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- W2079117710 abstract "This article empirically examines market timing and selectivity performance of a sample of mutual funds. It uses a very simple regression technique to separate stock selection ability from timing ability. This technique, first suggested by Treynor and Mazuy and later refined by Bhattacharya and Pfleiderer, uses a modified security-market line approach to produce individual measures of timing and stock selection ability. The inputs to the model are only the returns earned on the fund and those earned on the market portfolio. The empirical results indicate that at the individual fund level there is some evidence of superior micro- and macroforecasting ability on the part of the fund manager. Copyright 1990 by the University of Chicago." @default.
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- W2079117710 date "1990-01-01" @default.
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- W2079117710 title "Market Timing, Selectivity, and Mutual Fund Performance: An Empirical Investigation" @default.
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- W2079117710 doi "https://doi.org/10.1086/296505" @default.
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