-
1
-
-
0001836487
-
Measuring Investment Performance in a Rational Expectations Equilibrium Model
-
Admati, A., and S.A. Ross. 1985. "Measuring Investment Performance in a Rational Expectations Equilibrium Model." Journal of Business, vol. 58, no. 1 (January):1-26.
-
(1985)
Journal of Business
, vol.58
, Issue.1 JANUARY
, pp. 1-26
-
-
Admati, A.1
Ross, S.A.2
-
2
-
-
0010994022
-
Cluster Analysis and Manager Selection
-
Bailey, J.V., and R.D. Arnott. 1986. "Cluster Analysis and Manager Selection." Financial Analysts Journal, vol. 42, no. 6 (November/December):20-28.
-
(1986)
Financial Analysts Journal
, vol.42
, Issue.6 NOVEMBER-DECEMBER
, pp. 20-28
-
-
Bailey, J.V.1
Arnott, R.D.2
-
3
-
-
1242300561
-
Survivorship Bias in Performance Studies
-
Brown, S.J., W. Goetzmann, R.G. Ibbotson, and S.A. Ross. 1992. "Survivorship Bias in Performance Studies." Review of Financial Studies, vol. 5, no. 4 (Winter):553-580.
-
(1992)
Review of Financial Studies
, vol.5
, Issue.4 WINTER
, pp. 553-580
-
-
Brown, S.J.1
Goetzmann, W.2
Ibbotson, R.G.3
Ross, S.A.4
-
4
-
-
0002344777
-
Market Timing and Mutual Fund Investment Performance
-
Chang, E.C., and W.C. Lewellen. 1984. "Market Timing and Mutual Fund Investment Performance." Journal of Business, vol. 57, no. 1 (January):57-72.
-
(1984)
Journal of Business
, vol.57
, Issue.1 JANUARY
, pp. 57-72
-
-
Chang, E.C.1
Lewellen, W.C.2
-
5
-
-
21844525555
-
Equity Style Classifications
-
Christopherson, J.A. 1995. "Equity Style Classifications." Journal of Portfolio Management, vol. 21, no. 3 (Spring):32-43.
-
(1995)
Journal of Portfolio Management
, vol.21
, Issue.3 SPRING
, pp. 32-43
-
-
Christopherson, J.A.1
-
6
-
-
84993901783
-
The Investment Performance of U.S. Equity Pension Fund Managers
-
Coggin, T.D., F.J. Fabozzi, and S. Rahman. 1993. "The Investment Performance of U.S. Equity Pension Fund Managers." Journal of Finance, vol. 48, no. 3 (July):1039-55.
-
(1993)
Journal of Finance
, vol.48
, Issue.3 JULY
, pp. 1039-1055
-
-
Coggin, T.D.1
Fabozzi, F.J.2
Rahman, S.3
-
7
-
-
0002454751
-
Mutual Fund Misclassification: Evidence Based on Style Analysis
-
DiBartolomeo, D., and E. Witkowski. 1997. "Mutual Fund Misclassification: Evidence Based on Style Analysis." Financial Analysts Journal, vol. 53, no. 5 (September/October):32-43.
-
(1997)
Financial Analysts Journal
, vol.53
, Issue.5 SEPTEMBER-OCTOBER
, pp. 32-43
-
-
DiBartolomeo, D.1
Witkowski, E.2
-
8
-
-
84977737676
-
The Cross-Section of Expected Stock Returns
-
Fama, E.F., and K.R. French. 1992. "The Cross-Section of Expected Stock Returns." Journal of Finance, vol. 47, no. 2 (June):427-466.
-
(1992)
Journal of Finance
, vol.47
, Issue.2 JUNE
, pp. 427-466
-
-
Fama, E.F.1
French, K.R.2
-
9
-
-
0031101945
-
Benefits of Proper Style Classification for Equity Portfolio Managers
-
Gallo, J.G., and L.J. Lockwood. 1997. "Benefits of Proper Style Classification for Equity Portfolio Managers." Journal of Portfolio Management, vol. 23, no. 3 (Spring):47-56.
