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Value Creation and Determinants of Equity Fund Performance
12 references·2 citing·35 second hop
Value Creation and Determinants of Equity Fund Performance (1999)Value Creation and Determinants of Equity…How to Rate Management of Investment Funds (2012)How to Rate Management of Inv…The Effects of Mutual Fund Managers’ Characteristics on Their Portfolio Performance, Risk and Fees (1996)The Effects of Mutual Fund Ma…The effect of loads and expenses on open-end mutual fund returns (1996)The effect of loads and expen…Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)Returns from Investing in Equ…A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques (1994)A Study of Monthly Mutual Fun…On Studies of Mutual Fund Performance, 1962–1991 (1993)On Studies of Mutual Fund Per…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 Study of Mutual Fund Performance, 1965-1984 (1989)Efficiency With Costly Inform…The Market-Timing Performance of Mutual Fund Managers (1983)The Market-Timing Performance…THE 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 PerformancePredicting Tunisian mutual fund performance using dynamic panel data model (2011)Predicting Tunisian mutual fu…Management structure and the performance of funds of mutual funds (2008)Management structure and the …CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)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)The arbitrage theory of capital asset pricing (1976)A neural network approach to mutual fund net asset value forecasting (1996)The relationship between mutual fund fees and expenses and their effects on performance (1998)Market Timing: Style and Size Rotation Using the VIX (1999)Risk Reduction as a Managerial Motive for Conglomerate Mergers (1981)Executive incentives and the horizon problem (1991)Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry (1996)Manager education and mutual fund performance (2006)Board members' education and firm performance: evidence from a developing economy (2013)Covid-19 and asset management in EU: a preliminary assessment of performance and investment styles (2020)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)The relationship between return and market value of common stocks (1981)Mutual fund performance and seemingly unrelated assets (2002)Is Money Really 'Smart'? New Evidence on the Relation between Mutual Fund Flows, Manager Behavior, and Performance Persistence (2003)The Determinants of Mutual Fund Performance: A Cross-Country Study (2012)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Cross-Section of Expected Stock Returns (1992)Measuring Fund Strategy and Performance in Changing Economic Conditions (1996)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)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)An Engine, Not a Camera (2006)The Structure and Performance of the Money Management Industry (1992)Survivor Bias and Mutual Fund Performance (1996)Global Capital and National Governments (2001)Efficient Capital Markets: II (1991)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)
this work references cited by second hop

References

  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
  • 1966Mutual Fund Performance3,932 cited
  • 1995Returns from Investing in Equity Mutual Funds 1971 to 19911,745 cited
  • 1968The Performance of Mutual Funds in the Period 1945-19641,708 cited
  • 2012How to Rate Management of Investment Funds1,603 cited
  • 1993Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-19881,219 cited
  • 1989Efficiency With Costly Information: A Study of Mutual Fund Performance, 1965-1984633 cited
  • 1994A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques474 cited
  • 1996The Effects of Mutual Fund Managers’ Characteristics on Their Portfolio Performance, Risk and Fees289 cited
  • 1983The Market-Timing Performance of Mutual Fund Managers216 cited
  • 1993On Studies of Mutual Fund Performance, 1962–1991115 cited
  • 1996The effect of loads and expenses on open-end mutual fund returns36 cited

Cited by

  • 2008Management structure and the performance of funds of mutual funds23 cited
  • 2011Predicting Tunisian mutual fund performance using dynamic panel data model22 cited

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