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Normative Transparency of Mutual Fund Disclosure and the Case of the Expense Ratio
6 references·0 citing·22 second hop
Normative Transparency of Mutual Fund Disclosure and the Case of the Expense Ratio (2007)Normative Transparency of Mutual Fund Dis…The Expanded Implementation Shortfall (2006)The Expanded Implementation S…Improving Hedge Fund Risk Exposures by Hedging Equity Market Volatility, or How the VIX Ate My Kurtosis (2006)Improving Hedge Fund Risk Exp…The Mutual Fund Industry 60 Years Later: For Better or Worse? (2005)The Mutual Fund Industry 60 Y…An Analysis of Mutual Fund Trading Costs (2000)An Analysis of Mutual Fund Tr…Sins of commission (1992)Sins of commissionThe financial analysts journal (1960)The financial analysts journalRisk, Return, and Equilibrium: Empirical Tests (1973)Asset pricing and the bid-ask spread (1986)On Persistence in Mutual Fund Performance (1997)Illiquidity, position limits, and optimal investment for mutual funds (2011)Commonalities in investment strategy and the determinants of performance in mutual fund mergers (2012)Trading efficiency of fund families: Impact on fund performance and investment behavior (2017)The implementation shortfall (1988)Market microstructure: A survey (2000)Optimal execution of portfolio transactions (2001)The Investor Fear Gauge (2000)The Statistical Properties of Hedge Fund Index Returns and Their Implications for Investors (2002)Hedge Fund Performance 1990-2000: Do the "Money Machines" Really Add Value? (2003)VIX Futures and Options (2007)Hedging the black swan: Conditional heteroskedasticity and tail dependence in S&P500 and VIX (2011)Hedge Funds: A Dynamic Industry in Transition (2015)Addressing the Psychology of Financial Markets (2009)Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence (2011)Risky Business: The Decline of Defined Benefit Pensions and Firms’ Shifting of Risk (2015)Sighting an Irish Avant-Garde in the Intersection of Local and International Film Cultures (2004)Modelling the persistence of conditional variances (1986)First Impressions Matter: A Model of Confirmatory Bias (1999)Institutional Investors and Equity Prices (2001)
this work references cited by second hop

References

  • 1960The financial analysts journal1,043 cited
  • 2005The Mutual Fund Industry 60 Years Later: For Better or Worse?116 cited
  • 2006Improving Hedge Fund Risk Exposures by Hedging Equity Market Volatility, or How the VIX Ate My Kurtosis76 cited
  • 2000An Analysis of Mutual Fund Trading Costs47 cited
  • 2006The Expanded Implementation Shortfall37 cited
  • 1992Sins of commission15 cited

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