Mutual fund's R² as predictor of performance
Year of publication: |
2013
|
---|---|
Authors: | Amihud, Yakov ; Goyenko, Ruslan |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 26.2013, 3, p. 667-694
|
Subject: | Investmentfonds | Investment Fund | Institutioneller Investor | Institutional investor | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Benchmarking | USA | United States | 1990-2010 |
-
Performance implications of active management of institutional mutual funds
Bird, Ron, (2011)
-
The value of active portfolio management
Shukla, Ravi, (2004)
-
Does stock return momentum explain the "smart money" effect?
Sapp, Travis, (2004)
- More ...
-
Mutual Fund's R2 as Predictor of Performance
Amihud, Yakov, (2012)
-
Mutual Fund's R^2 as Predictor of Performance
Amihud, Yakov, (2012)
-
Mutual Fund's R-super-2 as Predictor of Performance
Amihud, Yakov, (2013)
- More ...