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Volumn 22, Issue 1, 2008, Pages 47-66

Implied measures of relative fund performance

Author keywords

Fund management; Relative performance

Indexed keywords


EID: 38749137753     PISSN: 15554961     EISSN: 1555497X     Source Type: Journal    
DOI: 10.1007/s11408-007-0070-6     Document Type: Article
Times cited : (2)

References (13)
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    • Agarwal, V.1    Naik, N.Y.2
  • 2
    • 33748419514 scopus 로고    scopus 로고
    • The effect of market regimes on style allocation
    • Ammann, M., Verhofen, M.: The effect of market regimes on style allocation. Financ. Mark. Portfolio Manag. 20, 309-337 (2006)
    • (2006) Financ. Mark. Portfolio Manag. , vol.20 , pp. 309-337
    • Ammann, M.1    Verhofen, M.2
  • 6
    • 0002624840 scopus 로고    scopus 로고
    • On persistence in mutual fund performance
    • Carhart, M.M.: On persistence in mutual fund performance. J. Financ. 52, 57-82 (1997)
    • (1997) J. Financ. , vol.52 , pp. 57-82
    • Carhart, M.M.1
  • 8
    • 19944387251 scopus 로고    scopus 로고
    • Judging fund managers by the company they keep
    • Cohen, R., Coval, J., Pástor, L.: Judging fund managers by the company they keep. J. Financ. 60, 1057-1096 (2005)
    • (2005) J. Financ. , vol.60 , pp. 1057-1096
    • Cohen, R.1    Coval, J.2    Pástor, L.3
  • 9
    • 0039561990 scopus 로고    scopus 로고
    • Measuring mutual fund performance with characteristic-based benchmarks
    • Daniel, K., Grinblatt, M., Titman, S., Wermers, R.: Measuring mutual fund performance with characteristic-based benchmarks. J. Financ. 52, 1035-1058 (1997)
    • (1997) J. Financ. , vol.52 , pp. 1035-1058
    • Daniel, K.1    Grinblatt, M.2    Titman, S.3    Wermers, R.4
  • 10
    • 38549147867 scopus 로고
    • Common risk factors in the returns on stocks and bonds
    • Fama, E.F., French, K.R.: Common risk factors in the returns on stocks and bonds. J. Financ. Econ. 33, 3-56 (1993)
    • (1993) J. Financ. Econ. , vol.33 , pp. 3-56
    • Fama, E.F.1    French, K.R.2
  • 11
    • 33846955461 scopus 로고    scopus 로고
    • Return decomposition of absolute-performance multi-asset class portfolios
    • Illmer, S.J., Marty, W.: Return decomposition of absolute-performance multi-asset class portfolios. Financ. Mark. Portfolio Manag. 21, 121-134 (2007)
    • (2007) Financ. Mark. Portfolio Manag. , vol.21 , pp. 121-134
    • Illmer, S.J.1    Marty, W.2
  • 12
    • 33846513381 scopus 로고    scopus 로고
    • Relative importance of hedge fund characteristics
    • LeMoigne, C., Savaria, P.: Relative importance of hedge fund characteristics. Financ. Mark. Portfolio Manag. 20, 419-441 (2006)
    • (2006) Financ. Mark. Portfolio Manag. , vol.20 , pp. 419-441
    • Lemoigne, C.1    Savaria, P.2
  • 13
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    • Mutual fund herding and the impact on stock prices
    • Wermers, R.: Mutual fund herding and the impact on stock prices. J. Financ. 54, 581-622 (1999)
    • (1999) J. Financ. , vol.54 , pp. 581-622
    • Wermers, R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.