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On the informativeness of persistence for evaluating mutual fund performance using partial frontiers

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Risk measures in finance : congruent or contrasting?

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Performance measurement with selectivity, market and volatility timing

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Noisy factors

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Mutual Fund Selection : From Theory to Practice

Levy, Moshe; Roll, Richard - 2024

Chapter 1: Introduction -- Chapter 2: Criteria for Mutual Fund Selection -- Chapter 3: Investment for Intermediate and Long Horizons -- Chapter 4: Estimating Future Performance – The Shrinkage Adjusted Sharpe Ratio -- Chapter 5: Active Versus Passive Investment -- Chapter 6: Target Date Funds,...