scholarly journals The Ethical Mutual Fund Performance Debate: New Evidence from Canada

2006 ◽  
Vol 70 (2) ◽  
pp. 111-124 ◽  
Author(s):  
Rob Bauer ◽  
Jeroen Derwall ◽  
Rogér Otten
Keyword(s):  
Mutual Fund ◽  
Fund Performance ◽  
Mutual Fund Performance ◽  
New Evidence

scholarly journals New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods

2017 ◽  
Vol 52 (3) ◽  
pp. 1279-1299 ◽  
Author(s):  
David Blake ◽  
Tristan Caulfield ◽  
Christos Ioannidis ◽  
Ian Tonks
Keyword(s):  
Confidence Intervals ◽  
Mutual Fund ◽  
Cross Correlation ◽  
Fund Performance ◽  
Mutual Fund Performance ◽  
Bootstrap Methods ◽  
Fund Managers ◽  
Mutual Fund Manager ◽  
New Evidence ◽  
Over Time

We compare two bootstrap methods for assessing mutual fund performance. The first produces narrow confidence intervals due to pooling over time, whereas the second produces wider confidence intervals because it preserves the cross correlation of fund returns. We then show that the average U.K. equity mutual fund manager is unable to deliver outperformance net of fees under either bootstrap. Gross of fees, 95% of fund managers on the basis of the first bootstrap and all fund managers on the basis of the second bootstrap fail to outperform the luck distribution of gross returns.

scholarly journals New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods

2015 ◽  
Author(s):  
David P. Blake ◽  
Tristan Caulfield ◽  
Christos Ioannidis ◽  
Ian Tonks
Keyword(s):  
Mutual Fund ◽  
Fund Performance ◽  
Mutual Fund Performance ◽  
Bootstrap Methods ◽  
New Evidence

scholarly journals New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods

2015 ◽  
Author(s):  
David P. Blake ◽  
Tristan Caulfield ◽  
Christos Ioannidis ◽  
Ian Tonks
Keyword(s):  
Mutual Fund ◽  
Fund Performance ◽  
Mutual Fund Performance ◽  
Bootstrap Methods ◽  
New Evidence

Explaining Persistence in Mutual Fund Performance

CFA Digest ◽  
1999 ◽  
Vol 29 (2) ◽  
pp. 79-81
Author(s):  
Bruce D. Phelps
Keyword(s):  
Mutual Fund ◽  
Fund Performance ◽  
Mutual Fund Performance

Mutual Fund Performance and Seemingly Unrelated Assets

CFA Digest ◽  
2002 ◽  
Vol 32 (4) ◽  
pp. 56-58
Author(s):  
Daren E. Miller
Keyword(s):  
Mutual Fund ◽  
Fund Performance ◽  
Mutual Fund Performance

Short-Term Persistence in Greek Mutual Fund Performance

2008 ◽  
Author(s):  
Daniel Giamouridis ◽  
Konstantinos Sakellariou
Keyword(s):  
Mutual Fund ◽  
Fund Performance ◽  
Mutual Fund Performance ◽  
Short Term

Mutual Fund Performance and Embedded Currency Risk

2011 ◽  
Author(s):  
Massimo Massa ◽  
Yanbo Wang ◽  
Hong Zhang
Keyword(s):  
Mutual Fund ◽  
Fund Performance ◽  
Mutual Fund Performance ◽  
Currency Risk
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