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Drivers of differences in performance of ESG-focused funds relative to their underlying benchmarks

Fooladi, Iraj J.; Hebb, Gregory - In: Global finance journal 56 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014478936

Benchmarking the performance of superannuation funds

Bateman, Hazel - In: Pension fund governance : a global perspective on …, (pp. 158 - 175). 2008

Persistent link: https://www.econbiz.de/10014561921

Searching for mutual fund winners? : the strategy is to outbid both, the benchmark and the peer group

Mateus, Cesario; Mateus, Irina Bezhentseva; Todorovic, … - In: Applied economics 56 (2024) 11, pp. 1268-1282

Persistent link: https://www.econbiz.de/10014470970

On the informativeness of persistence for evaluating mutual fund performance using partial frontiers

Matallín-Sáez, Juan Carlos; Soler-Domínguez, Amparo; … - In: Omega : the international journal of management science 42 (2014), pp. 47-64

Persistent link: https://www.econbiz.de/10010204527

Do actively managed US mutual funds produce positive alpha?

Huang, Rong; Pilbeam, Keith; Pouliot, William - In: Journal of economic behavior & organization : JEBO 182 (2021), pp. 472-492

Persistent link: https://www.econbiz.de/10012598403

Mutual fund performance : using bespoke benchmarks to disentangle mandates, constraints and skill

Beber, Alessandro; Brandt, Michael W.; Cen, Jason; … - In: Journal of empirical finance 60 (2021), pp. 74-93

Persistent link: https://www.econbiz.de/10012692978

Reexamining fund manager skill form a new angle

Bu, Qiang; Lacey, Nelson J. - In: Managerial finance 42 (2016) 8, pp. 746-762

Persistent link: https://www.econbiz.de/10011572380

A factor-adjusted multiple testing procedure with application to mutual fund selection

Lan, Wei; Du, Lilun - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 1, pp. 147-157

Persistent link: https://www.econbiz.de/10012176556

Bootstrap Analysis of Mutual Fund Performance

Huang, Haitao - 2020

unskilled funds are present. We develop the theory for a valid bootstrap Hotelling's T-squared test to first identify a zero …

Persistent link: https://www.econbiz.de/10012844796

Performance of mutual equity funds in Brazil : a bootstrap analysis

Laes, Marco Antonio; Silva, Marcos Eugênio da - In: Economia : revista da ANPEC 15 (2014) 3, pp. 294-306

This article reports a study on the performance of mutual equity funds in Brazil from January 2002 to August 2012. For the analyses, Carhart's four-factor model is used as the benchmark for performance, and bootstrap procedures are applied to separate skill from luck. The results show that...

Persistent link: https://www.econbiz.de/10011865316