Similar Search Results

Conditional performance evaluation for German mutual equity funds

Bessler, Wolfgang (contributor); … - 2007

We investigate the performance of a sample of German mutual equity funds over the period from 1994 to 2003. Our general finding is that mutual funds, on average, hardly produce excess returns relative to their benchmark that are large enough to cover their expenses. This conclusion is drawn from...

Persistent link: https://www.econbiz.de/10003666807

Testing the skill of mutual fund managers : evidence from India

Sharma, Prateek; Paul, Samit - In: Managerial finance 41 (2015) 8, pp. 806-824

Persistent link: https://www.econbiz.de/10011336598

Does past performance affect mutual fund tracking error in Taiwan?

Wang, Ching-Ping; Huang, Hung-Hsi; Chen, Cheng-Yu - In: Applied economics 47 (2015) 49/51, pp. 5476-5490

Persistent link: https://www.econbiz.de/10011341768

Style factor timing : an application to the portfolio holdings of US fund managers

Gallagher, David R.; Gardner, Peter; Schmidt, Camille H. - In: Australian journal of management 40 (2015) 2, pp. 318-350

Persistent link: https://www.econbiz.de/10011342800

The win-loss ratio as an ability signal of mutual fund managers : a measure that is less influenced by luck

Chung, Y. Peter; Kim, Thomas - In: Financial markets and portfolio management 29 (2015) 4, pp. 301-335

Persistent link: https://www.econbiz.de/10011444859

Managerial ownership changes and mutual fund performance

Martin, Thorsten; Sonnenburg, Florian - 2015 - This draft: August 2015

We study the dynamics of fund manager ownership for a sample of U.S. equity mutual funds from 2005 to 2011. We find that ownership changes positively predict changes in future risk-adjusted fund performance. A one-standarddeviation increase in ownership predicts a 1.6 percent increase in alpha...

Persistent link: https://www.econbiz.de/10011526141