Mutual fund objective misclassification
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Cited by:
- Dhruv Desai & Ashmita Dhiman & Tushar Sharma & Deepika Sharma & Dhagash Mehta & Stefano Pasquali, 2023. "Quantifying Outlierness of Funds from their Categories using Supervised Similarity," Papers 2308.06882, arXiv.org.
- Irina Bezhentseva Mateus & Cesario Mateus & Natasa Todorovic, 2019. "Benchmark-adjusted performance of US equity mutual funds and the issue of prospectus benchmarks," Journal of Asset Management, Palgrave Macmillan, vol. 20(1), pages 15-30, February.
- Catherine Aaron & Isabelle Bilon & Sébastien Galanti & Yamina Tadjeddine, 2005.
"Les styles de gestion de portefeuille existent-ils ?,"
Revue d'Économie Financière, Programme National Persée, vol. 81(4), pages 171-188.
- C. Aaron & I. Bilon & Sébastien Galanti & Y. Tadjeddine, 2005. "Les styles de gestion de portefeuille existent-ils?," Post-Print halshs-00224453, HAL.
- C. Aaron & I. Bilon & Sébastien Galanti & Y. Tadjeddine, 2006. "Les styles de gestion de portefeuille existent-ils?," Post-Print halshs-00224501, HAL.
- Laurens Swinkels & Pieter Van Der Sluis, 2006.
"Return-based style analysis with time-varying exposures,"
The European Journal of Finance, Taylor & Francis Journals, vol. 12(6-7), pages 529-552.
- Laurens Swinkels, Pieter Jelle VanDerSluis, 2001. "Return-based Style Analysis with Time-varying Exposures," Computing in Economics and Finance 2001 125, Society for Computational Economics.
- Swinkels, L.A.P. & van der Sluis, P.J., 2001. "Return-Based Style Analysis with Time-Varying Exposures," Other publications TiSEM f2c16530-4d18-4f43-bb6d-f, Tilburg University, School of Economics and Management.
- Swinkels, L.A.P. & van der Sluis, P.J., 2001. "Return-Based Style Analysis with Time-Varying Exposures," Discussion Paper 2001-96, Tilburg University, Center for Economic Research.
- Vipul Satone & Dhruv Desai & Dhagash Mehta, 2021. "Fund2Vec: Mutual Funds Similarity using Graph Learning," Papers 2106.12987, arXiv.org.
- repec:onb:oenbwp:y:2005:i:9:b:1 is not listed on IDEAS
- Yunmi Kim & Douglas Stone & Tae-Hwan Kim, 2021.
"Testing for structural breaks in return-based style regression models,"
Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 35(1), pages 61-76, March.
- Yunmi Kim & Douglas Stone & Tae-Hwan Kim, 2020. "Testing for Structural Breaks in Return-Based Style Regression Models," Working papers 2020rwp-165, Yonsei University, Yonsei Economics Research Institute.
- Konstantina Pendaraki & Michael Doumpos & Constantin Zopounidis, 2003. "Assessing Equity Mutual Funds' Performance Using a Multicriteria Methodology: A Comparative Analysis," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 1(1), pages 85-104.
- Dhagash Mehta & Dhruv Desai & Jithin Pradeep, 2020. "Machine Learning Fund Categorizations," Papers 2006.00123, arXiv.org.
- Alexander Kempf & Peer Osthoff, 2008. "SRI Funds: Nomen est Omen," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 35(9-10), pages 1276-1294.
- Wee Yeap Lau, 2019. "Private Retirement Scheme Funds: Will the Asset Allocation Strategy Work For Retirees?," Shanlax International Journal of Economics, Shanlax Journals, vol. 8(1), pages 1-13, December.
- repec:dgr:rugsom:01e17 is not listed on IDEAS
- Robert Faff & Annette Nguyen & Bonnie H.I. Ip & Philip Gharghori, 2012. "Return-based Style Analysis in Australian Funds," Multinational Finance Journal, Multinational Finance Journal, vol. 16(3-4), pages 155-188, September.
- Mateus, Irina B. & Mateus, Cesario & Todorovic, Natasa, 2019. "Review of new trends in the literature on factor models and mutual fund performance," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 344-354.
- Chua, Angeline Kim Pei & Tam, On Kit, 2020. "The shrouded business of style drift in active mutual funds," Journal of Corporate Finance, Elsevier, vol. 64(C).
- Alexander Kempf & Peer Osthoff, 2008. "SRI Funds: Nomen est Omen," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 35(9‐10), pages 1276-1294, November.
- Deetz, Marcus & Poddig, Thorsten & Varmaz, Armin, 2009. "Klassifizierung von Hedge-Fonds durch das k-means Clustering von Self-Organizing Maps: eine renditebasierte Analyse zur Selbsteinstufungsgüte und Stiländerungsproblematik [Classifying Hedge Funds u," MPRA Paper 16939, University Library of Munich, Germany.
- Todd Houge & Tim Lughran, 2006. "Do Invesrtors Capture the Value Premium?," Financial Management, Financial Management Association International, vol. 35(2), pages 5-19, June.
- Plantinga, Auke & Scholtens, Bert, 2001. "Socially responsible investing and management style of mutual funds in the euronext stock markets," Research Report 01E17, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Moreno, David & Marco, Paulina & Olmeda, Ignacio, 2006. "Self-organizing maps could improve the classification of Spanish mutual funds," European Journal of Operational Research, Elsevier, vol. 174(2), pages 1039-1054, October.
- Kurniawan, Meinanda & How, Janice & Verhoeven, Peter, 2016. "Fund governance and style drift," Pacific-Basin Finance Journal, Elsevier, vol. 40(PA), pages 59-72.
- Fernando Muñoz & María Vargas & Ruth Vicente, 2021. "Style-changing behaviour in the socially responsible mutual fund industry: consequences on financial and sustainable performance," Sustainability Accounting, Management and Policy Journal, Emerald Group Publishing Limited, vol. 12(5), pages 1027-1051, February.
- Peng, Hongfeng & Zhang, Zhenqi & Goodell, John W. & Li, Mingsheng, 2023. "Socially responsible investing: Is it for real or just for show?," International Review of Financial Analysis, Elsevier, vol. 86(C).
- Dimitrios Vamvourellis & Mate Attila Toth & Dhruv Desai & Dhagash Mehta & Stefano Pasquali, 2022. "Learning Mutual Fund Categorization using Natural Language Processing," Papers 2207.04959, arXiv.org.
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