Mutual fund performance evaluation: a value efficiency analysis approach

Cross-Sectional Stock Returns and Mutual Fund Performance Evaluation: An Investment-Based Investigation

SSRN Electronic Journal ◽

10.2139/ssrn.2024709 ◽

2012 ◽

Author(s):

Chen Xue

Keyword(s):

Performance Evaluation ◽

Stock Returns ◽

Mutual Fund ◽

Fund Performance ◽

Mutual Fund Performance ◽

Cross Sectional ◽

Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons

The Journal of Finance ◽

10.1111/j.1540-6261.1987.tb02566.x ◽

1987 ◽

Vol 42 (2) ◽

pp. 233-265 ◽

Cited By ~ 251

Author(s):

BRUCE N. LEHMANN ◽

DAVID M. MODEST

Keyword(s):

Performance Evaluation ◽

Mutual Fund ◽

Fund Performance ◽

Mutual Fund Performance ◽

A Stochastic Discount Factor-Based Approach for Fixed-Income Mutual Fund Performance Evaluation

Numerical Methods in Finance ◽

10.1007/0-387-25118-9_10 ◽

2005 ◽

pp. 193-226 ◽

Author(s):

Mohamed A. Ayadi ◽

Lawrence Kryzanowski

Keyword(s):

Performance Evaluation ◽

Mutual Fund ◽

Fund Performance ◽

Discount Factor ◽

Stochastic Discount Factor ◽

Mutual Fund Performance ◽

Fixed Income ◽

Is size an input in the mutual fund performance evaluation with DEA?

Eurasian Economic Review ◽

10.1007/s40822-020-00141-6 ◽

2020 ◽

Vol 10 (4) ◽

pp. 635-659 ◽

Author(s):

Sevgi Eda Tuzcu ◽

Emrah Ertugay

Keyword(s):

Performance Evaluation ◽

Mutual Fund ◽

Fund Performance ◽

Mutual Fund Performance ◽

Revisiting mutual fund performance evaluation

Journal of Banking & Finance ◽

10.1016/j.jbankfin.2013.01.006 ◽

2013 ◽

Vol 37 (5) ◽

pp. 1759-1776 ◽

Cited By ~ 34

Author(s):

Timotheos Angelidis ◽

Daniel Giamouridis ◽

Nikolaos Tessaromatis

Keyword(s):

Performance Evaluation ◽

Mutual Fund ◽

Fund Performance ◽

Mutual Fund Performance ◽

Using fast adaptive neural network classifier for mutual fund performance evaluation

Expert Systems with Applications ◽

10.1016/j.eswa.2010.02.003 ◽

2010 ◽

Vol 37 (8) ◽

pp. 6007-6011 ◽

Cited By ~ 6

Author(s):

Kehluh Wang ◽

Szuwei Huang

Keyword(s):

Neural Network ◽

Performance Evaluation ◽

Mutual Fund ◽

Fund Performance ◽

Mutual Fund Performance ◽

Neural Network Classifier ◽

Adaptive Neural Network ◽

Benchmark Discrepancies and Mutual Fund Performance Evaluation

SSRN Electronic Journal ◽

10.2139/ssrn.3173437 ◽

2018 ◽

Cited By ~ 4

Author(s):

K. J. Martijn Cremers ◽

Jon A. Fulkerson ◽

Timothy Brandon Riley

Keyword(s):

Performance Evaluation ◽

Mutual Fund ◽

Fund Performance ◽

Mutual Fund Performance ◽

The Implications of Style Analysis for Mutual Fund Performance Evaluation

CFA Digest ◽

10.2469/dig.v29.n1.432 ◽

1999 ◽

Vol 29 (1) ◽

pp. 80-81 ◽

Author(s):

Stephen H. Horan

Keyword(s):

Performance Evaluation ◽

Mutual Fund ◽

Fund Performance ◽

Mutual Fund Performance ◽

Style Analysis ◽

Contemporary Issues in Bank Financial Management - Contemporary Studies in Economic and Financial Analysis ◽

Equity Mutual Fund Performance Evaluation: An Emerging Market Perspective

10.1108/s1569-375920160000097009 ◽

2016 ◽

pp. 93-132 ◽

Author(s):

Jana Hili ◽

Desmond Pace ◽

Simon Grima

Keyword(s):

Performance Evaluation ◽

Mutual Fund ◽

Emerging Market ◽

Fund Performance ◽

Mutual Fund Performance ◽

Fund Performance Evaluation ◽

Market Perspective ◽

Equity Mutual Fund

Benchmark Discrepancies and Mutual Fund Performance Evaluation

Journal of Financial and Quantitative Analysis ◽

10.1017/s0022109021000119 ◽

2021 ◽

pp. 1-52 ◽

Cited By ~ 3

Author(s):

K.J. Martijn Cremers ◽

Jon A. Fulkerson ◽

Timothy B. Riley

Keyword(s):

Performance Evaluation ◽

Mutual Fund ◽

Fund Performance ◽

Mutual Fund Performance ◽