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• W2037934447 abstract "We construct optimal portfolios of equity funds by combining historical returns on funds and passive indexes with prior views about asset pricing and skill. By including both benchmark and nonbenchmark indexes, we distinguish pricing-model inaccuracy from managerial skill. Modest confidence in a pricing model helps construct portfolios with high Sharpe ratios. Investing in active mutual funds can be optimal even for investors who believe managers cannot outperform passive indexes. Optimal portfolios exclude hot-hand funds even for investors who believe momentum is priced. Our large universe of funds offers no close substitutes for the Fama-French and momentum benchmarks." @default.
• W2037934447 created "2016-06-24" @default.
• W2037934447 creator A5023702151 @default.
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• W2037934447 date "2002-03-01" @default.
• W2037934447 modified "2023-10-16" @default.
• W2037934447 title "Investing in equity mutual funds" @default.
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• W2037934447 doi "https://doi.org/10.1016/s0304-405x(02)00065-x" @default.
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