Results 281 to 290 of about 346,164 (312)

Mutual Fund Performance and Fund Age

SSRN Electronic Journal, 2002
This paper explores the relationship between mutual fund performance and age of fund. We analyze a sample of long-established mutual funds; comparing raw returns, objective adjusted, and market adjusted returns at different age progressions. Through statistical analysis, we find there is no significant relationship between fund age and raw returns as ...
openaire   +1 more source

The Performance of Exchange-Traded Funds

SSRN Electronic Journal, 2019
Exchange-traded funds (ETFs) are commonly regarded as an efficient, low-cost alternative to actively managed mutual funds, yet their perceived superiority is largely anecdotal. This article evaluates the performance of a comprehensive, survivorship-bias-free sample of US equity ETFs following the approach that has been commonly used to evaluate the ...
Blitz, David, Vidojevic, Milan
openaire   +2 more sources

Funds of Hedge Funds: Performance and Persistence

CFA Institute Conference Proceedings Quarterly, 2007
The funds of hedge funds return profiles can largely be replicated through a judicious combination of some simple directional market exposures. Although funds of hedge funds do deliver alpha, this alpha is “polluted” with easily replicated betas. A similar conclusion can be arrived at through a Sharpe style analysis of fund of hedge fund returns: The ...
openaire   +1 more source

Individual Fund Manager Sentiment, Fund Performance and Performance Persistence [PDF]

International Journal of Economics and Financial Issues, 2014
This study contributes to the literature by examining the relation among fund performance, performance persistence and individual fund manager sentiment, rather than the fund industry sentitment. This study employs the turnover rate as the proxy of individual fund manager sentiment.
openaire   +1 more source

Effect of fund size on the performance of Australian superannuation funds

Accounting & Finance, 2012
AbstractThis study examines the relationship between fund size and performance for two major superannuation industry sectors in Australia: retail and not‐for‐profit, using a unique but confidential database. Results suggest that members benefit from being invested in larger superannuation funds for three reasons: (i) larger not‐for‐profit funds provide
openaire   +1 more source

Transaction Costs, Portfolio Characteristics, and Mutual Fund Performance

Management Science, 2021
Jeffrey A Busse, Tarun Chordia, Lei Jiang   +2 more
exaly  

Information sharing and fund performance: Evidence from the US mutual fund family

Investment Analysts Journal, 2022
Yaoyao Fu, Peng Hua, Si Zhou
exaly  

Does prospect theory explain mutual fund performance? Evidence from China

Pacific-Basin Finance Journal, 2022
Xuejun Jin
exaly  

On the Measurement of Fund Performance

The Journal of Finance, 1970
openaire   +1 more source

Low carbon transition risk in mutual fund portfolios: Managerial involvement and performance effects

Business Strategy and the Environment, 2022
Juan C Reboredo, Luis Otero-González
exaly