SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Mutual fund investment performance
16 references·16 citing·32 second hopsampled
Mutual fund investment performance (1996)Mutual fund investment performanceOn Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills (2015)On Market Timing and Investme…How to Rate Management of Investment Funds (2012)How to Rate Management of Inv…The Sharpe Ratio (1994)The Sharpe RatioStocks, bonds, bills, and inflation yearbook (1993)Stocks, bonds, bills, and inf…Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios (1993)Efficiency with Costly Inform…Evaluating the Performance of International Mutual Funds (1990)Evaluating the Performance of…Portfolio Performance Evaluation: Old Issues and New Insights (1989)Portfolio Performance Evaluat…Efficiency With Costly Information: A Study of Mutual Fund Performance, 1965-1984 (1989)Efficiency With Costly Inform…Market Timing and Mutual Fund Performance: An Empirical Investigation (1984)Market Timing and Mutual Fund…Market Timing and Mutual Fund Investment Performance (1984)Market Timing and Mutual Fund…On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills (1981)On Market Timing and Investme…On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for Market Forecasts (1981)On Market Timing and Investme…ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION (1976)ON THE EFFICIENCY OF COMPETIT…Estimation of linear models with crossed-error structure (1974)Estimation of linear models w…THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…Mutual Fund Performance (1966)Mutual Fund PerformanceThe efficiency of mutual funds (2017)The efficiency of mutual fundsThe performance of US equity mutual funds (2015)The performance of US equity …Investor reactions to socially responsible investment (2015)Investor reactions to sociall…The Efficiency of Performance‐Based Fee Funds (2012)The Efficiency of Performance…Investor Reaction to Firm Environmental Management Reputation (2012)Investor Reaction to Firm Env…Institutional Interest in Corporate Responsibility: Portfolio Evidence and Ethical Explanation (2011)Institutional Interest in Cor…Survivorship Bias and Mutual Fund Performance: Relevance, Significance, and Methodical Differences (2010)Survivorship Bias and Mutual …MUTUAL FUND PORTFOLIO CHOICE IN THE PRESENCE OF DYNAMIC FLOWS (2010)MUTUAL FUND PORTFOLIO CHOICE …Investor Reactions to Diversity Reputation Signals (2010)Investor Reactions to Diversi…A comparative analysis of the performance of conventional and Islamic unit trust companies in Malaysia (2010)A comparative analysis of the…Managing mutual funds or managing expense ratios? Evidence from the Greek fund industry (2009)Managing mutual funds or mana…Italian Equity Funds: Efficiency and Performance Persistence (2008)Italian Equity Funds: Efficie…Effects of Market Segmentation and Bank Concentration on Mutual Fund Expenses and Returns: Evidence from Finland (2004)Effects of Market Segmentatio…Determinants of mutual fund underperformance: A Bayesian stochastic frontier approach (2003)Determinants of mutual fund u…The Performance of Italian Equity Funds (2001)The Performance of Italian Eq…Persistence of mutual fund operating characteristics: returns, turnover rates, and expense ratios (2001)Persistence of mutual fund op…On the Impossibility of Informationally Efficient Markets (1980)Investor flows and the assessed performance of open-end mutual funds (1999)Short-Term Persistence in Mutual Fund Performance (2004)False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas (2010)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The arbitrage theory of capital asset pricing (1976)Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)Risks and Portfolio Decisions Involving Hedge Funds (2003)Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios (1969)The capital asset pricing model: Some empirical tests (1972)Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons (1987)Survivor Bias and Mutual Fund Performance (1996)On the Timing Ability of Mutual Fund Managers (2001)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)Transmission of Volatility between Stock Markets (1990)Herd on the Street: Informational Inefficiencies in a Market with Short‐Term Speculation (1992)The Use of Knowledge in Society (1996)The Adaptive Markets Hypothesis (2004)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)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)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)The Structure and Performance of the Money Management Industry (1992)Global Capital and National Governments (2001)The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers (2001)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
  • 1966Mutual Fund Performance3,932 cited
  • 1994The Sharpe Ratio2,542 cited
  • 2012How to Rate Management of Investment Funds1,603 cited
  • 1976ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION1,438 cited
  • 1981On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills1,321 cited
  • 2015On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills1,206 cited
  • 1993Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios870 cited
  • 1984Market Timing and Mutual Fund Performance: An Empirical Investigation634 cited
  • 1989Efficiency With Costly Information: A Study of Mutual Fund Performance, 1965-1984633 cited
  • 1989Portfolio Performance Evaluation: Old Issues and New Insights583 cited
  • 1981On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for Market Forecasts504 cited
  • 1974Estimation of linear models with crossed-error structure478 cited
  • 1984Market Timing and Mutual Fund Investment Performance434 cited
  • 1990Evaluating the Performance of International Mutual Funds

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

399 cited
  • 1993Stocks, bonds, bills, and inflation yearbook379 cited
  • Cited by

    • 2011Institutional Interest in Corporate Responsibility: Portfolio Evidence and Ethical Explanation108 cited
    • 2003Determinants of mutual fund underperformance: A Bayesian stochastic frontier approach74 cited
    • 2010Survivorship Bias and Mutual Fund Performance: Relevance, Significance, and Methodical Differences65 cited
    • 2017The efficiency of mutual funds61 cited
    • 2010A comparative analysis of the performance of conventional and Islamic unit trust companies in Malaysia60 cited
    • 2004Effects of Market Segmentation and Bank Concentration on Mutual Fund Expenses and Returns: Evidence from Finland60 cited
    • 2001Persistence of mutual fund operating characteristics: returns, turnover rates, and expense ratios57 cited
    • 2001The Performance of Italian Equity Funds46 cited
    • 2010MUTUAL FUND PORTFOLIO CHOICE IN THE PRESENCE OF DYNAMIC FLOWS43 cited
    • 2015The performance of US equity mutual funds39 cited
    • 2009Managing mutual funds or managing expense ratios? Evidence from the Greek fund industry37 cited
    • 2012The Efficiency of Performance‐Based Fee Funds33 cited
    • 2012Investor Reaction to Firm Environmental Management Reputation33 cited
    • 2010Investor Reactions to Diversity Reputation Signals29 cited
    • 2015Investor reactions to socially responsible investment29 cited
    • 2008Italian Equity Funds: Efficiency and Performance Persistence20 cited