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Equity mutual fund managers performance in Greece
11 references·0 citing·39 second hop
Equity mutual fund managers performance in Greece (2001)Equity mutual fund managers performance i…Comparative measures of performance for U.S.-based international equity mutual funds (1996)Comparative measures of perfo…The Investment Performance of U.S. Equity Pension Fund Managers: An Empirical Investigation (1993)The Investment Performance of…Evaluating the Performance of International Mutual Funds (1990)Evaluating the Performance of…Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons (1987)Mutual Fund Performance Evalu…Market Timing and Mutual Fund Performance: An Empirical Investigation (1984)Market Timing and Mutual Fund…The Investment Performance of Mutual Funds: An Empirical Investigation of Timing, Selectivity, and Market Efficiency (1979)The Investment Performance of…Is Fund Growth Related to Fund Performance? (1978)Is Fund Growth Related to Fun…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios (1969)Risk, The Pricing of Capital …THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…The financial analysts journal (1960)The financial analysts journalThe capital asset pricing model: Some empirical tests (1972)Survivor Bias and Mutual Fund Performance (1996)On the Timing Ability of Mutual Fund Managers (2001)On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills (2015)Statistical Methods for Meta-Analysis. (1986)Statistical Methods for Meta-Analysis (1988)Conditional performance measurement using portfolio weights: evidence for pension funds (2002)Just How Much Do Individual Investors Lose By Trading? (2005)The Selection and Termination of Investment Management Firms by Plan Sponsors (2008)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)A neural network approach to mutual fund net asset value forecasting (1996)AN EMPIRICAL ANALYSIS OF MUTUAL FUND EXPENSES (1997)The relationship between mutual fund fees and expenses and their effects on performance (1998)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)The relationship between return and market value of common stocks (1981)Sources of risk and expected returns in global equity markets (1994)Diversification, Integration and Emerging Market Closed‐End Funds (1996)Do mutual funds time the market? Evidence from portfolio holdings (2007)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)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Performance Hypothesis Testing with the Sharpe and Treynor Measures (1981)Time-varying conditional covariances in tests of asset pricing models (1989)Measuring abnormal performance (1992)Family Matters: Rankings Within Fund Families and Fund Inflows (2007)Family Values and the Star Phenomenon: Strategies of Mutual Fund Families (2011)Management dynamics in the knowledge economy (2016)Portfolio Performance Evaluation: Old Issues and New Insights (1989)Mutual fund styles (1997)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Modelling the persistence of conditional variances (1986)First Impressions Matter: A Model of Confirmatory Bias (1999)Institutional Investors and Equity Prices (2001)
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References

  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
  • 1960The financial analysts journal1,043 cited
  • 1969Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios941 cited
  • 1984Market Timing and Mutual Fund Performance: An Empirical Investigation634 cited
  • 1987Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons581 cited
  • 1990Evaluating the Performance of International Mutual Funds399 cited
  • 1993The Investment Performance of U.S. Equity Pension Fund Managers: An Empirical Investigation259 cited
  • 1979The Investment Performance of Mutual Funds: An Empirical Investigation of Timing, Selectivity, and Market Efficiency167 cited
  • 1978Is Fund Growth Related to Fund Performance?70 cited
  • 1996Comparative measures of performance for U.S.-based international equity mutual funds60 cited

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