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Mutual fund performance: The model for selecting persistent winners

https://doi.org/10.2139/ssrn.4894796
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Outgoing claims: the papers this work cites, builds on, or argues with.

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Alphas in Disguise: A New Approach to Uncovering Them
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Common risk factors in the returns on stocks and bonds
inferredcites →https://doi.org/10.1016/j.irfa.2016.01.004openalex-snapshot
UK equity mutual fund alphas make a comeback
inferredcites →https://doi.org/10.1016/j.irfa.2018.12.012openalex-snapshot
Review of New Trends in the Literature on Factor Models and Mutual Fund Performance
inferredcites →https://doi.org/10.1016/j.irfa.2021.101673openalex-snapshot
How skilful are US fixed-income fund managers?
inferredcites →https://doi.org/10.1016/j.irfa.2021.101852openalex-snapshot
The economic gain of being small in the mutual fund industry: U.S. and international evidence
inferredcites →https://doi.org/10.1016/j.irfa.2022.102133openalex-snapshot
Mutual fund performance persistence: Factor models and portfolio size
inferredcites →https://doi.org/10.1016/j.jbankfin.2013.01.006openalex-snapshot
Revisiting mutual fund performance evaluation
inferredcites →https://doi.org/10.1016/j.jempfin.2018.09.001openalex-snapshot
Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds
inferredcites →https://doi.org/10.1016/j.jfineco.2008.02.011openalex-snapshot
Performance evaluation and self-designated benchmark indexes in the mutual fund industry
inferredcites →https://doi.org/10.1016/j.jfineco.2013.12.006openalex-snapshot
Mutual fund performance evaluation with active peer benchmarks
inferredcites →https://doi.org/10.1016/j.jfineco.2015.05.002openalex-snapshot
Measuring skill in the mutual fund industry
inferredcites →https://doi.org/10.1016/s0927-5398(02)00006-3openalex-snapshot
An exploration of the persistence of UK unit trust performance
inferredcites →https://doi.org/10.1057/s41260-018-0101-zopenalex-snapshot
Benchmark-adjusted performance of US equity mutual funds and the issue of prospectus benchmarks
inferredcites →https://doi.org/10.1057/s41260-023-00310-7openalex-snapshot
UK mutual funds: performance persistence and portfolio size
inferredcites →https://doi.org/10.1080/00036846.2023.2175778openalex-snapshot
Searching for mutual fund winners? the strategy is to outbid both, the benchmark and the peer group
inferredcites →https://doi.org/10.1080/0015198x.2019.1628555openalex-snapshot
Challenging the Conventional Wisdom on Active Management: A Review of the Past 20 Years of Academic Literature on Actively Managed Mutual Funds
inferredcites →https://doi.org/10.1080/0015198x.2020.1738126openalex-snapshot
A Review of the Performance Measurement of Long-Term Mutual Funds
inferredcites →https://doi.org/10.1080/09603100600771026openalex-snapshot
Portfolio performance: factors or benchmarks?
inferredcites →https://doi.org/10.1080/1351847x.2019.1581639openalex-snapshot
Use of active peer benchmarks in assessing UK mutual fund performance and performance persistence
inferredcites →https://doi.org/10.1093/rfs/9.2.511openalex-snapshot
Portfolio Performance Measurement: Theory and Applications
inferredcites →https://doi.org/10.1093/rfs/hhp016openalex-snapshot
Benchmarking Money Manager Performance: Issues and Evidence
inferredcites →https://doi.org/10.1111/j.1468-0416.2010.00156.xopenalex-snapshot
Mutual Fund Performance: Measurement and Evidence1
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb03808.xopenalex-snapshot
On Persistence in Mutual Fund Performance
inferredcites →https://doi.org/10.1561/104.00000007openalex-snapshot
Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation
inferredcites →https://doi.org/10.1561/104.00000103openalex-snapshot
Carhart (1997) Mutual Fund Performance Persistence Disappears Out of Sample
inferredcites →https://doi.org/10.2139/ssrn.1108856openalex-snapshot
Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation
inferredcites →https://doi.org/10.2139/ssrn.291372openalex-snapshot
Persistence in Style-Adjusted Mutual Fund Returns
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