Measuring Mutual Fund Performance with Characteristic-Based Benchmarks-Reference-Cited by-同舟云学术

Measuring Mutual Fund Performance with Characteristic-Based Benchmarks

Published:1997-07 Issue:3 Volume:52 Page:1035-1058
ISSN:0022-1082
Container-title:The Journal of Finance
language:en
Short-container-title:The Journal of Finance

Author:

DANIEL KENT,GRINBLATT MARK,TITMAN SHERIDAN,WERMERS RUSS

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1997.tb02724.x/fullpdf

Reference25 articles.

1. Survivorship bias in performance studies;Brown;Review of Financial Studies,1992

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

3. Cohen , Randolph B. Christopher K. Polk 1995 An investigation of the impact of industry factors in asset-pricing tests Working paper, University of Chicago

4. Evidence on the characteristics of cross-sectional variation in common stock returns;Daniel;Journal of Finance,1997

5. Differential information and performance measurement using a security market line;Dybvig;Journal of Finance,1985

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