a comparison of benchmarks and benchmark comparisons. Journal of Finance 42, 233-265.
-
(1987)
Journal of Finance
, vol.42
, pp. 233-265
-
-
Lehman, B.N.1
Modest, D.M.2
-
23
-
-
84993848940
-
Returns from investing in equity mutual funds
-
Malkiel, B.G., 1995. Returns from investing in equity mutual funds. Journal of Finance 50, 549-572.
-
(1995)
Journal of Finance
, vol.50
, pp. 549-572
-
-
Malkiel, B.G.1
-
24
-
-
84978549521
-
An alternative measure of mutual fund performance
-
Okunev, J., 1990. An alternative measure of mutual fund performance. Journal of Business Finance and Accounting 17, 247-264.
-
(1990)
Journal of Business Finance and Accounting
, vol.17
, pp. 247-264
-
-
Okunev, J.1
-
25
-
-
84985559905
-
The investment performance of unit trusts and mutual funds in Australia for the period 1969-1978
-
Robson, G.N., 1986. The investment performance of unit trusts and mutual funds in Australia for the period 1969-1978. Accounting and Finance 26, 55-79.
-
(1986)
Accounting and Finance
, vol.26
, pp. 55-79
-
-
Robson, G.N.1
-
26
-
-
84985624877
-
Market timing ability of pooled superannuation funds January 1981-December 1987
-
Sinclair, N.A., 1990. Market timing ability of pooled superannuation funds January 1981-December 1987. Accounting and Finance 30, 51-65.
-
(1990)
Accounting and Finance
, vol.30
, pp. 51-65
-
-
Sinclair, N.A.1
-
27
-
-
0000290148
-
Persistent performance in the mutual fund market: Tests with funds and investment advisers
-
Shukla, R., Trzcinka, C., 1994. Persistent performance in the mutual fund market: tests with funds and investment advisers. Review of Quantitative Finance and Accounting 4, 115-135.
-
(1994)
Review of Quantitative Finance and Accounting
, vol.4
, pp. 115-135
-
-
Shukla, R.1
Trzcinka, C.2
-
28
-
-
0001739404
-
Can mutual funds outguess the market?
-
July-August
-
Treynor, J.L., Mazuy, K.K., 1966. Can mutual funds outguess the market? Harvard Business Review July-August, 131-136.
-
(1966)
Harvard Business Review
, pp. 131-136
-
-
Treynor, J.L.1
Mazuy, K.K.2
-
29
-
-
0000095552
-
A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity
-
White, H., 1980. A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica 48, 817-838.
-
(1980)
Econometrica
, vol.48
, pp. 817-838
-
-
White, H.1
|