Diversification across mutual funds in a three-moment world

Applied Economics Letters

Volumn 7, Issue 4, 2000, Pages 243-245

  Cromwell, Nancy O ^b   Taylor, Walton R L ^b   Yoder, James A ^a  

^a UNIVERSITY OF WEST GEORGIA   (United States)

^b NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0040735689     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/135048500351591     Document Type: Article

References (7)

1. Arditti, F. D. (1971) Another look at mutual fund performance, Journal of Financial and Quantitative Analysis, 6, 902-12.
2. Bookstaber, R. and Clarke, R. (1985) Problems in evaluating the performance of portfolios with options, Financial Analysts Journal, 41, 48-62.
3. Evans, J. L. and Archer, S. (1968) Diversification and the reduction of dispersion: an empirical analysis, Journal of Finance, 23, 761-7.
4. Simkowitz, M. A. and Beedles, W. L. (1978) Diversification in a three-moment world, Journal of Financial and Quantitative Analysis, 13, 927-41.
5. Simonson, D. (1972) The speculative behavior of mutual funds, Journal of Finance, 27, 381-91.
6. Singleton, J. C. and Wingender, J. (1986) Skewness persistence in common stock returns, Journal of Financial and Quantitative Analysis, 21, 335-41.
7. Wiesenberger, A. (1979-1990) Investment Companies, Arthur Wiesenberger & Company, New York.