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The performance of global bond mutual funds
12 references·16 citing·41 second hop
The performance of global bond mutual funds (1999)The performance of global bond mutual fun…Mean/Variance Analysis of Currency Overlays (1994)Mean/Variance Analysis of Cur…A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques (1994)A Study of Monthly Mutual Fun…The Performance of Bond Mutual Funds (1993)The Performance of Bond Mutua…Lessons for International Asset Allocation (1993)Lessons for International Ass…Currency Hedging for International Portfolios (1993)Currency Hedging for Internat…Portfolio Performance Evaluation: Old Issues and New Insights (1989)Portfolio Performance Evaluat…Asset allocation with hedged and unhedged foreign stocks and bonds (1989)Asset allocation with hedged …Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons (1987)Mutual Fund Performance Evalu…Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons (1987)Mutual Fund Performance Evalu…Differential Information and Performance Measurement Using a Security Market Line (1985)Differential Information and …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…Challenging the Conventional Wisdom on Active Management: A Review of the Past 20 Years of Academic Literature on Actively Managed Mutual Funds (2019)Challenging the Conventional …A performance evaluation of Chinese mutual funds (2015)A performance evaluation of C…The first global emerging markets investor: Foreign & Colonial Investment Trust 1880–1913 (2013)The first global emerging mar…What drives the performance of convertible-bond funds? (2010)What drives the performance o…Performance evaluation of Polish mutual fund managers (2009)Performance evaluation of Pol…The performance of investment grade corporate bond funds: evidence from the European market (2008)The performance of investment…Do fixed income mutual fund managers have managerial skills? (2008)Do fixed income mutual fund m…The Economic Virtues of SRI and CSR (2007)The Economic Virtues of SRI a…New Insights Into Mutual Funds: Performance and Family Strategies (2007)New Insights Into Mutual Fund…“Hot Hands” in bond funds (2007)“Hot Hands” in bond fundsDiversification benefits and persistence of US-based global bond funds (2006)Diversification benefits and …Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence (2005)Danish Mutual Fund Performanc…Should you carry the load? A comprehensive analysis of load and no-load mutual fund out-of-sample performance (2003)Should you carry the load? A …Conditioning Information and European Bond Fund Performance (2003)Conditioning Information and …A Sensible Mutual Fund Selection Model (2002)A Sensible Mutual Fund Select…Performance persistence and management skill in nonconventional bond mutual funds (2000)Performance persistence and m…Risk, Return, and Equilibrium: Empirical Tests (1973)Modern Portfolio Theory and Investment Analysis. (1982)Fundamental Economic Variables, Expected Returns, and Bond Fund Performance (1995)A First Look at the Accuracy of the CRSP Mutual Fund Database and a Comparison of the CRSP and Morningstar Mutual Fund Databases (2001)Do Female Mutual Fund Managers Manage Differently? (2003)The Adjustment of Stock Prices to New Information (1969)The arbitrage theory of capital asset pricing (1976)Efficiency of mutual funds and portfolio performance measurement: A non-parametric approach (1997)Evaluating Mutual Fund Performance (2001)The Conditional CAPM Does Not Explain Asset-Pricing Anomalies (2003)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)Mutual Fund Performance (1966)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Gain, Loss, and Asset Pricing (2000)Which Factors Matter to Investors? Evidence from Mutual Fund Flows (2016)An equilibrium model of the international capital market (1974)International Portfolio Choice and Corporation Finance: A Synthesis (1983)A Test of the Efficiency of a Given Portfolio (1989)Testing for Mean‐Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets (2001)Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums (2013)Do socially (ir)responsible investments pay? New evidence from international ESG data (2015)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 (1965)The Performance of Japanese Mutual Funds (1997)The performance of Italian equity funds (2002)Socially Responsible Investments (2007)The Behavior of Stock-Market Prices (1965)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Evaluating the gains from international risksharing (1995)The Effects of Inflation News on High Frequency Stock Returns (2004)Is international diversification really beneficial? (2009)Survivor Bias and Mutual Fund Performance (1996)Mutual fund styles (1997)Efficient Capital Markets: II (1991)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)
this work references cited by second hop

References

  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
  • 1968The Performance of Mutual Funds in the Period 1945-19641,708 cited
  • 1989Portfolio Performance Evaluation: Old Issues and New Insights583 cited
  • 1987Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons581 cited
  • 1994A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques474 cited
  • 1993The Performance of Bond Mutual Funds464 cited
  • 1985Differential Information and Performance Measurement Using a Security Market Line352 cited
  • 1993Currency Hedging for International Portfolios316 cited
  • 1993Lessons for International Asset Allocation189 cited
  • 1987Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons146 cited
  • 1994Mean/Variance Analysis of Currency Overlays123 cited
  • 1989Asset allocation with hedged and unhedged foreign stocks and bonds107 cited

Cited by

  • 2007“Hot Hands” in bond funds100 cited
  • 2019Challenging the Conventional Wisdom on Active Management: A Review of the Past 20 Years of Academic Literature on Actively Managed Mutual Funds92 cited
  • 2007The Economic Virtues of SRI and CSR

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

80 cited
  • 2009Performance evaluation of Polish mutual fund managers60 cited
  • 2003Conditioning Information and European Bond Fund Performance59 cited
  • 2005Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence56 cited
  • 2002A Sensible Mutual Fund Selection Model49 cited
  • 2006Diversification benefits and persistence of US-based global bond funds41 cited
  • 2007New Insights Into Mutual Funds: Performance and Family Strategies41 cited
  • 2015A performance evaluation of Chinese mutual funds40 cited
  • 2000Performance persistence and management skill in nonconventional bond mutual funds40 cited
  • 2008Do fixed income mutual fund managers have managerial skills?36 cited
  • 2003Should you carry the load? A comprehensive analysis of load and no-load mutual fund out-of-sample performance33 cited
  • 2010What drives the performance of convertible-bond funds?33 cited
  • 2013The first global emerging markets investor: Foreign & Colonial Investment Trust 1880–191331 cited
  • 2008The performance of investment grade corporate bond funds: evidence from the European market28 cited