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Benchmark-adjusted performance of US equity mutual funds and the issue of prospectus benchmarks

Mateus, Irina Bezhentseva; Mateus, Cesario; Todorovic, … - In: The journal of asset management 20 (2019) 1, pp. 15-30

Persistent link: https://www.econbiz.de/10012059737

The Impact of Benchmark Choice on US Mutual Fund Benchmark-Adjusted Performance and Ranking

B. Mateus, Irina - 2017

This study re-visits the question of benchmark mismatch among 1281 US equity mutual funds and its impact on benchmark-adjusted fund performance and ranking. All funds report S&P500 index as a prospectus benchmark, yet 2/3 of those are placed in the Morningstar category with risk and objectives...

Persistent link: https://www.econbiz.de/10012950444

Searching for mutual fund winners? : the strategy is to outbid both, the benchmark and the peer group

Mateus, Cesario; Mateus, Irina Bezhentseva; Todorovic, … - In: Applied economics 56 (2024) 11, pp. 1268-1282

Persistent link: https://www.econbiz.de/10014470970

Liquidity, investment style, and the relation between fund size and fund performance

Yan, Xuemin Sterling - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 3, pp. 741-767

Persistent link: https://www.econbiz.de/10003757797

New DEA performance evaluation indices and their applications in the American fund market

Lin, Ruiyue; Chen, Zhiping - In: Asia Pacific journal of operational research : APJOR 25 (2008) 4, pp. 421-450

Persistent link: https://www.econbiz.de/10003765940

Ranking mutual fund families : minimum expenses and maximum loads as markers for moral turpitude

Tower, Edward; Zheng, Wei - In: International review of economics : journal of civil economy 55 (2008) 4, pp. 315-350

Persistent link: https://www.econbiz.de/10003783225

Overconfidence among professional investors : evidence from mutual fund managers

Pütz, Alexander (contributor); Ruenzi, Stefan (contributor) - 2008

We examine overconfidence among equity mutual fund managers. While overconfidence has been extensively documented among retail investors, evidence from professional investors is scarce. Consistent with theories of overconfidence, we find that fund managers trade more after good past performance....