메뉴 건너뛰기




Volumn 33, Issue 3, 2010, Pages 249-265

Mutual funds selection based on funds characteristics

Author keywords

[No Author keywords available]

Indexed keywords


EID: 77956635543     PISSN: 02702592     EISSN: 14756803     Source Type: Journal    
DOI: 10.1111/j.1475-6803.2010.01270.x     Document Type: Article
Times cited : (6)

References (19)
  • 1
    • 74249121972 scopus 로고    scopus 로고
    • False discoveries in mutual fund performance: Measuring luck in estimated alphas
    • Barras L, Scaillet O, Wermers R. False discoveries in mutual fund performance: Measuring luck in estimated alphas. Journal of Finance 65:179-216. 2010
    • Journal of Finance , vol.65 , pp. 179-216
    • Barras, L.1    Scaillet, O.2    Wermers, R.3
  • 2
    • 25644453074 scopus 로고    scopus 로고
    • Short-term persistence in mutual fund performance
    • Bollen N P B, Busse J A. Short-term persistence in mutual fund performance. Review of Financial Studies 2005, 18:569-97.
    • (2005) Review of Financial Studies , vol.18 , pp. 569-597
    • Bollen, N.P.B.1    Busse, J.A.2
  • 4
    • 0002624840 scopus 로고    scopus 로고
    • On persistence in mutual fund performance
    • Carhart M M. On persistence in mutual fund performance. Journal of Finance 1997, 52:57-82.
    • (1997) Journal of Finance , vol.52 , pp. 57-82
    • Carhart, M.M.1
  • 5
    • 16244404602 scopus 로고    scopus 로고
    • Does fund size erode mutual fund performance? The role of liquidity and organization
    • Chen J, Hong H, Huang M, Kubik J D. Does fund size erode mutual fund performance? The role of liquidity and organization. American Economic Review 2004, 94:1276-1302.
    • (2004) American Economic Review , vol.94 , pp. 1276-1302
    • Chen, J.1    Hong, H.2    Huang, M.3    Kubik, J.D.4
  • 6
    • 0010858944 scopus 로고    scopus 로고
    • The persistence of risk-adjusted mutual fund performance
    • Elton E J, Gruber M J, Blake C R. The persistence of risk-adjusted mutual fund performance. Journal of Business 1996, 69:133-57.
    • (1996) Journal of Business , vol.69 , pp. 133-157
    • Elton, E.J.1    Gruber, M.J.2    Blake, C.R.3
  • 7
    • 1642309198 scopus 로고    scopus 로고
    • Are investors rational? Choices among index funds
    • Elton E J, Gruber M J, Busse J A. Are investors rational? Choices among index funds. Journal of Finance 2004, 59:261-88.
    • (2004) Journal of Finance , vol.59 , pp. 261-288
    • Elton, E.J.1    Gruber, M.J.2    Busse, J.A.3
  • 8
    • 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. Journal of Financial Economics 1993, 33:3-56.
    • (1993) Journal of Financial Economics , vol.33 , pp. 3-56
    • Fama, E.F.1    French, K.R.2
  • 9
  • 10
    • 84971947408 scopus 로고
    • A study of monthly mutual fund returns and performance evaluation techniques
    • Grinblatt M, Titman S. A study of monthly mutual fund returns and performance evaluation techniques. Journal of Financial and Quantitative Analysis 1994, 29:419-44.
    • (1994) Journal of Financial and Quantitative Analysis , vol.29 , pp. 419-444
    • Grinblatt, M.1    Titman, S.2
  • 11
    • 84993917531 scopus 로고
    • Hot hands in mutual funds: Short-run persistence of relative performance 1974-1988
    • Hendricks D, Patel J, Zeckhauser R. Hot hands in mutual funds: Short-run persistence of relative performance 1974-1988. Journal of Finance 1993, 48:93-130.
    • (1993) Journal of Finance , vol.48 , pp. 93-130
    • Hendricks, D.1    Patel, J.2    Zeckhauser, R.3
  • 12
    • 33847113253 scopus 로고    scopus 로고
    • Cross-sectional learning and short-run persistence in mutual fund performance
    • Huij J, Verbeek M. Cross-sectional learning and short-run persistence in mutual fund performance. Journal of Banking and Finance 2007, 31:973-97.
    • (2007) Journal of Banking and Finance , vol.31 , pp. 973-997
    • Huij, J.1    Verbeek, M.2
  • 13
    • 23944459531 scopus 로고    scopus 로고
    • On the industry concentration of actively managed equity mutual funds
    • Kacperczyk M, Sialm C, Zheng L. On the industry concentration of actively managed equity mutual funds. Journal of Finance 2005, 60:1983-2011.
    • (2005) Journal of Finance , vol.60 , pp. 1983-2011
    • Kacperczyk, M.1    Sialm, C.2    Zheng, L.3
  • 15
    • 33947501244 scopus 로고    scopus 로고
    • Do hedge funds deliver alpha? A Bayesian and bootstrap analysis
    • Kosowski R, Naik N Y, Teo M. Do hedge funds deliver alpha? A Bayesian and bootstrap analysis. Journal of Financial Economics 2007, 84:229-64.
    • (2007) Journal of Financial Economics , vol.84 , pp. 229-264
    • Kosowski, R.1    Naik, N.Y.2    Teo, M.3
  • 16
    • 33846251341 scopus 로고    scopus 로고
    • Can mutual fund " stars" really pick stocks? New evidence from a bootstrap analysis
    • Kosowski R, Timmermann A, Wermers R, White H. Can mutual fund " stars" really pick stocks? New evidence from a bootstrap analysis. Journal of Finance 2006, 61:2551-96.
    • (2006) Journal of Finance , vol.61 , pp. 2551-2596
    • Kosowski, R.1    Timmermann, A.2    Wermers, R.3    White, H.4
  • 18
    • 0036221467 scopus 로고    scopus 로고
    • Mutual fund performance and seemingly unrelated assets
    • Pastor L, Stambaugh R F. Mutual fund performance and seemingly unrelated assets. Journal of Financial Economics 2002, 63:315-49.
    • (2002) Journal of Financial Economics , vol.63 , pp. 315-349
    • Pastor, L.1    Stambaugh, R.F.2
  • 19
    • 0038185576 scopus 로고    scopus 로고
    • Mutual fund performance: An empirical decomposition into stock-picking talent, style, trasactions costs, and expenses
    • Wermers R. Mutual fund performance: An empirical decomposition into stock-picking talent, style, trasactions costs, and expenses. Journal of Finance 2000, 55:1655-95.
    • (2000) Journal of Finance , vol.55 , pp. 1655-1695
    • Wermers, R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.