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Investment Styles and Performance of Equity Mutual Funds in India
9 references·0 citing·28 second hop
Investment Styles and Performance of Equity Mutual Funds in India (2006)Investment Styles and Performance of Equi…How to Rate Management of Investment Funds (2012)How to Rate Management of Inv…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…The Market-Timing Performance of Mutual Fund Managers (1983)The Market-Timing Performance…Objectives and Performance of Mutual Funds, 1960-1969 (1974)Objectives and Performance of…Market Risk and the Management of Institutional Equity Portfolios (1974)Market Risk and the Managemen…COMPONENTS OF INVESTMENT PERFORMANCE* (1972)COMPONENTS OF INVESTMENT PERF…Components of Investment Performance (1972)Components of Investment Perf…Mutual Fund Performance (1966)Mutual Fund PerformanceCAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)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)ESTIMATION OF TIME‐VARYING SYSTEMATIC RISK AND PERFORMANCE FOR MUTUAL FUND PORTFOLIOS: AN APPLICATION OF SWITCHING REGRESSION (1978)Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings (1989)Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry (1996)The capital asset pricing model: Some empirical tests (1972)Efficient Capital Markets: II (1991)Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)Measuring Fund Strategy and Performance in Changing Economic Conditions (1996)On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills (2015)The arbitrage theory of capital asset pricing (1976)Performance measurement with the arbitrage pricing theory (1986)A neural network approach to mutual fund net asset value forecasting (1996)Investor flows and the assessed performance of open-end mutual funds (1999)Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios (1969)Another Puzzle: The Growth in Actively Managed Mutual Funds (1996)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)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Performance Hypothesis Testing with the Sharpe and Treynor Measures (1981)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION* (1965)The Information Content of Aggregate Insider Trading (1988)Evaluating Mutual Fund Performance (2001)Do Market Timing Hedge Funds Time the Market? (2007)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Stability of mutual fund systematic risk statistics (1980)
this work references cited by second hop

References

  • 1966Mutual Fund Performance3,935 cited
  • 2012How to Rate Management of Investment Funds1,603 cited
  • 1984Market Timing and Mutual Fund Performance: An Empirical Investigation634 cited
  • 1984Market Timing and Mutual Fund Investment Performance434 cited
  • 1972Components of Investment Performance365 cited
  • 1972COMPONENTS OF INVESTMENT PERFORMANCE*294 cited
  • 1983The Market-Timing Performance of Mutual Fund Managers216 cited
  • 1974Objectives and Performance of Mutual Funds, 1960-1969139 cited
  • 1974Market Risk and the Management of Institutional Equity Portfolios25 cited

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