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The risk level discriminatory power of mutual fund investment objectives: Additional evidence

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  • Najand, Mohammad
  • Prather, Larry J.
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    File URL: http://www.sciencedirect.com/science/article/B6VHN-3X6B72P-4/2/04c9a4d457ae34c5022c74701cea4691
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Financial Markets.

    Volume (Year): 2 (1999)
    Issue (Month): 3 (August)
    Pages: 307-328

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    Handle: RePEc:eee:finmar:v:2:y:1999:i:3:p:307-328

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    Web page: http://www.elsevier.com/locate/finmar

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    1. Carlson, Robert S., 1970. "Aggregate Performance of Mutual Funds, 1948–1967," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 5(01), pages 1-32, March.
    2. William N. Goetzmann & Stephen J. Brown, 1998. "Mutual Fund Styles," Yale School of Management Working Papers ysm40, Yale School of Management.
    3. Chevalier, J. & Ellison, G., 1996. "Risk Taking by Mutual Funds as a Response to Incentives," Working papers 96-3, Massachusetts Institute of Technology (MIT), Department of Economics.
    4. Grinblatt, Mark & Titman, Sheridan, 1993. "Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns," The Journal of Business, University of Chicago Press, vol. 66(1), pages 47-68, January.
    5. Susan I. Cohen & Laura T. Starks, 1988. "Estimation Risk and Incentive Contracts for Portfolio Managers," Management Science, INFORMS, vol. 34(9), pages 1067-1079, September.
    6. Ippolito, Richard A, 1989. "Efficiency with Costly Information: A Study of Mutual Fund Performance, 1965-1984," The Quarterly Journal of Economics, MIT Press, vol. 104(1), pages 1-23, February.
    7. Brown, Stephen J, et al, 1992. "Survivorship Bias in Performance Studies," Review of Financial Studies, Society for Financial Studies, vol. 5(4), pages 553-80.
    8. Goetzmann, William N & Peles, Nadav, 1997. "Cognitive Dissonance and Mutual Fund Investors," Journal of Financial Research, Southern Finance Association & Southwestern Finance Association, vol. 20(2), pages 145-58, Summer.
    9. Ippolito, Richard A, 1992. "Consumer Reaction to Measures of Poor Quality: Evidence from the Mutual Fund Industry," Journal of Law and Economics, University of Chicago Press, vol. 35(1), pages 45-70, April.
    10. Golec, Joseph H., 1992. "Empirical Tests of a Principal-Agent Model of the Investor-Investment Advisor Relationship," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 27(01), pages 81-95, March.
    11. Michael C. Jensen, 1968. "The Performance Of Mutual Funds In The Period 1945–1964," Journal of Finance, American Finance Association, vol. 23(2), pages 389-416, 05.
    12. McDonald, John G., 1974. "Objectives and Performance of Mutual Funds, 1960–1969," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 9(03), pages 311-333, June.
    13. Bruce N. Lehmann & David M. Modest, 1985. "Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons," NBER Working Papers 1721, National Bureau of Economic Research, Inc.
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    Cited by:
    1. Miller, Edward M. & Prather, Larry J., 2000. "Exploitable patterns in retirement annuity returns: evidence from TIAA/CREF," Financial Services Review, Elsevier, vol. 9(3), pages 219-230, 00.

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