메뉴 건너뛰기




Volumn 78, Issue 5, 2005, Pages 1917-1942

Performance persistence of pension-fund managers

Author keywords

[No Author keywords available]

Indexed keywords


EID: 33645674830     PISSN: 00219398     EISSN: None     Source Type: Journal    
DOI: 10.1086/431447     Document Type: Review
Times cited : (66)

References (34)
  • 1
    • 0011126716 scopus 로고    scopus 로고
    • A test of the persistence in the performance of UK managed funds
    • Allen, D. E., and M. L. Tan. 1999. A test of the persistence in the performance of UK managed funds. Journal of Business Finance and Accounting 26, nos. 5-6 (June-July): 559-93.
    • (1999) Journal of Business Finance and Accounting , vol.26 , Issue.5-6 JUNE-JULY , pp. 559-593
    • Allen, D.E.1    Tan, M.L.2
  • 3
    • 0040036834 scopus 로고    scopus 로고
    • Asset allocation dynamics and pension fund performance
    • _. 1999. Asset allocation dynamics and pension fund performance. Journal of Business 72:429-61.
    • (1999) Journal of Business , vol.72 , pp. 429-461
  • 4
    • 0002914514 scopus 로고    scopus 로고
    • The birth and death processes of mutual funds
    • Blake, D., and A. Timmermann. 1998. The birth and death processes of mutual funds European Finance Review 2:57-77.
    • (1998) European Finance Review , vol.2 , pp. 57-77
    • Blake, D.1    Timmermann, A.2
  • 8
    • 0033474511 scopus 로고    scopus 로고
    • Survivorship bias and attrition effects in measures of performance persistence
    • Carpenter, J. N., and A. W. Lynch. 1999. Survivorship bias and attrition effects in measures of performance persistence. Journal of Financial Economics 54:337-74.
    • (1999) Journal of Financial Economics , vol.54 , pp. 337-374
    • Carpenter, J.N.1    Lynch, A.W.2
  • 10
    • 0002624840 scopus 로고    scopus 로고
    • On persistence in mutual fund performance
    • _. 1997b. On persistence in mutual fund performance. Journal of Finance 52:57-82.
    • (1997) Journal of Finance , vol.52 , pp. 57-82
  • 11
    • 84993901783 scopus 로고
    • The investment performance of US equity pension fund managers: An empirical investigation
    • Coggin, T. D., F. J. Fabozzi, and S. Rahman. 1993. The investment performance of US equity pension fund managers: An empirical investigation. Journal of Finance 48:1039-55.
    • (1993) Journal of Finance , vol.48 , pp. 1039-1055
    • Coggin, T.D.1    Fabozzi, F.J.2    Rahman, S.3
  • 12
    • 33645688293 scopus 로고    scopus 로고
    • London: Consumers' Association
    • Consumers' Association. 1997. A blueprintfor better pensions. London: Consumers' Association.
    • (1997) A Blueprintfor Better Pensions
  • 13
    • 0039561990 scopus 로고    scopus 로고
    • Measuring mutual fund performance with characteristic based benchmarks
    • Daniel, K., M. Grinblatt, S. Titmanm and R. Wermers. 1997. Measuring mutual fund performance with characteristic based benchmarks. Journal of Finance 52:1035-58.
    • (1997) Journal of Finance , vol.52 , pp. 1035-1058
    • Daniel, K.1    Grinblatt, M.2    Titmanm, S.3    Wermers, R.4
  • 15
  • 16
    • 0039056070 scopus 로고    scopus 로고
    • Measuring fund strategy and performance in changing economic decisions
    • Ferson, W. E. and R. Schadt. 1996. Measuring fund strategy and performance in changing economic decisions. Journal of Finance, 51:425-62.
    • (1996) Journal of Finance , vol.51 , pp. 425-462
    • Ferson, W.E.1    Schadt, R.2
  • 18
    • 0036888007 scopus 로고    scopus 로고
    • An exploration of the persistence of UK unit trust performance
