Add to ORKGThis study evaluates mutual fund performance persistence using contingency tables and Spearman's rank correlation. Performance is measured with alpha. The results from evaluating 1248 US mutual funds in the period 2005-2017 indicate that one-year performance persistence does not exist. Fund managers are not able to consistently produce positive alphas nor consistently outperform their competitors. The results thus suggest that that past performance is not indicative of future performance
We re-examine US mutual fund performance persistence. We investigate persistence (i) using both “aca...
In this article, we examine whether active mutual funds that markedly change their exposure to syste...
PURPOSE OF THE STUDY The objective of this thesis is to analyze the performance persistence of Euro...
The authors explore performance persistence in mutual funds using absolute and relative benchmarks. ...
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...
This research makes an attempt to determine persistence in the mutual fund returns. i.e. an effort h...
This study examines the performance of 93 fund managers over the 10 year period 1986 through 1995 us...
The relative performance of no-load, growth-oriented mutual funds persists in the near term, with th...
Many studies have discussed mutual funds performance, especially about the persistence of excess ret...
This paper studies the persistence of mutual fund performance. Academic research often focuses on fu...
Performance persistence in the US mutual fund market is investigated, modeling risk-adjusted perform...
This study investigates the performance persistence of 78 mutual funds of Pakistan for the period 20...
The present study examines a series of performance measures as an attempt to resolve the ex post ve...
Past literature on managed futures funds has found little evidence that the top performing funds can...
We re-examine US mutual fund performance persistence. We investigate persistence (i) using both “aca...
In this article, we examine whether active mutual funds that markedly change their exposure to syste...
PURPOSE OF THE STUDY The objective of this thesis is to analyze the performance persistence of Euro...
The authors explore performance persistence in mutual funds using absolute and relative benchmarks. ...
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...
This research makes an attempt to determine persistence in the mutual fund returns. i.e. an effort h...
This study examines the performance of 93 fund managers over the 10 year period 1986 through 1995 us...
The relative performance of no-load, growth-oriented mutual funds persists in the near term, with th...
Many studies have discussed mutual funds performance, especially about the persistence of excess ret...
This paper studies the persistence of mutual fund performance. Academic research often focuses on fu...
Performance persistence in the US mutual fund market is investigated, modeling risk-adjusted perform...
This study investigates the performance persistence of 78 mutual funds of Pakistan for the period 20...
The present study examines a series of performance measures as an attempt to resolve the ex post ve...
Past literature on managed futures funds has found little evidence that the top performing funds can...
We re-examine US mutual fund performance persistence. We investigate persistence (i) using both “aca...
In this article, we examine whether active mutual funds that markedly change their exposure to syste...
PURPOSE OF THE STUDY The objective of this thesis is to analyze the performance persistence of Euro...