A Reexamination of the Market-Timing and Security-Selection Performance of Mutual Funds
- 1 September 1997
- journal article
- Published by Taylor & Francis in CFA Magazine
- Vol. 53 (5) , 24-30
- https://doi.org/10.2469/faj.v53.n5.2114
Abstract
No abstract availableThis publication has 29 references indexed in Scilit:
- Performance PersistenceThe Journal of Finance, 1995
- A Study of Monthly Mutual Fund Returns and Performance Evaluation TechniquesJournal of Financial and Quantitative Analysis, 1994
- Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988The Journal of Finance, 1993
- Efficiency with Costly Information: A Reinterpretation of Evidence from Managed PortfoliosThe Review of Financial Studies, 1993
- Survivorship Bias in Performance StudiesThe Review of Financial Studies, 1992
- Evaluating the Performance of International Mutual FundsThe Journal of Finance, 1990
- Mutual Fund Performance: An Analysis of Quarterly Portfolio HoldingsThe Journal of Business, 1989
- On Timing and SelectivityThe Journal of Finance, 1986
- Differential Information and Performance Measurement Using a Security Market LineThe Journal of Finance, 1985
- Market Timing and Mutual Fund Investment PerformanceThe Journal of Business, 1984