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Business Ethics: The Magazine of Corporate Responsibility, 1998
The authors examine the variation in performance for a sample of 770 actively managed mutual funds during the 1993–95 period. They find that not only investment style but also style consistency affects the rate of return. Funds that change both their value versus growth and smallversus large-capitalization stock allocation strategies belong to the ...
Daniel C. Indro +3 more
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The authors examine the variation in performance for a sample of 770 actively managed mutual funds during the 1993–95 period. They find that not only investment style but also style consistency affects the rate of return. Funds that change both their value versus growth and smallversus large-capitalization stock allocation strategies belong to the ...
Daniel C. Indro +3 more
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.
Jamal Alsakran +2 more
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Managerial Finance, 2005
The current paper evaluates the performance of Greek equity funds during the period 1997-2000. The evaluation is based on the analysis of risk and return. The risk is measured through the coefficient of variation and the systematic risk. The results indicate that there is a positive relation between risk and return for the whole period, while the betas
Athanasios G. Noulas +2 more
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The current paper evaluates the performance of Greek equity funds during the period 1997-2000. The evaluation is based on the analysis of risk and return. The risk is measured through the coefficient of variation and the systematic risk. The results indicate that there is a positive relation between risk and return for the whole period, while the betas
Athanasios G. Noulas +2 more
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Mutual fund performance at long horizons
Journal of Financial Economics, 2020The percentage of U.S. equity mutual funds that outperform the SPY ETF over the last 30 years decreases substantially as the horizon over which returns are measured is increased. Further, some funds with positive monthly alpha estimates have negative long-horizon abnormal returns.
Bessembinder, Hendrik +2 more
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Mutual Fund Governance and Fund Performance
The Journal of Index Investing, 2014Conflicts of interest among mutual fund managers, fund sponsors, and fund shareholders have attracted attention recently in the popular press and from academics, politicians, and legal experts. However, little is known empirically about the relation between mutual fund returns and mutual fund governance.
Rand Martin +2 more
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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
Mutual Fund Corporate Culture and Performance
SSRN Electronic Journal, 2011AbstractIn this paper we test if a mutual fund's own corporate culture predicts fund performance. To do this we use Morningstar's corporate culture ratings for mutual funds and then examine the ability of these corporate culture ratings to predict risk‐adjusted performance of domestic equity funds over the period 2005–2010.
Aron Gottesman, Matthew Morey
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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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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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Mutual Fund Performance and Fund Age
SSRN Electronic Journal, 2002This 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 ...
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