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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

Mutual fund performance evaluation with active peer benchmarks

Hunter, David L.; Kandel, Eugene; Kandel, Shmuel; … - In: Journal of financial economics 112 (2014) 1, pp. 1-29

Persistent link: https://www.econbiz.de/10010375959

On luck versus skill when performance benchmarks are style-consistent

Agyei-Ampomah, Sam; Clare, Andrew D.; Mason, Andrew; … - In: Journal of banking & finance 59 (2015), pp. 127-145

Persistent link: https://www.econbiz.de/10011544303

Risk, return and market timing : a conditional performance benchmarking model

Dhar, Joyit; Sinha, Ram Pratap - In: The IUP journal of financial risk management : IJFRM 13 (2016) 2, pp. 7-20

Persistent link: https://www.econbiz.de/10011537981

Information content when mutual funds deviate from benchmarks

Jiang, Hao; Verbeek, Marno; Wang, Yu - In: Management science : journal of the Institute for … 60 (2014) 8, pp. 2038-2053

Persistent link: https://www.econbiz.de/10010403577

Improved inference in the evaluation of mutual fund performance using panel bootstrap methods

Blake, David; Caulfield, Tristan; Ioannidis, Christos; … - In: Journal of econometrics 183 (2014) 2, pp. 202-210

Persistent link: https://www.econbiz.de/10010506059

Mutual fund performance: dividends do matter

Mingo-López, Diego Víctor de; Matallín-Sáez, Juan Carlos - In: Applied economics letters 22 (2015) 4/6, pp. 455-460

Persistent link: https://www.econbiz.de/10010507858

Benchmark models of expected returns in U.K. portfolio performance : an empirical investigation

Fletcher, Jonathan - In: International review of economics & finance : IREF 29 (2014), pp. 30-46

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Interval estimation of mutual fund performance

Sinha, Ram Pratap - In: Praj̄nȧn : journal of social and management sciences 43 (2014) 1, pp. 75-88

Persistent link: https://www.econbiz.de/10010479146

Missing the marks? : dispersion in corporate bond valuations across mutual funds

Cici, Gjergji; Gibson, Scott; Merrick, John J. - 2010 - First Draft: November 2007, This Draft: July 14, 2010

We study the dispersion of month-end valuations placed on identical corporate bonds by different mutual funds. Such dispersion is related to bond-specific characteristics associated with liquidity and market volatility. TRACE may have contributed to the general decline in dispersion over our...

Persistent link: https://www.econbiz.de/10008760338