ATTRITION AND MUTUAL FUND PERFORMANCE

被引:0
作者
BROWN, SJ [1 ]
GOETZMANN, WN [1 ]
机构
[1] YALE UNIV,SCH ORG & MANAGEMENT,NEW HAVEN,CT 06520
关键词
D O I
暂无
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:1055 / 1056
页数:2
相关论文
共 50 条
[31]   Mutual Fund Performance: Luck or Skill? [J].
Bhootra, Ajay ;
Drezner, Zvi ;
Schwarz, Christopher ;
Stohs, Mark Hoven .
INTERNATIONAL JOURNAL OF BUSINESS, 2015, 20 (01) :52-63
[32]   Liquidity Risk and Mutual Fund Performance [J].
Dong, Xi ;
Feng, Shu ;
Sadka, Ronnie .
MANAGEMENT SCIENCE, 2019, 65 (03) :1020-1041
[33]   Mutual fund performance at long horizons [J].
Bessembinder, Hendrik ;
Cooper, Michael J. ;
Zhang, Feng .
JOURNAL OF FINANCIAL ECONOMICS, 2023, 147 (01) :132-158
[34]   Bootstrap analysis of mutual fund performance [J].
Huang, Haitao ;
Jiang, Lei ;
Leng, Xuan ;
Peng, Liang .
JOURNAL OF ECONOMETRICS, 2023, 235 (01) :239-255
[35]   Recession managers and mutual fund performance [J].
Chen, Jie ;
Lasfer, Meziane ;
Song, Wei ;
Zhou, Si .
JOURNAL OF CORPORATE FINANCE, 2021, 69
[36]   Active Share and Mutual Fund Performance [J].
Petajisto, Antti .
FINANCIAL ANALYSTS JOURNAL, 2013, 69 (04) :73-93
[37]   Assessing Mutual Fund Performance in China [J].
Cornell, Bradford ;
Hsu, Jason ;
Kiefer, Patrick ;
Wool, Phillip .
JOURNAL OF PORTFOLIO MANAGEMENT, 2020, 46 (05) :118-127
[38]   Portfolio concentration and mutual fund performance [J].
Fulkerson, Jon A. ;
Riley, Timothy B. .
JOURNAL OF EMPIRICAL FINANCE, 2019, 51 :1-16
[39]   Revisiting mutual fund performance evaluation [J].
Angelidis, Timotheos ;
Giamouridis, Daniel ;
Tessaromatis, Nikolaos .
JOURNAL OF BANKING & FINANCE, 2013, 37 (05) :1759-1776
[40]   Survivorship bias and mutual fund performance [J].
Elton, EJ ;
Gruber, MJ ;
Blake, CR .
REVIEW OF FINANCIAL STUDIES, 1996, 9 (04) :1097-1120