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Measuring Mutual Fund Performance
9 references·8 citing·38 second hop
Measuring Mutual Fund Performance (2009)Measuring Mutual Fund PerformanceHow to Rate Management of Investment Funds (2012)How to Rate Management of Inv…Evaluating Mutual Fund Performance (2001)Evaluating Mutual Fund Perfor…Morningstar Ratings and Mutual Fund Performance (2000)Morningstar Ratings and Mutua…Risk-Adjusted Performance (1997)Risk-Adjusted PerformanceOn Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…The Sharpe Ratio (1994)The Sharpe RatioTHE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…The Performance of Mutual Funds in the Period 1945-1964 (1968)The Performance of Mutual Fun…Mutual Fund Performance (1966)Mutual Fund PerformanceTakeover rumors: Returns and pricing of rumored targets (2015)Takeover rumors: Returns and …Testing the Weak Form of Efficient Market Hypothesis: Empirical Evidence from Jordan (2014)Testing the Weak Form of Effi…The Effects of Dividend Taxation on Short Selling and Market Quality (2013)The Effects of Dividend Taxat…Data Truncation Bias, Loss Firms, and Accounting Anomalies (2011)Data Truncation Bias, Loss Fi…Investment manager skill in small-cap equities (2010)Investment manager skill in s…A Review of Goal Programming for Portfolio Selection (2010)A Review of Goal Programming …Testing the Weak-Form Efficiency of the Palestinian Securities Market (2009)Testing the Weak-Form Efficie…On the validity of the augmented Fama and French’s (1993) model: evidence from the Hong Kong stock market (2009)On the validity of the augmen…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Modern Portfolio Theory and Investment Analysis. (1982)The Statistics of Sharpe Ratios (2002)An econometric model of serial correlation and illiquidity in hedge fund returns (2004)Deep Direct Reinforcement Learning for Financial Signal Representation and Trading (2016)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)A review of tax research (2010)Acquirer Valuation and Acquisition Decisions: Identifying Mispricing Using Short Interest (2011)Short‐selling constraints and corporate payout policy (2017)To own or not to own: Stock loans around dividend payments (2021)Portfolio Selection: Efficient Diversification of Investments (1959)What To Do (and Not to Do) with Time-Series Cross-Section Data (1995)A First Look at the Accuracy of the Crsp Mutual Fund Database and a Comparison of the Crsp and Morningstar Mutual Fund Databases (2003)Estimating the Dynamics of Mutual Fund Alphas and Betas (2007)Picking Winners? Investment Consultants' Recommendations of Fund Managers (2013)Multifactor Explanations of Asset Pricing Anomalies (1996)On the Industry Concentration of Actively Managed Equity Mutual Funds (2004)Judging Fund Managers by the Company They Keep (2005)Why mutual funds “underperform”☆ (2010)Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)An Engine, Not a Camera (2006)Why is the accrual anomaly not arbitraged away? The role of idiosyncratic risk and transaction costs (2006)Does the choice of performance measure influence the evaluation of hedge funds? (2007)Investigation of performance of Malaysian Islamic unit trust funds (2007)Efficient Capital Markets: II (1991)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)
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References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
  • 1966Mutual Fund Performance3,932 cited
  • 1994The Sharpe Ratio2,542 cited
  • 1968The Performance of Mutual Funds in the Period 1945-19641,708 cited
  • 2012How to Rate Management of Investment Funds1,603 cited
  • 1997Risk-Adjusted Performance581 cited
  • 2001Evaluating Mutual Fund Performance339 cited
  • 2000Morningstar Ratings and Mutual Fund Performance228 cited

Cited by

  • 2013The Effects of Dividend Taxation on Short Selling and Market Quality50 cited
  • 2010A Review of Goal Programming for Portfolio Selection45 cited
  • 2009Testing the Weak-Form Efficiency of the Palestinian Securities Market31 cited
  • 2011Data Truncation Bias, Loss Firms, and Accounting Anomalies29 cited
  • 2015Takeover rumors: Returns and pricing of rumored targets28 cited
  • 2009On the validity of the augmented Fama and French’s (1993) model: evidence from the Hong Kong stock market27 cited
  • 2010Investment manager skill in small-cap equities

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24 cited
  • 2014Testing the Weak Form of Efficient Market Hypothesis: Empirical Evidence from Jordan22 cited