Add to ORKGWe investigate whether performance persistence exists on the Swedish market for equity based mutual funds for the years 1992 – 2011. We test for one-year persistence for the risk-neutral returns for eight fund categories. The method includes both an autoregression of present returns on past returns and a cross product ratio test. The results suggest that performance persistent exists on the Swedish market. The main significant evidence is found for funds investing in Sweden, Europe and globally. The persistency found is most prevalent for the period spanning from 2000 to 2010
The purpose of this study is to extend the research on mutual fund performance persistence to net as...
Many studies have discussed mutual funds performance, especially about the persistence of excess ret...
Mutual funds are the common name for the open-end investment companies. This is the dominant investm...
We investigate whether performance persistence exists on the Swedish market for equity based mutual ...
In this study, the performance persistence in the Swedish mutual fund market is investigated. The pe...
People saving in mutual funds often look at historical performance before they decide which funds to...
The purpose of this thesis is to study the performance of mutual funds in the Swedish fund market in...
Using a dataset free of survivorship bias, we investigate the performance and performance persistenc...
This paper analyzes persistence in US equity mutual fund performance over the period 1990–2015. We a...
Using a dataset free of survivorship bias, we investigate the performance and performance persistenc...
The authors explore performance persistence in mutual funds using absolute and relative benchmarks. ...
The purpose of this paper is to investigate whether there is evidence of performance persistence amo...
This paper investigates the performance, persistence, and business cycle asymmetries in active Norw...
We study performance persistence across a global sample of equity mutual funds from 27 countries. In...
This research makes an attempt to determine persistence in the mutual fund returns. i.e. an effort h...
The purpose of this study is to extend the research on mutual fund performance persistence to net as...
Many studies have discussed mutual funds performance, especially about the persistence of excess ret...
Mutual funds are the common name for the open-end investment companies. This is the dominant investm...
We investigate whether performance persistence exists on the Swedish market for equity based mutual ...
In this study, the performance persistence in the Swedish mutual fund market is investigated. The pe...
People saving in mutual funds often look at historical performance before they decide which funds to...
The purpose of this thesis is to study the performance of mutual funds in the Swedish fund market in...
Using a dataset free of survivorship bias, we investigate the performance and performance persistenc...
This paper analyzes persistence in US equity mutual fund performance over the period 1990–2015. We a...
Using a dataset free of survivorship bias, we investigate the performance and performance persistenc...
The authors explore performance persistence in mutual funds using absolute and relative benchmarks. ...
The purpose of this paper is to investigate whether there is evidence of performance persistence amo...
This paper investigates the performance, persistence, and business cycle asymmetries in active Norw...
We study performance persistence across a global sample of equity mutual funds from 27 countries. In...
This research makes an attempt to determine persistence in the mutual fund returns. i.e. an effort h...
The purpose of this study is to extend the research on mutual fund performance persistence to net as...
Many studies have discussed mutual funds performance, especially about the persistence of excess ret...
Mutual funds are the common name for the open-end investment companies. This is the dominant investm...