Mutual fund performance attribution and market timing using portfolio holdings
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference50 articles.
1. A nonparametric approach to market timing: Evidence from Spanish mutual funds;Álvarez;Journal of Economics and Finance,2014
2. Selectivity and timing performance of UK investment trusts;Bangassa;Journal of International Financial Markets, Institutions and Money,2012
3. On the timing ability of mutual fund managers;Bollen;The Journal of Finance,2001
4. Performance and persistence in institutional investment management;Busse;The Journal of Finance,2010
5. On persistence in mutual fund performance;Carhart;The Journal of Finance,1997
Cited by 20 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Assessing Mutual Fund Performance in China: A Sector Weight-Based Approach;Mathematics;2024-08-07
2. Mutual fund flows and returns dynamics: Investor preferences and performance persistence;Research in International Business and Finance;2024-08
3. Mutual funds' performance after newspapers' news of the corruption of firms in their portfolios;International Journal of Business Performance Management;2024
4. Excess Return Profiles for Stocks Purchased by Active Equity Managers;SSRN Electronic Journal;2024
5. The Attribution Matrix and the joint use of Finite Change Sensitivity Index and Residual Income for value-based performance measurement;European Journal of Operational Research;2023-04
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3