Can mutual funds time risk factors?

Author:

Benos Evangelos,Jochec Marek,Nyekel Victor

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference13 articles.

1. Benos, E. & Jochec, M. (2009). Short term persistence in mutual fund market timing and stock selection abilities. Working Paper, University of Illinois.

2. On the timing ability of mutual fund managers;Bollen;Journal of Finance,2001

3. Short-term persistence in mutual fund performance;Bollen;The Review of Financial Studies,2004

4. Of tournaments and temptations: An analysis of managerial incentives in the mutual fund industry;Brown;Journal of Finance,1996

5. On persistence in mutual fund performance;Carhart;Journal of Finance,1997

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