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On Timing and Selectivity

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 Admati, Anat R, et al
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Article provided by American Finance Association in its journal Journal of Finance.

Volume (Year): 41 (1986)
Issue (Month): 3 (July)
Pages: 715-30
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Handle: RePEc:bla:jfinan:v:41:y:1986:i:3:p:715-30

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  1. Mark Grinblatt, 1989. "A Comparison of Measures of Abnormal Performance on a Sample of Monthly Mutual Fund Returns, formerly titled; The Evaluation of Mutual Fund Performance: An Analysis of Monthly Returns," University of California at Los Angeles, Anderson Graduate School of Management 1189, Anderson Graduate School of Management, UCLA. [Downloadable!]
  2. Connie Becker & Wayne Ferson & David Myers & Michael Schill, 1998. "Conditional Market Timing with Benchmark Investors," NBER Working Papers 6434, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  3. Antonio Diez de los Rios & René Garcia, 2006. "Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns," Working Papers 06-31, Bank of Canada. [Downloadable!]
  4. Riccardo Cesari & Fabio Panetta, 1998. "Style, Fees and Performance of Italian Equity Funds," Temi di discussione (Economic working papers) 325, Bank of Italy, Economic Research Department. [Downloadable!]
  5. Jon A. Christopherson & Wayne E. Ferson & Debra A. Glassman, 1996. "Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance," NBER Working Papers 5830, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  6. Gianni Amisano & Roberto Savona, 2008. "Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk," Working Paper Series 881, European Central Bank. [Downloadable!]
  7. Lawrence R. Glosten & Ravi Jagannathan, 1993. "A contingent claim approach to performance evaluation," Staff Report 159, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  8. Fabrice Hervé, 2003. "La persistance de la performance des fonds de pension individuels britanniques:une étude empirique sur des fonds investis en actions et des fonds obligataires," Revue Finance Contrôle Stratégie, Editions Economica, vol. 6(3), pages 41-77, September. [Downloadable!]
  9. Thomas H. Noe & Buddhavarapu Sailesh Ramamurtie, 1995. "Information quality, performance measurement, and security demand in rational expectations economies," Working Paper 95-4, Federal Reserve Bank of Atlanta. [Downloadable!]
    Other versions:
  10. Farah, N. & Satchell, S.E., 2003. "A Loss Aversion Performance Measure," Cambridge Working Papers in Economics 0333, Faculty of Economics, University of Cambridge. [Downloadable!]
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