-
(1997)
Journal of Portfolio Management
, vol.23
, Issue.3 SPRING
, pp. 47-56
-
-
Gallo, J.G.1
Lockwood, L.J.2
-
10
-
-
0001264756
-
Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings
-
Grinblatt, M., and S. Titman. 1989. "Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings." Journal of Business, vol. 62, no. 3 (July):393-416.
-
(1989)
Journal of Business
, vol.62
, Issue.3 JULY
, pp. 393-416
-
-
Grinblatt, M.1
Titman, S.2
-
11
-
-
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, vol. 23, no. 2 (June):389-416.
-
(1968)
Journal of Finance
, vol.23
, Issue.2 JUNE
, pp. 389-416
-
-
Jensen, M.C.1
-
12
-
-
0003250652
-
Optimal Utilization of Market Forecasts and the Evaluation of Investment Portfolio Performance
-
Edited by Georgio Szego and Karl Shell. Amsterdam: North Holland
-
_. 1972. "Optimal Utilization of Market Forecasts and the Evaluation of Investment Portfolio Performance." In Mathematical Methods in Investment and Finance. Edited by Georgio Szego and Karl Shell. Amsterdam: North Holland.
-
(1972)
Mathematical Methods in Investment and Finance
-
-
-
13
-
-
0002234180
-
Market Timing, Selectivity, and Mutual Fund Performance: An Empirical Investigation
-
Lee, C.F., and S. Rahman. 1990. "Market Timing, Selectivity, and Mutual Fund Performance: An Empirical Investigation." Journal of Business, vol. 63, no. 2 (April):261-278.
-
(1990)
Journal of Business
, vol.63
, Issue.2 APRIL
, pp. 261-278
-
-
Lee, C.F.1
Rahman, S.2
-
15
-
-
0001752951
-
Mutual Fund Performance
-
Sharpe, W.F. 1966. "Mutual Fund Performance." Journal of Business, vol. 39, no. 1 (January):119-138.
-
(1966)
Journal of Business
, vol.39
, Issue.1 JANUARY
, pp. 119-138
-
-
Sharpe, W.F.1
-
16
-
-
0002716956
-
Asset Allocation: Management Style and Performance Measurement
-
_. 1992. "Asset Allocation: Management Style and Performance Measurement." Journal of Portfolio Management, vol. 18, no. 2 (Winter):7-19.
-
(1992)
Journal of Portfolio Management
, vol.18
, Issue.2 WINTER
, pp. 7-19
-
-
-
17
-
-
0003037746
-
Using Generic Benchmarks to Present Manager Styles
-
Tierney, D.E., and K. Winston. 1991. "Using Generic Benchmarks to Present Manager Styles." Journal of Portfolio Management, vol. 17, no. 4 (Summer):33-36.
-
(1991)
Journal of Portfolio Management
, vol.17
, Issue.4 SUMMER
, pp. 33-36
-
-
Tierney, D.E.1
Winston, K.2
-
18
-
-
0001739404
-
Can Mutual Funds Outguess the Market?
-
Treynor, J.L., and F. Mazuy. 1966. "Can Mutual Funds Outguess the Market?" Harvard Business Review, vol. 44, no. 4:131-136.
-
(1966)
Harvard Business Review
, vol.44
, Issue.4
, pp. 131-136
-
-
Treynor, J.L.1
Mazuy, F.2
-
19
-
-
21844514820
-
Equity Style Classifications: A Comment
-
Trzcinka, C.A. 1995. "Equity Style Classifications: A Comment." Journal of Portfolio Management, vol. 21, no. 3 (Spring):44-46.
-
(1995)
Journal of Portfolio Management
, vol.21
, Issue.3 SPRING
, pp. 44-46
-
-
Trzcinka, C.A.1
|