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Mutual fund style, characteristic-matched performance benchmarks and activity measures : a new approach

Buncic, Daniel; Eggins, Jon E.; Hill, Robert J. - 2010

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Performance and persistence of performance of actively managed U.S. funds that invest in international equity

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Islamic equity investing : alternative performance measures and style analysis

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The conditional performance of US mutual funds over different market regimes : do different types of ethical screens matter?

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The Attributes, Behavior, and Performance of U.S. Mutual Funds

Connor, Gregory - 2011

This article examines the risk and return characteristics of U.S. mutual funds. We employ an equilibrium version of the Arbitrage Pricing Theory (APT) and a principal-components-based statistical technique to identify performance benchmarks. We also consider the Capital Asset Pricing Model...

Persistent link: https://www.econbiz.de/10013119222