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Conditional performance, portf...
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1
Mutual fund performance : an empirical decomposition into stock-picking talent, style, transactions costs, and expenses
Wermers, Russ
- In:
The journal of finance : the journal of the American …
55
(
2000
)
4
,
pp. 1655-1695
Persistent link: https://www.econbiz.de/10001505412
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2
On persistence in mutual fund performance
Carhart, Mark M.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
1
,
pp. 57-82
Persistent link: https://www.econbiz.de/10001217979
Saved in:
3
The effect of trading activity and holdings market capitalization on portfolio performance
Deng, Pei Lin
- In:
International journal of economics and finance
10
(
2018
)
8
,
pp. 18-27
Persistent link: https://www.econbiz.de/10011905132
Saved in:
4
Transaction costs, portfolio characteristics, and mutual fund performance
Busse, Jeffrey A.
;
Chordia, Tarun
;
Jiang, Lei
;
Tang, Yuehua
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1227-1248
Persistent link: https://www.econbiz.de/10012505424
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5
Fast and slow arbitrage : fund flows and mispricing in the frequency domain
Peress, Joël
;
Xi, Dong
;
Kang, Namho
-
2020
Persistent link: https://www.econbiz.de/10012300568
Saved in:
6
I fondi comuni di investimento in Italia : performance, costi, visibilità e flussi di sottoscrizione e riscatto
Gualtieri, Paolo
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003310585
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7
Can exchange traded funds be used to exploit industry and country momentum?
Andreu, Laura
;
Swinkels, Laurens
;
Tjong-A-Tjoe, Liam
- In:
Financial markets and portfolio management
27
(
2013
)
2
,
pp. 127-148
Persistent link: https://www.econbiz.de/10009754542
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8
Shedding light on "invisible" costs : trading costs and mutual fund performance
Edelen, Roger M.
;
Evans, Richard
;
Kadlec, Gregory B.
- In:
Financial analysts' journal : FAJ
69
(
2013
)
1
,
pp. 33-44
Persistent link: https://www.econbiz.de/10009711702
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9
The tradeoff between mutual fund and direct stock investments : a theoretical analysis involving different types of investors
Marekwica, Marcel
;
Steininger, Bertram I.
- In:
Review of managerial science
8
(
2014
)
2
,
pp. 197-224
Persistent link: https://www.econbiz.de/10010253839
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10
Rational cross-sectional differences in market efficiency : evidence from mutual fund returns
Schultz, Paul H.
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
4
,
pp. 847-881
Persistent link: https://www.econbiz.de/10008758094
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