-
2
-
-
12144279436
-
Mutual fund flows and performance in rational markets
-
Berk, J. B., and R. C. Green. 2004. Mutual Fund Flows and Performance in RationalMarkets. Journal of Political Economy 112(6):1269-1295
-
(2004)
Journal of Political Economy
, vol.112
, Issue.6
, pp. 1269-1295
-
-
Berk, J.B.1
Green, R.C.2
-
3
-
-
25644453074
-
Short-term persistence in mutual fund performance
-
Bollen, N. P. B., and J. A. Busse. 2004. Short-Term Persistence inMutual Fund Performance. Review of Financial Studies 18(2):569-597
-
(2004)
Review of Financial Studies
, vol.18
, Issue.2
, pp. 569-597
-
-
Bollen, N.P.B.1
Busse, J.A.2
-
6
-
-
0002624840
-
On persistence in mutual fund returns
-
Carhart, M. 1997. On Persistence in Mutual Fund Returns. Journal of Finance 52(1):57-82.
-
(1997)
Journal of Finance
, vol.52
, Issue.1
, pp. 57-82
-
-
Carhart, M.1
-
7
-
-
16244404602
-
Does fund size erode performance? Organizational diseconomies and active money management
-
Chen, J., H. Hong, M. Huang, and J. D. Kubik. 2004. Does Fund Size Erode Performance? Organizational Diseconomies and Active Money Management. American Economic Review 94(5):1276-1302
-
(2004)
American Economic Review
, vol.94
, Issue.5
, pp. 1276-1302
-
-
Chen, J.1
Hong, H.2
Huang, M.3
Kubik, J.D.4
-
8
-
-
19944387251
-
Judging fund managers by the company they keep
-
Cohen, R. B., J. D. Coval, and L. Pastor. 2005. Judging Fund Managers by the Company They Keep. Journal of Finance 60(3):1057-1096
-
(2005)
Journal of Finance
, vol.60
, Issue.3
, pp. 1057-1096
-
-
Cohen, R.B.1
Coval, J.D.2
Pastor, L.3
-
10
-
-
0039561990
-
Measuring mutual fund performance with characteristic-based benchmarks
-
Daniel, K., M. Grinblatt, S. Titman, and R. Wermers. 1997. Measuring Mutual Fund Performance with Characteristic-Based Benchmarks. Journal of Finance 52(3):1035-1058
-
(1997)
Journal of Finance
, vol.52
, Issue.3
, pp. 1035-1058
-
-
Daniel, K.1
Grinblatt, M.2
Titman, S.3
Wermers, R.4
-
12
-
-
84993924779
-
Components of investment performance
-
Fama, E. F. 1972. Components of Investment Performance. Journal of Finance 27(3):551-567
-
(1972)
Journal of Finance
, vol.27
, Issue.3
, pp. 551-567
-
-
Fama, E.F.1
-
13
-
-
33746832945
-
The disposition effect and underreaction to news
-
Frazzini, A. 2006. The Disposition Effect and Underreaction to News. Journal of Finance 61(4):2017-2046
-
(2006)
Journal of Finance
, vol.61
, Issue.4
, pp. 2017-2046
-
-
Frazzini, A.1
-
15
-
-
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 62(3):393-416.
-
(1989)
Journal of Business
, vol.62
, Issue.3
, pp. 393-416
-
-
Grinblatt, M.1
Titman, S.2
-
16
-
-
21144478549
-
Performance measurement without benchmarks: An examination of mutual fund returns
-
Grinblatt, M., and S. Titman. 1993. Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns. Journal of Business 66(1):47-68.
-
(1993)
Journal of Business
, vol.66
, Issue.1
, pp. 47-68
-
-
Grinblatt, M.1
Titman, S.2
-
18
-
-
0039056269
-
Another puzzle: The growth in actively managed mutual funds
-
Gruber, M. J. 1996. Another Puzzle: The Growth in Actively Managed Mutual Funds. Journal of Finance 51(3):783-810.
