Seasonality and Idiosyncratic Risk in Mutual Fund Performance

SSRN Electronic Journal ◽

10.2139/ssrn.1997766 ◽

2012 ◽

Author(s):

Javier Vidal

Keyword(s):

Mutual Fund ◽

Idiosyncratic Risk ◽

Fund Performance ◽

Mutual Fund Performance

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Idiosyncratic Risk and Mutual Fund Performance Persistence

SSRN Electronic Journal ◽

10.2139/ssrn.1974805 ◽

2012 ◽

Cited By ~ 1

Author(s):

Nan Qin

Keyword(s):

Mutual Fund ◽

Idiosyncratic Risk ◽

Fund Performance ◽

Performance Persistence ◽

Mutual Fund Performance

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A new family of equity style indices and mutual fund performance: Do liquidity and idiosyncratic risk matter?

Journal of Empirical Finance ◽

10.1016/j.jempfin.2012.12.005 ◽

2013 ◽

Vol 21 ◽

pp. 69-85 ◽

Cited By ~ 21

Author(s):

Niklas Wagner ◽

Elisabeth Winter

Keyword(s):

Mutual Fund ◽

Idiosyncratic Risk ◽

Fund Performance ◽

Mutual Fund Performance ◽

New Family ◽

Style Indices

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Idiosyncratic risk and mutual fund performance

Annals of Operations Research ◽

10.1007/s10479-018-2794-2 ◽

2018 ◽

Vol 281 (1-2) ◽

pp. 349-372 ◽

Cited By ~ 1

Author(s):

Javier Vidal-García ◽

Marta Vidal ◽

Sabri Boubaker ◽

Riadh Manita

Keyword(s):

Mutual Fund ◽

Idiosyncratic Risk ◽

Fund Performance ◽

Mutual Fund Performance

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Seasonality and idiosyncratic risk in mutual fund performance

European Journal of Operational Research ◽

10.1016/j.ejor.2013.09.011 ◽

2014 ◽

Vol 233 (3) ◽

pp. 613-624 ◽

Cited By ~ 10

Author(s):

Javier Vidal-García ◽

Marta Vidal

Keyword(s):

Mutual Fund ◽

Idiosyncratic Risk ◽

Fund Performance ◽

Mutual Fund Performance

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A New Family of Equity Style Indices and Mutual Fund Performance: Do Liquidity and Idiosyncratic Risk Matter?

SSRN Electronic Journal ◽

10.2139/ssrn.1274618 ◽

2011 ◽

Author(s):

Niklas F. Wagner ◽

Elisabeth Winter

Keyword(s):

Mutual Fund ◽

Idiosyncratic Risk ◽

Fund Performance ◽

Mutual Fund Performance ◽

New Family ◽

Style Indices

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Idiosyncratic Risk and Mutual Fund Performance

SSRN Electronic Journal ◽

10.2139/ssrn.2354177 ◽

2013 ◽

Cited By ~ 1

Author(s):

Javier Vidal-Garcca

Keyword(s):

Mutual Fund ◽

Idiosyncratic Risk ◽

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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