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On the predictability of mutual fund returns

Bello, Zakri - In: The journal of business and economic studies 15 (2009) 1, pp. 70-81

Persistent link: https://www.econbiz.de/10003860205

Risk-adjusted returns of socially responsible mutual funds II : how do they stack up in Australia?

Niblock, Scott J.; Costa, Bruce A.; Jakob, Keith; … - In: The journal of investing : JOI 29 (2020) 2, pp. 80-97

Persistent link: https://www.econbiz.de/10013177386

What really drives risk premium and abnormal returns in private equity funds? : a new persepctive

Ng, Wilson; Scarpati, Fernando - In: The journal of private equity 16 (2012/13) 4, pp. 8-20

Persistent link: https://www.econbiz.de/10010187456

Positive portfolio factors

Brown, Stephen J.; Goetzmann, William N.; Grinblatt, Mark - 1998

Persistent link: https://www.econbiz.de/10000656574

Risk factors, fund performance, and prediction in the Swiss stock market

Steiner, Michael - 2009

Persistent link: https://www.econbiz.de/10003884157

Mutual fund flows, expected returns, and the real economy

Jank, Stephan - 2011 - First draft: December 4, 2010, This draft: February 7, 2011

The paper explores whether the co-movement of market returns and equity fund flows can be explained by a common response to macroeconomic news. I find that variables that predict the real economy as well as the equity premium are related to mutual fund flows. Changes in dividend-price ratio...