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Static indexing beats tactical asset allocation

McCarthy, Joseph E.; Tower, Edward - In: The journal of index investing : ETFs, ETPs, & indexing 11/12 (2021) 4/1, pp. 41-52

Persistent link: https://www.econbiz.de/10012613698

The wisdom of crowds : mutual fund investors' aggregate asset allocation decisions

Chalmers, John M. R.; Kaul, Aditya; Phillips, Blake - In: Journal of banking & finance 37 (2013) 9, pp. 3318-3333

Persistent link: https://www.econbiz.de/10010126430

The value of active portfolio management

Shukla, Ravi - In: Journal of economics & business 56 (2004) 4, pp. 331-346

Persistent link: https://www.econbiz.de/10002125927

Timing ability of China mutual fund investors

Zhou, Kaiguo; Wong, Michael C. S. - In: Emerging markets finance & trade : a journal of the … 48 (2012), pp. 116-128

Persistent link: https://www.econbiz.de/10009778691

New evidence on mutual fund performance : a comparison of alternative bootstrap methods

Blake, David; Caulfield, Tristan; Ioannidis, Christos; … - 2014

Persistent link: https://www.econbiz.de/10010362861

The outperformance probability of mutual funds

Frahm, Gabriel; Huber, Ferdinand - In: Journal of risk and financial management : JRFM 12 (2019) 3/108, pp. 1-29

We propose the outperformance probability as a new performance measure, which can be used in order to compare a strategy with a specified benchmark, and develop the basic statistical properties of its maximum-likelihood estimator in a Brownian-motion framework. The given results are used to...

Persistent link: https://www.econbiz.de/10012025291

New evidence on mutual fund performance : a comparison of alternative bootstrap methods

Blake, David; Caulfield, Tristan; Ioannidis, Christos; … - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 3, pp. 1279-1299

Persistent link: https://www.econbiz.de/10011743963

Do mutual funds herd in industries

Celiker, Umut; Chowdhury, Jaideep; Sonaer, Gokhan - In: Journal of banking & finance 52 (2015), pp. 1-16

Persistent link: https://www.econbiz.de/10011377289

Government policy and ownership of equity securities

Rydqvist, Kristian; Spizman, Joshua; Strebulaev, Ilya A. - In: Journal of financial economics 111 (2014) 1, pp. 70-85

Persistent link: https://www.econbiz.de/10010255540

Investment flows : retail versus institutional mutual funds

Salganik-Shoshan, Galla - In: The journal of asset management 17 (2016) 1, pp. 34-44

Persistent link: https://www.econbiz.de/10011485129