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Measuring mutual fund performance with characteristic-based benchmarks

Daniel, Kent; Grinblatt, Mark; Titman, Sheridan; … - In: The journal of finance : the journal of the American … 52 (1997) 3, pp. 1035-1058

Persistent link: https://www.econbiz.de/10001225617

Momentum investment strategies, portfolio performance, and herding : a study of mutual fund behavior

Grinblatt, Mark - In: The American economic review 85 (1995) 5, pp. 1088-1105

Persistent link: https://www.econbiz.de/10001202050

Managerial rents vs. shareholder value in delegated portfolio management : the case of closed-end funds

Wu, Youchang; Wermers, Russ; Zechner, Josef - In: The review of financial studies 29 (2016) 12, pp. 3428-3470

Persistent link: https://www.econbiz.de/10011620115

Do fund managers misestimate climatic disaster risk

Alok, Shashwat; Kumar, Nitin; Wermers, Russ - In: The review of financial studies 33 (2020) 3, pp. 1146-1183

Persistent link: https://www.econbiz.de/10012198076

The value of active mutual fund management : an examination of the stockholdings and trades of fund managers

Chen, Hsiu-lang; Jegadeesh, Narasimhan; Wermers, Russ - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 3, pp. 343-368

Persistent link: https://www.econbiz.de/10001522464

Essays on the investment behavior of institutional investors

Wermers, Russ - 1995

Persistent link: https://www.econbiz.de/10001482294

A matter of style : the causes and consequences of style drift in institutional portfolios

Wermers, Russ - 2012

The equity style orientation of an institutional portfolio has a large influence on its yearly returns. This paper analyzes the causes and consequences of portfolio "style drift" among U.S. equity mutual funds by developing new portfolio holdings-based measures of drift. These holdingsbased...

Persistent link: https://www.econbiz.de/10009562010

Investing in mutual funds when returns are predictable

Avramov, Doron; Wermers, Russ - In: Journal of financial economics 81 (2006) 2, pp. 339-377

Persistent link: https://www.econbiz.de/10003353930