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Active share and the predictability of the performance of separate accounts

Cremers, Martijn; Fulkerson, Jon A.; Riley, Timothy B. - In: Financial analysts journal : FAJ 78 (2022) 1, pp. 39-57

Persistent link: https://www.econbiz.de/10013167455

Maturity-matched bond fund performance

Natter, Markus; Rohleder, Martin; Wilkens, Marco - In: Financial analysts journal : FAJ 77 (2021) 2, pp. 83-96

Persistent link: https://www.econbiz.de/10012515352

Are passive funds really superior investments? : an investor perspective

Elton, Edwin J.; Gruber, Martin Jay; Souza, Andre de - In: Financial analysts journal : FAJ 75 (2019) 3, pp. 7-19

Persistent link: https://www.econbiz.de/10012195890

Challenging the conventional wisdom on active management : a review of the past 20 years of academic literature on actively managed mutual funds

Cremers, Martijn; Fulkerson, Jon A.; Riley, Timothy B. - In: Financial analysts journal : FAJ 75 (2019) 4, pp. 8-35

Persistent link: https://www.econbiz.de/10012195947

Should mutual fund investors time volatility?

Wang, Feifei; Yan, Xuemin Sterling; Zheng, Lingling - In: Financial analysts journal : FAJ 77 (2021) 1, pp. 30-42

Persistent link: https://www.econbiz.de/10012424366

The shift from active to passive investing : risks to financial stability?

Anadu, Kenechukwu; Kruttli, Mathias; McCabe, Patrick E.; … - In: Financial analysts journal : FAJ 76 (2020) 4, pp. 23-39

Persistent link: https://www.econbiz.de/10012313170

Fund selection : sense and sensibility

Baltussen, Guido; Beckers, Stan; Hazenberg, Jan Jaap; … - In: Financial analysts journal : FAJ 78 (2022) 3, pp. 30-48

Persistent link: https://www.econbiz.de/10013362698

Hedged mutual funds and competition for sources of alpha

Eksi, Asli; Kazemi, Hossein - In: Financial analysts journal : FAJ 78 (2022) 3, pp. 70-93

Persistent link: https://www.econbiz.de/10013362701

Maximum drawdown as predictor of mutual fund performance and flows

Riley, Timothy B.; Yan, Qing - In: Financial analysts journal : FAJ 78 (2022) 4, pp. 59-76

Mutual funds’ maximum drawdowns (MDDs) are persistent, indicative of manager skill, and predictive of subsequent performance. Among funds with relatively strong past performance, those with relatively low past MDDs, on average, have an out-of-sample alpha of 2.40% per year. That alpha is...

Persistent link: https://www.econbiz.de/10013417615

Managerial multitasking in the mutual fund industry

Agarwal, Vikas; Ma, Linlin; Mullally, Kevin - In: Financial analysts journal : FAJ 79 (2023) 2, pp. 65-75

Persistent link: https://www.econbiz.de/10014291962