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Benchmark-adjusted performance of US equity mutual funds and the issue of prospectus benchmarks

Mateus, Irina Bezhentseva; Mateus, Cesario; Todorovic, … - In: The journal of asset management 20 (2019) 1, pp. 15-30

Persistent link: https://www.econbiz.de/10012059737

A study on factors influencing mutual fund portfolio performance : U.S. equity market during 2011-2016

Mekonnen, Medhanie; Mayer, Roger; Chien, Wen-Wen - In: International journal of corporate finance and … 5 (2018) 2, pp. 1-11

Persistent link: https://www.econbiz.de/10011932145

The Impact of Benchmark Choice on US Mutual Fund Benchmark-Adjusted Performance and Ranking

B. Mateus, Irina - 2017

This study re-visits the question of benchmark mismatch among 1281 US equity mutual funds and its impact on benchmark-adjusted fund performance and ranking. All funds report S&P500 index as a prospectus benchmark, yet 2/3 of those are placed in the Morningstar category with risk and objectives...

Persistent link: https://www.econbiz.de/10012950444

Searching for mutual fund winners? : the strategy is to outbid both, the benchmark and the peer group

Mateus, Cesario; Mateus, Irina Bezhentseva; Todorovic, … - In: Applied economics 56 (2024) 11, pp. 1268-1282

Persistent link: https://www.econbiz.de/10014470970

Essays on mutual funds performance

Ivanova, Lubomira - 2005

Persistent link: https://www.econbiz.de/10003908988

Three essays on asset pricing anomalies, investor overreaction, and mutual fund performance

Zhang, Hong - 2004

Persistent link: https://www.econbiz.de/10003551684

The disposition effect, momentum and stock price under-reaction to corporate news

Frazzini, Andrea - 2005

Persistent link: https://www.econbiz.de/10003553334

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

A horizon-based decomposition of mutual fund value added using transactions

Binsbergen, Jules H. van; Han, Jungsuk; Ruan, Hongxun; … - 2021

Persistent link: https://www.econbiz.de/10012581767

Partnership allocations and their effects on tax-aware fund investors

Sosner, Nathan; Balzafiore, Philip; Du, Zhenduo - In: The journal of wealth management 21 (2018) 1, pp. 8-17

Persistent link: https://www.econbiz.de/10011873200

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