SELECTIVITY, MARKET TIMING, AND RANDOM BETA BEHAVIOR OF MUTUAL FUNDS: A GENERALIZED MODEL
- 1 March 1986
- journal article
- Published by Wiley in Journal of Financial Research
- Vol. 9 (1) , 87-96
- https://doi.org/10.1111/j.1475-6803.1986.tb00437.x
Abstract
No abstract availableKeywords
This publication has 21 references indexed in Scilit:
- AN ARBITRAGE PRICING APPROACH TO EVALUATING MUTUAL FUND PERFORMANCEJournal of Financial Research, 1985
- Market Timing and Mutual Fund Investment PerformanceThe Journal of Business, 1984
- Market Timing and Mutual Fund Performance: An Empirical InvestigationThe Journal of Business, 1984
- Timing Decisions and the Behavior of Mutual Fund Systematic RiskJournal of Financial and Quantitative Analysis, 1982
- Stability of mutual fund systematic risk statisticsJournal of Business Research, 1980
- Mutual Fund Systematic Risk for Bull and Bear Markets: An Empirical ExaminationThe Journal of Finance, 1979
- COMPONENTS OF INVESTMENT PERFORMANCE*The Journal of Finance, 1972
- Risk, The Pricing of Capital Assets, and The Evaluation of Investment PortfoliosThe Journal of Business, 1969
- Some Estimators for a Linear Model With Random CoefficientsJournal of the American Statistical Association, 1968
- THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964The Journal of Finance, 1968