-
1
-
-
0001836487
-
Measuring investment performance in a rational expectations equilibrium model
-
Admati, R.A. and Ross, S.A. (1985) Measuring investment performance in a rational expectations equilibrium model, Journal of Business, 58, 1-26.
-
(1985)
Journal of Business
, vol.58
, pp. 1-26
-
-
Admati, R.A.1
Ross, S.A.2
-
2
-
-
0000802893
-
On liming and selectivity
-
Admati, R.A., Bhattacharya, S., Pfleiderer, P. and Ross, S.A. (1986) On liming and selectivity, Journal of Finance, 41 715-30.
-
(1986)
Journal of Finance
, vol.41
, pp. 715-730
-
-
Admati, R.A.1
Bhattacharya, S.2
Pfleiderer, P.3
Ross, S.A.4
-
3
-
-
0002344777
-
Market timing and mutual fund investment performance
-
Chang, E.C. and 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
-
4
-
-
84993901783
-
The investment performance of US equity pension fund managers: An empirical investigation
-
Coggin, T.D., Fabozzi, F.J. and Rahman, S. (1993) The investment performance of US equity pension fund managers: an empirical investigation, Journal of Finance, XLVIII, 1038-55.
-
(1993)
Journal of Finance
, vol.48
, pp. 1038-1055
-
-
Coggin, T.D.1
Fabozzi, F.J.2
Rahman, S.3
-
6
-
-
0003132162
-
The attributes, behaviour, and performance of US mutual funds
-
Connor, G. and Korajczyk, R.A. (1991) The attributes, behaviour, and performance of US mutual funds, Review of Quantitative Finance and Accounting, 1 5-26.
-
(1991)
Review of Quantitative Finance and Accounting
, vol.1
, pp. 5-26
-
-
Connor, G.1
Korajczyk, R.A.2
-
7
-
-
84977716189
-
Evaluating the performance of international mutual funds
-
Cumby, R.E. and Glen, J.D. (1990) Evaluating the performance of international mutual funds, The Journal of Finance, XLV, 497-521.
-
(1990)
The Journal of Finance
, vol.45
, pp. 497-521
-
-
Cumby, R.E.1
Glen, J.D.2
-
8
-
-
84977358854
-
Portfolio performance and the cost of timing decisions
-
Grant, D. (1977) Portfolio performance and the cost of timing decisions, Journal of Finance, 32, 837-46.
-
(1977)
Journal of Finance
, vol.32
, pp. 837-846
-
-
Grant, D.1
-
9
-
-
0001264756
-
Mutual fund performance: An analysis of quarterly portfolio holdings
-
Grinblatt, J.M. and Titman, S. (1989a) Mutual fund performance: an analysis of quarterly portfolio holdings, Journal of Business, 393-16.
-
(1989)
Journal of Business
, pp. 393-416
-
-
Grinblatt, J.M.1
Titman, S.2
-
10
-
-
21144484811
-
Portfolio performance evaluation: Old issues and new insights
-
Grinblatt, J.M. and Titman, S. (1989b) Portfolio performance evaluation: old issues and new insights, Review of Financial Studies, 2, 393-421.
-
(1989)
Review of Financial Studies
, vol.2
, pp. 393-421
-
-
Grinblatt, J.M.1
Titman, S.2
-
11
-
-
84993660461
-
The persistence of mutual fund performance
-
Grinblatt, J.M. and Titman, S. (1992) The persistence of mutual fund performance, Journal of Finance, XLVII, 1977-84.
-
(1992)
Journal of Finance
, vol.47
, pp. 1977-1984
-
-
Grinblatt, J.M.1
Titman, S.2
-
12
-
-
0002500773
-
Market timing and mutual fund performance: An empirical investigation
-
Henriksson, R.D. (1984) Market timing and mutual fund performance: an empirical investigation, Journal of Business, 57, 73-96.
-
(1984)
Journal of Business
, vol.57
, pp. 73-96
-
-
Henriksson, R.D.1
-
13
-
-
0001309573
-
On market timing and investment performance H: Statistical procedures for evaluating forecasting skills
-
Henriksson, R.D. and Merton, R.C. (1981) On market timing and investment performance H: statistical procedures for evaluating forecasting skills, Journal of Business, 54, 513-33.
-
(1981)
Journal of Business
, vol.54
, pp. 513-533
-
-
Henriksson, R.D.1
Merton, R.C.2
-
14
-
-
0000849010
-
Assessing the market timing performance of managed portfolios
-
Jagannathan, R. and Korajczyk, R.A. (1986) Assessing the market timing performance of managed portfolios, Journal of Business, 59, 217-35.
-
(1986)
Journal of Business
, vol.59
, pp. 217-235
-
-
Jagannathan, R.1
Korajczyk, R.A.2
-
15
-
-
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, 389-416.
-
(1968)
Journal of Finance
, vol.23
, pp. 389-416
-
-
Jensen, M.C.1
-
16
-
-
0003250652
-
Optimal utilization of market forecasts and the evaluation of investment portfolio performance
-
G. Szego and K. Shell (eds), North Holland, Amsterdam
-
Jensen, M.C. (1972) Optimal utilization of market forecasts and the evaluation of investment portfolio performance. In Mathematical Methods in Investemenl and Finance, G. Szego and K. Shell (eds), North Holland, Amsterdam.
-
(1972)
Mathematical Methods in Investemenl and Finance
-
-
Jensen, M.C.1
-
17
-
-
0141759862
-
The effect of market risk on portfolio diversification
-
Klemkosky, R.C. and Martin, J.D. (1975) The effect of market risk on portfolio diversification, Journal of Finance, 30, 147-54.
-
(1975)
Journal of Finance
, vol.30
, pp. 147-154
-
-
Klemkosky, R.C.1
Martin, J.D.2
-
18
-
-
0002234180
-
Market timing, selectivity and mutual fund performance: Impirical investigation
-
Lee, C.F. and Rahman, S. (1990) Market timing, selectivity and mutual fund performance: impirical investigation, Journal of Business, 63, 261-78.
-
(1990)
Journal of Business
, vol.63
, pp. 261-278
-
-
Lee, C.F.1
Rahman, S.2
-
22
-
-
0000095552
-
Heteroscedasticity-consistent covariance matrix estimator and a direct test for heteroscedasticity
-
White, H. (1980) Heteroscedasticity-consistent covariance matrix estimator and a direct test for heteroscedasticity, Econometrica, 48, 817-38.
-
(1980)
Econometrica
, vol.48
, pp. 817-838
-
-
White, H.1
|