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The effect of loads and expenses on open-end mutual fund returns
3 references·4 citing·20 second hop
The effect of loads and expenses on open-end mutual fund returns (1996)The effect of loads and expenses on open-…Personal Finance (1996)Personal FinanceMutual Fund Performance: An Analysis of Quarterly Portfolio Holdings (1989)Mutual Fund Performance: An A…Aggregate Performance of Mutual Funds, 1948-1967 (1970)Aggregate Performance of Mutu…Is quantitative and qualitative information relevant for choosing mutual funds? (2020)Is quantitative and qualitati…Predicting 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 …Value Creation and Determinants of Equity Fund Performance (1999)Value Creation and Determinan…Mutual Fund Performance (1966)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)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)Composite Measures for the Evaluation of Investment Performance (1979)On Studies of Mutual Fund Performance, 1962–1991 (1993)International mutual fund selectivity and market timing during up and down market conditions (1998)On Persistence in Mutual Fund Performance (1997)On the Impossibility of Informationally Efficient Markets (1980)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Dynamics of mutual funds and stock markets in Asian developing economies (2019)What To Do (and Not to Do) with Time-Series Cross-Section Data (1995)A five-factor asset pricing model (2014)Efficient Capital Markets: II (1991)Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)The Small World of Investing: Board Connections and Mutual Fund Returns (2008)Factors contributing to financial stability of urban and rural families. (2011)Financial Practices and Problems amongst Elderly in Malaysia (2012)Financial Well-Being: Financial Ratio Analysis of Married Public Sector Workers in Malaysia (2013)
this work references cited by second hop

References

  • 1989Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings1,349 cited
  • 1970Aggregate Performance of Mutual Funds, 1948-1967137 cited
  • 1996Personal Finance33 cited

Cited by

  • 1999Value Creation and Determinants of Equity Fund Performance29 cited
  • 2020Is quantitative and qualitative information relevant for choosing mutual funds?24 cited
  • 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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