Matches in SemOpenAlex for { <https://semopenalex.org/work/W2343485236> ?p ?o ?g. }
Showing items 1 to 84 of
84
with 100 items per page.
- W2343485236 abstract "Using a dynamic state-space framework, we examine the persistence of US equity mutual fund performance. Performance is estimated from standard factor models via a Kalman filter following that of Mamaysky et al. (2008), which has not been used in the persistence literature until now. Persistence is tested across monthly, quarterly, biannual and annual horizons from 1995 to 2015. In opposition with current literature, we present strong evidence that funds exhibit persistence in risk-adjusted performance across all measurement horizons, and is not driven by fund fees. However, persistence in risk-adjusted performance is unable to translate into immediately higher net returns for investors. These findings lend support to the notion that some fund managers do possess skill in their ability to select stocks." @default.
- W2343485236 created "2016-06-24" @default.
- W2343485236 creator A5019823201 @default.
- W2343485236 creator A5073140240 @default.
- W2343485236 date "2015-01-01" @default.
- W2343485236 modified "2023-09-27" @default.
- W2343485236 title "Mutual Fund Persistence Using Kalman Filter Models" @default.
- W2343485236 cites W1963730754 @default.
- W2343485236 cites W1968300504 @default.
- W2343485236 cites W1994005874 @default.
- W2343485236 cites W2040965522 @default.
- W2343485236 cites W2141973511 @default.
- W2343485236 cites W2148695606 @default.
- W2343485236 cites W2161782007 @default.
- W2343485236 cites W2171152823 @default.
- W2343485236 cites W3121733752 @default.
- W2343485236 cites W3122296049 @default.
- W2343485236 cites W3122328496 @default.
- W2343485236 cites W3124634564 @default.
- W2343485236 doi "https://doi.org/10.2139/ssrn.2644069" @default.
- W2343485236 hasPublicationYear "2015" @default.
- W2343485236 type Work @default.
- W2343485236 sameAs 2343485236 @default.
- W2343485236 citedByCount "0" @default.
- W2343485236 crossrefType "journal-article" @default.
- W2343485236 hasAuthorship W2343485236A5019823201 @default.
- W2343485236 hasAuthorship W2343485236A5073140240 @default.
- W2343485236 hasConcept C10138342 @default.
- W2343485236 hasConcept C105795698 @default.
- W2343485236 hasConcept C106159729 @default.
- W2343485236 hasConcept C127413603 @default.
- W2343485236 hasConcept C149782125 @default.
- W2343485236 hasConcept C157286648 @default.
- W2343485236 hasConcept C162118730 @default.
- W2343485236 hasConcept C162324750 @default.
- W2343485236 hasConcept C17744445 @default.
- W2343485236 hasConcept C187320778 @default.
- W2343485236 hasConcept C199539241 @default.
- W2343485236 hasConcept C199728807 @default.
- W2343485236 hasConcept C2777064782 @default.
- W2343485236 hasConcept C2781009140 @default.
- W2343485236 hasConcept C33923547 @default.
- W2343485236 hasConceptScore W2343485236C10138342 @default.
- W2343485236 hasConceptScore W2343485236C105795698 @default.
- W2343485236 hasConceptScore W2343485236C106159729 @default.
- W2343485236 hasConceptScore W2343485236C127413603 @default.
- W2343485236 hasConceptScore W2343485236C149782125 @default.
- W2343485236 hasConceptScore W2343485236C157286648 @default.
- W2343485236 hasConceptScore W2343485236C162118730 @default.
- W2343485236 hasConceptScore W2343485236C162324750 @default.
- W2343485236 hasConceptScore W2343485236C17744445 @default.
- W2343485236 hasConceptScore W2343485236C187320778 @default.
- W2343485236 hasConceptScore W2343485236C199539241 @default.
- W2343485236 hasConceptScore W2343485236C199728807 @default.
- W2343485236 hasConceptScore W2343485236C2777064782 @default.
- W2343485236 hasConceptScore W2343485236C2781009140 @default.
- W2343485236 hasConceptScore W2343485236C33923547 @default.
- W2343485236 hasLocation W23434852361 @default.
- W2343485236 hasOpenAccess W2343485236 @default.
- W2343485236 hasPrimaryLocation W23434852361 @default.
- W2343485236 hasRelatedWork W1552446446 @default.
- W2343485236 hasRelatedWork W1562060039 @default.
- W2343485236 hasRelatedWork W1562098337 @default.
- W2343485236 hasRelatedWork W173959730 @default.
- W2343485236 hasRelatedWork W1918256576 @default.
- W2343485236 hasRelatedWork W1985842948 @default.
- W2343485236 hasRelatedWork W2058186161 @default.
- W2343485236 hasRelatedWork W2061197358 @default.
- W2343485236 hasRelatedWork W2106935315 @default.
- W2343485236 hasRelatedWork W2153143211 @default.
- W2343485236 hasRelatedWork W2160721023 @default.
- W2343485236 hasRelatedWork W2181551784 @default.
- W2343485236 hasRelatedWork W2258015246 @default.
- W2343485236 hasRelatedWork W2270043421 @default.
- W2343485236 hasRelatedWork W2307854206 @default.
- W2343485236 hasRelatedWork W2330236393 @default.
- W2343485236 hasRelatedWork W2420128248 @default.
- W2343485236 hasRelatedWork W2891947633 @default.
- W2343485236 hasRelatedWork W3123540358 @default.
- W2343485236 hasRelatedWork W3129998250 @default.
- W2343485236 isParatext "false" @default.
- W2343485236 isRetracted "false" @default.
- W2343485236 magId "2343485236" @default.
- W2343485236 workType "article" @default.