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Mutual Fund Performance Measurement using Higher Moment Approach
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1016/0304-405x(75)90025-2openalex-extracted
Optimal rules for ordering uncertain prospects
inferredcites →https://doi.org/10.1016/0304-405x(81)90018-0openalex-extracted
The relationship between return and market value of common stocks
inferredcites →https://doi.org/10.1016/0304-405x(93)90023-5openalex-extracted
Common risk factors in the returns on stocks and bonds
inferredcites →https://doi.org/10.1016/j.jbankfin.2009.01.005openalex-extracted
Portfolio Performance Evaluation with Generalized Sharpe Ratios: Beyond the Mean and Variance
inferredcites →https://doi.org/10.1016/s0377-2217(98)00258-6openalex-extracted
Variance vs downside risk: Is there really that much difference?
inferredcites →https://doi.org/10.1016/s0378-4266(96)00032-5openalex-extracted
Portfolio selection and skewness: Evidence from international stock markets
inferredcites →https://doi.org/10.1086/295472openalex-extracted
Capital Market Equilibrium with Restricted Borrowing
inferredcites →https://doi.org/10.1088/1469-7688/2/2/305openalex-extracted
Skewness in individual stocks at different investment horizons
inferredcites →https://doi.org/10.1111/0022-1082.00263openalex-extracted
Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses
inferredcites →https://doi.org/10.1111/j.1540-6261.1952.tb01525.xopenalex-extracted
PORTFOLIO SELECTION*
inferredcites →https://doi.org/10.1111/j.1540-6261.1964.tb02865.xopenalex-extracted
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
inferredcites →https://doi.org/10.1111/j.1540-6261.1967.tb01651.xopenalex-extracted
RISK AND THE REQUIRED RETURN ON EQUITY
inferredcites →https://doi.org/10.1111/j.1540-6261.1977.tb01979.xopenalex-extracted
INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS
inferredcites →https://doi.org/10.1111/j.1540-6261.1987.tb03917.xopenalex-extracted
Mean-Variance Spanning
inferredcites →https://doi.org/10.1111/j.1540-6261.1988.tb03952.xopenalex-extracted
Debt/Equity Ratio and Expected Common Stock Returns: Empirical Evidence
inferredcites →https://doi.org/10.1111/j.1540-6261.1991.tb04626.xopenalex-extracted
Structural and Return Characteristics of Small and Large Firms
inferredcites →https://doi.org/10.1111/j.1540-6261.1991.tb04642.xopenalex-extracted
Fundamentals and Stock Returns in Japan
inferredcites →https://doi.org/10.1111/j.1540-6261.1993.tb04702.xopenalex-extracted
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb03808.xopenalex-extracted
On Persistence in Mutual Fund Performance
inferredcites →https://doi.org/10.1111/j.1540-6261.2009.01527.xopenalex-extracted
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas
inferredcites →https://doi.org/10.1146/annurev-financial-102710-144856openalex-extracted
Performance Measurement of Mutual Funds, Hedge Funds, and Institutional Accounts
inferredcites →https://doi.org/10.2307/1910098openalex-extracted
Equilibrium in a Capital Asset Market
inferredcites →https://doi.org/10.2307/1924119openalex-extracted
The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets
inferredcites →https://doi.org/10.2307/2282415openalex-extracted
Portfolio Selection: Efficient Diversification of Investments.
inferredcites →https://doi.org/10.2307/2325404openalex-extracted
The Performance of Mutual Funds in the Period 1945-1964
inferredcites →https://doi.org/10.2307/2329910openalex-extracted
Another Look at Mutual Fund Performance
inferredcites →https://doi.org/10.2307/2978877openalex-extracted
Essays in the Theory of Risk-Bearing.
inferredcites →https://doi.org/10.2469/dig.v33.n1.1222openalex-extracted
A Universal Performance Measure
inferredcites →https://doi.org/10.2469/faj.v47.n5.28openalex-extracted
Asset Allocation in a Downside-Risk Framework
inferredcites →https://doi.org/10.1111/j.1540-6261.1992.tb04398.xopenalex-snapshot
The Cross-Section of Expected Stock Returns
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inferred← citeshttps://doi.org/10.21474/ijar01/5331openalex-snapshot
MEASURING FUND PERFORMANCE USING MULTI-FACTOR MODELS: EVIDENCE FROM THE INDIAN MUTUAL FUNDS AND ULIP FUNDS.
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