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The value of active portfolio management
16 references·2 citing·39 second hop
The value of active portfolio management (2004)The value of active portfolio managementConditional performance measurement using portfolio weights: evidence for pension funds (2002)Conditional performance measu…Evaluating Mutual Fund Performance (2001)Evaluating Mutual Fund Perfor…The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers (2000)The Value of Active Mutual Fu…The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers (2000)The Value of Active Mutual Fu…Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses (2000)Mutual Fund Performance: An E…An analysis of mutual fund design: the case of investing in small-cap stocks (1999)An analysis of mutual fund de…Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Measuring Mutual Fund Perform…Another Puzzle: The Growth in Actively Managed Mutual Funds (1996)Another Puzzle: The Growth in…Another Puzzle: The Growth in Actively Managed Mutual Funds (1996)Another Puzzle: The Growth in…Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns (1993)Performance Measurement witho…The attributes, behavior, and performance of U.S. mutual funds (1991)The attributes, behavior, and…Portfolio Performance Evaluation: Old Issues and New Insights (1989)Portfolio Performance Evaluat…Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings (1989)Mutual Fund Performance: An A…Market Timing and Mutual Fund Performance: An Empirical Investigation (1984)Market Timing and Mutual Fund…Market Timing and Mutual Fund Investment Performance (1984)Market Timing and Mutual Fund…Objectives and Performance of Mutual Funds, 1960-1969 (1974)Objectives and Performance of…Portfolio turnover and performance of equity investment funds in Brazil (2019)Portfolio turnover and perfor…Active vs. Passive Funds—An Empirical Analysis of the German Equity Market (2019)Active vs. Passive Funds—An E…THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)The capital asset pricing model: Some empirical tests (1972)Evaluating the Performance of International Mutual Funds (1990)Volatility Timing in Mutual Funds: Evidence from Daily Returns (1999)Do mutual funds time the market? Evidence from portfolio holdings (2007)On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills (2015)Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios (1969)Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons (1987)Survivor Bias and Mutual Fund Performance (1996)On the Timing Ability of Mutual Fund Managers (2001)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Mutual Fund Flows and Performance in Rational Markets (2004)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)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)Size-related anomalies and stock return seasonality (1983)The Persistence of Mutual Fund Performance (1992)Is Money Smart? A Study of Mutual Fund Investors' Fund Selection Ability (1999)False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas (2010)Measuring skill in the mutual fund industry (2015)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Who underreacts to cash-flow news? evidence from trading between individuals and institutions (2002)Is Money Really 'Smart'? New Evidence on the Relation between Mutual Fund Flows, Manager Behavior, and Performance Persistence (2003)The Dynamics of Institutional and Individual Trading (2003)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)Mutual Fund Flows and Performance in Rational Markets (2002)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)Capital markets research in accounting (2001)The Cross‐Section of Volatility and Expected Returns (2006)In Search of Attention (2011)On Mutual Fund Investment Styles (2002)No Place Like Home: Familiarity in Mutual Fund Manager Portfolio Choice (2012)
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References

  • 1997Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks2,844 cited
  • 1996Another Puzzle: The Growth in Actively Managed Mutual Funds2,093 cited
  • 2000Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses1,854 cited
  • 1989Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings1,349 cited
  • 1993Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns816 cited
  • 2000The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers731 cited
  • 1984Market Timing and Mutual Fund Performance: An Empirical Investigation634 cited
  • 1989Portfolio Performance Evaluation: Old Issues and New Insights583 cited
  • 1984Market Timing and Mutual Fund Investment Performance434 cited
  • 1996Another Puzzle: The Growth in Actively Managed Mutual Funds414 cited
  • 2001Evaluating Mutual Fund Performance339 cited
  • 2000The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers269 cited
  • 2002Conditional performance measurement using portfolio weights: evidence for pension funds247 cited
  • 1991The attributes, behavior, and performance of U.S. mutual funds144 cited

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  • 1974Objectives and Performance of Mutual Funds, 1960-1969139 cited
  • 1999An analysis of mutual fund design: the case of investing in small-cap stocks126 cited
  • Cited by

    • 2019Portfolio turnover and performance of equity investment funds in Brazil21 cited
    • 2019Active vs. Passive Funds—An Empirical Analysis of the German Equity Market18 cited