Results 281 to 290 of about 23,868 (312)
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Performance and characteristics of mutual fund starts
The European Journal of Finance, 2008We study the performance and portfolio characteristics of 828 newly launched U.S. equity mutual funds over the time period 1991-2005. These fund starts initially earn, on average, higher excess returns and higher abnormal returns. Their risk-adjusted performance is also superior to existing funds.
Aymen Karoui, Iwan Meier
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The Beta Anomaly and Mutual Fund Performance
Management Science, 2018We find evidence for the beta anomaly in mutual fund performance. This anomaly is not accounted for in the standard four-factor framework, nor by the addition of a betting-against-beta factor to the benchmark model. We identify the active component of alpha (active alpha) not attributable to the passive effects related to beta.
Paul Irvine +2 more
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Portfolio Overlap and Mutual Fund Performance.
SSRN Electronic JournalThis paper investigates the cross-sectional distribution of performance among actively managed equity mutual funds and highlights a novel investment characteristic of successful funds based on the degree to which their holdings do not overlap with those of other funds.
Ciciretti, Rocco +2 more
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Timid performance fees in mutual funds
Journal of Asset Management, 2017el articulo estudia las repercusiones en captación de fondos y en medidas de rentabilidad de la estructura de comisiones de exito vigente en España desde el año ...
Corzo Santamaría, María Teresa +2 more
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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
The persistence of European mutual fund performance
Research in International Business and Finance, 2012This paper examines the performance and persistence in performance of style-consistent European equity mutual funds between 1988 and 2010. Using a large survivorship bias-free sample for six European countries, we document strong evidence of persistence in benchmark-adjusted returns over 1-year time periods as well as over longer periods.
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Transaction Costs, Portfolio Characteristics, and Mutual Fund Performance
Management Science, 2021Jeffrey A Busse +2 more
exaly
Information sharing and fund performance: Evidence from the US mutual fund family
Investment Analysts Journal, 2022Yaoyao Fu, Peng Hua, Si Zhou
exaly
Low carbon transition risk in mutual fund portfolios: Managerial involvement and performance effects
Business Strategy and the Environment, 2022Juan C Reboredo, Luis Otero-González
exaly