The Investment Performance of U.S. Equity Pension Fund Managers: An Empirical Investigation

The Journal of Finance

Volumn 48, Issue 3, 1993, Pages 1039-1055

  COGGIN, T DANIEL ^a   FABOZZI, FRANK J ^a   RAHMAN, SHAFIQUR ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84993901783     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.1993.tb04029.x     Document Type: Article

References (40)

1. Measuring investment performance in a rational expectations equilibrium model
2. Correcting for heteroscedasticity in tests for market timing ability
3. Determinants of portfolio performance
4. Survivorship bias in performance studies
5. Market timing and mutual fund investment performance
6. A meta‐analysis of mutual fund performance
7. The attributes, behavior, and performance of U.S. mutual funds
8. Evaluating the performance of international mutual funds
9. Differential information and performance measurement using a security market line
10. Components of investment performance
11. Portfolio performance and the cost of timing decisions
12. Mutual fund performance: An analysis of quarterly portfolio holdings
13. Portfolio performance evaluation: Old issues and new insights
14. Large sample properties of generalized method of moments estimators
15. Market timing and mutual fund performance: An empirical investigation
16. On the market timing and investment performance II: Statistical procedures for evaluating forecasting skills
17. A heteroscedasticity‐consistent covariance matrix estimator for time series regressions
18. Efficiency with costly information: A study of mutual fund performance, 1965–84
19. Turnover, fees and pension plan performance
20. Assessing the market timing performance of managed portfolios
21. The performance of mutual funds in the period 1945–1964
22. Risk, the pricing of capital assets, and the evaluation of investment portfolios
23. Optimal utilization of market forecasts and the evaluation of investment performance
24. The market‐timing performance of mutual fund managers
25. Estimation of time‐varying systematic risk and performance for mutual fund portfolios: An application of switching regression
26. The investment performance of mutual funds: An empirical investigation of timing, selectivity, and market efficiency
27. The structure and performance of the money management industry
28. Market timing, selectivity, and mutual fund performance: An empirical investigation
29. Mutual fund performance evaluation: A comparison of benchmarks and benchmark comparisons
30. Using generic benchmarks to present manager styles
31. Can mutual funds outguess the market?
32. A heteroscedasticity‐consistent covariance matrix estimator and a direct test for heteroscedasticity