-
(1996)
Journal of Finance
, vol.51
, Issue.3
, pp. 783-810
-
-
Gruber, M.J.1
-
19
-
-
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(2):389-416.
-
(1968)
Journal of Finance
, vol.23
, Issue.2
, pp. 389-416
-
-
Jensen, M.C.1
-
20
-
-
2442659922
-
Portfolio optimization with tracking-error constraints
-
Jorion, P. 2003. Portfolio Optimization with Tracking-Error Constraints. Financial Analysts Journal 59(5):70-82.
-
(2003)
Financial Analysts Journal
, vol.59
, Issue.5
, pp. 70-82
-
-
Jorion, P.1
-
21
-
-
23944459531
-
On industry concentration of actively managed equity mutual funds
-
Kacperczyk, M. T., C. Sialm, and L. Zheng. 2005. On Industry Concentration of Actively Managed Equity Mutual Funds. Journal of Finance 60(4):1983-2011.
-
(2005)
Journal of Finance
, vol.60
, Issue.4
, pp. 1983-2011
-
-
Kacperczyk, M.T.1
Sialm, C.2
Zheng, L.3
-
23
-
-
42449092379
-
Improved forecasting of mutual fund alphas and betas
-
Mamaysky, H.,M. Spiegel, and H. Zhang. 2007. Improved Forecasting of Mutual Fund Alphas and Betas. Review of Finance 11(3):359-400.
-
(2007)
Review of Finance
, vol.11
, Issue.3
, pp. 359-400
-
-
Spiegel, M.M.H.1
Zhang, H.2
-
24
-
-
0036221467
-
Mutual fund performance and seemingly unrelated assets
-
Pastor, L., and R. F. Stambaugh. 2002. Mutual Fund Performance and Seemingly Unrelated Assets. Journal of Financial Economics 63:315-349
-
(2002)
Journal of Financial Economics
, vol.63
, pp. 315-349
-
-
Pastor, L.1
Stambaugh, R.F.2
-
26
-
-
55949096483
-
How does size affect mutual fund behavior?
-
Pollet, J. M., and M.Wilson. 2008. HowDoes SizeAffect Mutual Fund Behavior? Journal of Finance 63(6):2941-2969
-
(2008)
Journal of Finance
, vol.63
, Issue.6
, pp. 2941-2969
-
-
Pollet, J.M.1
Wilson, M.2
-
27
-
-
0002873890
-
A mean/variance analysis of tracking error
-
Roll, R. 1992. A Mean/Variance Analysis of Tracking Error. Journal of Portfolio Management 18(4):13-22.
-
(1992)
Journal of Portfolio Management
, vol.18
, Issue.4
, pp. 13-22
-
-
Roll, R.1
-
28
-
-
62949236614
-
Incentives and mutual fund benchmarks
-
Sensoy, B. A. 2009. Incentives and Mutual Fund Benchmarks. Journal of Financial Economics 92(1):25-39.
-
(2009)
Journal of Financial Economics
, vol.92
, Issue.1
, pp. 25-39
-
-
Sensoy, B.A.1
-
29
-
-
0006818286
-
Mutual fund herding and the impact on stock prices
-
Wermers, R. 1999. Mutual Fund Herding and the Impact on Stock Prices. Journal of Finance 54(2):581-622.
-
(1999)
Journal of Finance
, vol.54
, Issue.2
, pp. 581-622
-
-
Wermers, R.1
-
30
-
-
0038185576
-
Mutual fund performance: An empirical decomposition into stock-picking talent, style, transactions costs, and expenses
-
Wermers, R. 2000. Mutual Fund Performance: An Empirical Decomposition into Stock-Picking Talent, Style, Transactions Costs, and Expenses. Journal of Finance 55(4):1655-1695
-
(2000)
Journal of Finance
, vol.55
, Issue.4
, pp. 1655-1695
-
-
Wermers, R.1
|