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Performance benchmarks for institutional investors
12 references·3 citing·46 second hop
Performance benchmarks for institutional investors (2002)Performance benchmarks for institutional …Performance clustering and incentives in the UK pension fund industry (2002)Performance clustering and in…Financial Market Analysis (1999)Financial Market AnalysisAsset Allocation Dynamics and Pension Fund Performance (1999)Asset Allocation Dynamics and…Mutual Fund Performance: Evidence from the UK (1998)Mutual Fund Performance: Evid…Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance (1998)Conditioning Manager Alphas o…Measuring Fund Strategy and Performance in Changing Economic Conditions (1996)Measuring Fund Strategy and P…The Investment Performance of U.S. Equity Pension Fund Managers: An Empirical Investigation (1993)The Investment Performance of…Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)Hot Hands in Mutual Funds: Sh…Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios (1993)Efficiency with Costly Inform…The Structure and Performance of the Money Management Industry (1992)The Structure and Performance…Lectures on macroeconomics (1990)Lectures on macroeconomicsAssessing Dynamic Efficiency: Theory and Evidence (1989)Assessing Dynamic Efficiency:…New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods (2017)New Evidence on Mutual Fund P…Regulatory induced herding? Evidence from Polish pension funds (2011)Regulatory induced herding? E…Polish Pension Funds, Does The System Work? Cost, Efficiency and Performance MeasurementIssuesPolish Pension Funds, Does Th…Mutual Fund Performance (1966)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)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)Risk, Return, and Equilibrium: Empirical Tests (1973)Efficient Capital Markets: II (1991)Breadth of ownership and stock returns (2002)The market for borrowing stock (2002)The Small World of Investing: Board Connections and Mutual Fund Returns (2008)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)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)International evidence on ethical mutual fund performance and investment style (2004)On the Industry Concentration of Actively Managed Equity Mutual Funds (2005)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Volatility Timing in Mutual Funds: Evidence from Daily Returns (1999)Performance and Characteristics of Swedish Mutual Funds (2000)Performance and Persistence in Institutional Investment Management (2010)Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings (1989)Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)The Stochastic Programming Approach to Asset, Liability, and Wealth Management (2003)Estimating the Dynamics of Mutual Fund Alphas and Betas (2007)How should individual investors diversify? An empirical evaluation of alternative asset allocation policies (2013)Why Is There Mandatory Retirement? (1979)Are small investors naive about incentives? (2007)The Idiosyncratic Volatility Puzzle: Time Trend or Speculative Episodes? (2009)Money Doctors (2014)Measuring security price performance (1980)Risk Taking by Mutual Funds as a Response to Incentives (1997)The Financial Performance of a Socially Responsible Investment Over Time and a Possible Link with Corporate Social Responsibility (2005)Performance and Performance Persistence of ‘Ethical’ Unit Trusts in the UK (2007)The impact of the Arab Spring and the Ebola outbreak on African equity mutual fund investor decisions (2017)Rational Asset Pricing Bubbles (1997)The cyclical behaviour of fiscal policy: evidence from the OECD (2002)Long-term economic growth projections in the Shared Socioeconomic Pathways (2015)The Sustainability of Budget Deficits in a Stochastic Economy (1995)Chapter 25 Government debt (1999)
this work references cited by second hop

References

  • 1996Measuring Fund Strategy and Performance in Changing Economic Conditions1,759 cited
  • 1990Lectures on macroeconomics1,389 cited
  • 1993Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-19881,219 cited
  • 1993Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios870 cited
  • 1989Assessing Dynamic Efficiency: Theory and Evidence671 cited
  • 1992The Structure and Performance of the Money Management Industry572 cited
  • 1998Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance430 cited
  • 1999Asset Allocation Dynamics and Pension Fund Performance351 cited
  • 1993The Investment Performance of U.S. Equity Pension Fund Managers: An Empirical Investigation259 cited
  • 1998Mutual Fund Performance: Evidence from the UK232 cited
  • 1999Financial Market Analysis166 cited
  • 2002Performance clustering and incentives in the UK pension fund industry82 cited

Cited by

  • 2017New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods37 cited
  • n.d.Polish Pension Funds, Does The System Work? Cost, Efficiency and Performance MeasurementIssues25 cited

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2011
Regulatory induced herding? Evidence from Polish pension funds
25 cited