    • Fletcher, J., and D. Forbes. 2002. An exploration of the persistence of UK unit trust performance. Journal of Empirical Finance 9, no. 5, 475-96.
    • (2002) Journal of Empirical Finance , vol.9 , Issue.5 , pp. 475-496
    • Fletcher, J.1    Forbes, D.2
  • 20
    • 84924035179 scopus 로고    scopus 로고
    • Performance of personal pension schemes in the UK
    • London School of Economics
    • Gregory, A., and I. Tonks. 2004. Performance of personal pension schemes in the UK. Discussion paper no. 22 FMG/UBS Series. London School of Economics.
    • (2004) Discussion Paper No. 22 FMG/UBS Series
    • Gregory, A.1    Tonks, I.2
  • 21
    • 84993660461 scopus 로고
    • Persistence in mutual fund performance
    • Grinblatt, M., and S. Titman. 1992. Persistence in mutual fund performance. Journal of Finance 47:1977-84.
    • (1992) Journal of Finance , vol.47 , pp. 1977-1984
    • Grinblatt, M.1    Titman, S.2
  • 22
    • 0000741932 scopus 로고
    • Momentum investment strategies, portfolio performance and herding: A study of mutual fund behaviour
    • Grinblatt, M., S. Titman, and R. Wermers. 1995. Momentum investment strategies, portfolio performance and herding: A study of mutual fund behaviour. American Economic Review 85:1088-1105.
    • (1995) American Economic Review , vol.85 , pp. 1088-1105
    • Grinblatt, M.1    Titman, S.2    Wermers, R.3
  • 23
    • 84993917531 scopus 로고
    • Hot hands in mutual funds: Short run persistence of relative performance, 1974-1988
    • Hendricks, D., J. Patel, and R. Zeckhauser. 1993. Hot hands in mutual funds: Short run persistence of relative performance, 1974-1988. Journal of Finance 48:93-130.
    • (1993) Journal of Finance , vol.48 , pp. 93-130
    • Hendricks, D.1    Patel, J.2    Zeckhauser, R.3
  • 26
    • 84993907227 scopus 로고
    • Returns to buying winners and selling losers: Implications for stock market efficiency
    • Jegadeesh, N., and S. Titman. 1993. Returns to buying winners and selling losers: implications for stock market efficiency. Journal of Finance 48:65-91.
    • (1993) Journal of Finance , vol.48 , pp. 65-91
    • Jegadeesh, N.1    Titman, S.2
  • 27
    • 0000486548 scopus 로고
    • 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
  • 29
    • 84993848940 scopus 로고
    • Returns from investing in equity mutual funds 1971 to 1991
    • Malkiel, B. G. 1995. Returns from investing in equity mutual funds 1971 to 1991. Journal of Finance 50:549-72.
    • (1995) Journal of Finance , vol.50 , pp. 549-572
    • Malkiel, B.G.1
  • 31
    • 33645659376 scopus 로고    scopus 로고
    • London: Occupational Pensions Regulatory Authority
    • Occupational Pensions Regulatory Authority. 2001. Pensions registry. London: Occupational Pensions Regulatory Authority.
    • (2001) Pensions Registry
  • 33
    • 33645680410 scopus 로고    scopus 로고
    • Equity performance of segregated pension funds in the UK
    • Thomas, A., and I. Tonks. 2001. Equity performance of segregated pension funds in the UK. Journal of Asset Management 1, no. 4:321-43
    • (2001) Journal of Asset Management , vol.1 , Issue.4 , pp. 321-343
    • Thomas, A.1    Tonks, I.2
  • 34
    • 0003550097 scopus 로고    scopus 로고
    • Momentum investment strategies of mutual funds, performance persistence and survivorship bias
    • University of Colorado at Boulder
    • Wermers, R. 1997. Momentum investment strategies of mutual funds, performance persistence and survivorship bias. Working paper, University of Colorado at Boulder.
    • (1997) Working Paper
    • Wermers, R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.