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Gross profitability and mutual fund performance
Journal of Banking & Finance, 2019We find that mutual funds holding a larger concentration of high gross profitability stocks generate better future performance. The outperformance of these funds is not driven by a profitability-related risk premium and is not a byproduct of fund managers’ exploitation of other well-known investment strategies.
David G. Kenchington +2 more
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Danish mutual fund performance
Applied Economics Letters, 2013This article provides the first independent performance analysis of Danish mutual funds. We analyse selectivity and market timing abilities for 71 mutual funds that have been in operation from 2001 to 2010. The results show great fund performance diversity.
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Portfolio concentration and mutual fund performance
Journal of Empirical Finance, 2016Mutual fund managers should choose to increase the concentration of their portfolio when they possess information of great enough expected value to offset the risks of increased concentration. Consistent with that idea, we find that fund performance improves after concentration increases.
Jon A. Fulkerson, Timothy B. Riley
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2014
We have examined the trends in resource mobilization and factors influencing it (Chapter 3) and investment pattern vis-a-vis investors’ composition (Chapter 4). Now it is necessary to examine the performance of various schemes offered by the mutual fund organizations because scheme performance is the main criterion for investors’ interest in investing ...
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We have examined the trends in resource mobilization and factors influencing it (Chapter 3) and investment pattern vis-a-vis investors’ composition (Chapter 4). Now it is necessary to examine the performance of various schemes offered by the mutual fund organizations because scheme performance is the main criterion for investors’ interest in investing ...
openaire +2 more sources
Visual Analysis of Mutual Fund Performance
2009 13th International Conference Information Visualisation, 2008Mutual funds are probably the most important investment instruments for investors. Their performance is mainly affected by their characteristics, such as asset size, turnover and fee structure. It is thus of the investors' highest priorities to understand the relation between fund performance and these properties.
null Ye Zhao +2 more
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The Persistence of Mutual Fund Performance
The Journal of Finance, 1992ABSTRACTThis paper analyzes how mutual fund performance relates to past performance. These tests are based on a multiple portfolio benchmark that was formed on the basis of securities characteristics. We find evidence that differences in performance between funds persist over time and that this persistence is consistent with the ability of fund ...
Grinblatt, Mark, Titman, Sheridan
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DEA Performance Assessment of Mutual Funds
2016The objectives of this paper are manyfold. First we present a comprehensive review of the literature of DEA models for the performance assessment of mutual funds. Then we discuss the problem of the presence of negative returns in DEA modeling for mutual funds and we identify a DEA model that is financially justified and tackles the issue of negative ...
BASSO, Antonella, FUNARI, Stefania
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2016
Net return of the average mutual fund in most countries and periods is below benchmark. Any fund manager skill is offset by fund expenses and fees. At best, outperformance by mutual funds occurs at the margins and in specialist applications Incentives for fund managers and other investment analysts are weakly directed towards maximising fund ...
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Net return of the average mutual fund in most countries and periods is below benchmark. Any fund manager skill is offset by fund expenses and fees. At best, outperformance by mutual funds occurs at the margins and in specialist applications Incentives for fund managers and other investment analysts are weakly directed towards maximising fund ...
openaire +1 more source