Mutual fund performance and changes in factor exposure

The Journal of Financial Research ◽

10.1111/jfir.12266 ◽

2021 ◽

Author(s):

Wolfgang Bessler ◽

Thomas Conlon ◽

Diego Víctor de Mingo‐López ◽

Juan Carlos Matallín‐Sáez

Keyword(s):

Mutual Fund ◽

Fund Performance ◽

Mutual Fund Performance

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Explaining Persistence in Mutual Fund Performance

CFA Digest ◽

10.2469/dig.v29.n2.484 ◽

1999 ◽

Vol 29 (2) ◽

pp. 79-81

Author(s):

Bruce D. Phelps

Keyword(s):

Mutual Fund ◽

Fund Performance ◽

Mutual Fund Performance

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Mutual Fund Performance and Seemingly Unrelated Assets

CFA Digest ◽

10.2469/dig.v32.n4.1172 ◽

2002 ◽

Vol 32 (4) ◽

pp. 56-58

Author(s):

Daren E. Miller

Keyword(s):

Mutual Fund ◽

Fund Performance ◽

Mutual Fund Performance

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Short-Term Persistence in Greek Mutual Fund Performance

SSRN Electronic Journal ◽

10.2139/ssrn.1080912 ◽

2008 ◽

Author(s):

Daniel Giamouridis ◽

Konstantinos Sakellariou

Keyword(s):

Mutual Fund ◽

Fund Performance ◽

Mutual Fund Performance ◽

Short Term

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Mutual Fund Performance and Embedded Currency Risk

SSRN Electronic Journal ◽

10.2139/ssrn.1734184 ◽

2011 ◽

Author(s):

Massimo Massa ◽

Yanbo Wang ◽

Hong Zhang

Keyword(s):

Mutual Fund ◽

Fund Performance ◽

Mutual Fund Performance ◽

Currency Risk

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Time-Varying Mutual Fund Performance-Flow Sensitivity and Managerial Effort

SSRN Electronic Journal ◽

10.2139/ssrn.1786947 ◽

2011 ◽

Cited By ~ 1

Author(s):

Lei Xie

Keyword(s):

Mutual Fund ◽

Fund Performance ◽

Mutual Fund Performance ◽

Time Varying ◽

Flow Sensitivity ◽

Performance Flow

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Cross-Sectional Stock Returns and Mutual Fund Performance Evaluation: An Investment-Based Investigation

SSRN Electronic Journal ◽

10.2139/ssrn.2024709 ◽

2012 ◽

Author(s):

Chen Xue

Keyword(s):

Performance Evaluation ◽

Stock Returns ◽

Mutual Fund ◽

Fund Performance ◽

Mutual Fund Performance ◽

Cross Sectional ◽

Fund Performance Evaluation

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Equity Lending, Investment Restrictions, and Mutual Fund Performance

SSRN Electronic Journal ◽

10.2139/ssrn.2101604 ◽

2012 ◽

Cited By ~ 2

Author(s):

Richard B. Evans ◽

Miguel A. Ferreira ◽

Melissa Porras Prado

Keyword(s):

Mutual Fund ◽

Fund Performance ◽

Mutual Fund Performance

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Identifying the Value Premium: A Test of Mutual Fund Performance Measures

SSRN Electronic Journal ◽

10.2139/ssrn.2139819 ◽

2012 ◽

Author(s):

Glenn N. Pettengill ◽

George Chang ◽

C. James Hueng

Keyword(s):

Performance Measures ◽

Mutual Fund ◽

Fund Performance ◽

Value Premium ◽

Mutual Fund Performance

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European Mutual Fund Performance; A Survey

SSRN Electronic Journal ◽

10.2139/ssrn.213808 ◽

2000 ◽

Cited By ~ 3

Author(s):

Roger Otten ◽

Dennis Bams

Keyword(s):

Mutual Fund ◽

Fund Performance ◽

Mutual Fund Performance

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Mutual Fund Performance Measurement using Higher Moment Approach

SSRN Electronic Journal ◽

10.2139/ssrn.2459401 ◽

2014 ◽

Author(s):

Nathee Naktnasukanjn

Keyword(s):

Performance Measurement ◽

Mutual Fund ◽

Fund Performance ◽

Mutual Fund Performance ◽

Moment Approach

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