Mutual fund performance : the model for selecting persistent winners
| Year of publication: |
2025
|
|---|---|
| Authors: | Mateus, Cesario ; Mateus, Irina Bezhentseva ; Todorovic, Natasa |
| Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 31.2025, 5, p. 647-669
|
| Subject: | benchmark-adjusted alphas | Carhart model | peer-group-adjusted alphas | performance persistence | US equity mutual funds | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | USA | United States | Portfolio-Management | Portfolio selection | Aktienfonds | Equity fund | CAPM | Performance-Messung | Performance measurement |
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