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Do mutual fund managers earn their fees? New measures for performance appraisal
16 references·1 citing·34 second hop
Do mutual fund managers earn their fees? New measures for performance appraisal (2020)Do mutual fund managers earn their fees? …Measuring skill in the mutual fund industry (2015)Measuring skill in the mutual…Network data envelopment analysis: A review (2014)Network data envelopment anal…Data envelopment analysis: Prior to choosing a model (2013)Data envelopment analysis: Pr…Handbook on Data Envelopment Analysis (2011)Handbook on Data Envelopment …Data Envelopment Analysis: History, Models, and Interpretations (2011)Data Envelopment Analysis: Hi…Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Does Fund Size Erode Mutual F…The Determinants of the Flow of Funds of Managed Portfolios: Mutual Funds vs. Pension Funds (2002)The Determinants of the Flow …Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses (2000)Mutual Fund Performance: An E…Are Some Mutual Fund Managers Better Than Others? Cross‐Sectional Patterns in Behavior and Performance (1999)Are Some Mutual Fund Managers…Costly Search and Mutual Fund Flows (1998)Costly Search and Mutual Fund…Risk Taking by Mutual Funds as a Response to Incentives (1997)Risk Taking by Mutual Funds a…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Risk Taking by Mutual Funds as a Response to Incentives (1995)Risk Taking by Mutual Funds a…Consumer Reaction to Measures of Poor Quality: Evidence from the Mutual Fund Industry (1992)Consumer Reaction to Measures…Measuring the efficiency of decision making units (1978)Measuring the efficiency of d…Mutual Fund Performance (1966)Mutual Fund PerformanceResearch on Enterprise Employee Performance Appraisal Management System Based on CS Architecture (2021)Research on Enterprise Employ…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)The arbitrage theory of capital asset pricing (1976)The Performance of Hedge Funds: Risk, Return, and Incentives (1999)Mutual Fund Flows and Performance in Rational Markets (2002)On the Industry Concentration of Actively Managed Equity Mutual Funds (2005)The effect of bonus schemes on accounting decisions (1985)Aggregation and Linearity in the Provision of Intertemporal Incentives (1987)Managerial Incentive Problems: A Dynamic Perspective (1999)The Geography of Investment: Informed Trading and Asset Prices (2001)Mutual Fund Flows and Performance in Rational Markets (2004)Asset Fire Sales (and Purchases) in Equity Markets (2005)The Measurement of Productive Efficiency (1957)Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis (1984)A Procedure for Ranking Efficient Units in Data Envelopment Analysis (1993)A slacks-based measure of efficiency in data envelopment analysis (2001)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)The Cross-Section of Expected Stock Returns (1992)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Herding and Feedback Trading by Institutional and Individual Investors (1999)The Nature of the Firm (1937)The Small World of Investing: Board Connections and Mutual Fund Returns (2008)Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows (2017)A survey of data envelopment analysis in energy and environmental studies (2007)Data envelopment analysis (DEA) – Thirty years on (2008)Data Envelopment Analysis (2016)Has Financial Development Made the World Riskier? (2005)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Efficient Capital Markets: II (1991)
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References

  • 1978Measuring the efficiency of decision making units29,755 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1966Mutual Fund Performance3,932 cited
  • 1998Costly Search and Mutual Fund Flows3,217 cited
  • 1997Risk Taking by Mutual Funds as a Response to Incentives2,295 cited
  • 2011Handbook on Data Envelopment Analysis1,975 cited
  • 2000Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses1,854 cited
  • 1995Risk Taking by Mutual Funds as a Response to Incentives1,582 cited
  • 2004Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization1,429 cited
  • 1992Consumer Reaction to Measures of Poor Quality: Evidence from the Mutual Fund Industry1,065 cited
  • 1999Are Some Mutual Fund Managers Better Than Others? Cross‐Sectional Patterns in Behavior and Performance1,002 cited
  • 2013Data envelopment analysis: Prior to choosing a model896 cited
  • 2015Measuring skill in the mutual fund industry816 cited
  • 2002The Determinants of the Flow of Funds of Managed Portfolios: Mutual Funds vs. Pension Funds795 cited
  • 2011Data Envelopment Analysis: History, Models, and Interpretations

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676 cited
  • 2014Network data envelopment analysis: A review632 cited
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    • 2021Research on Enterprise Employee Performance Appraisal Management System Based on CS Architecture9 cited