Evaluating the Performance of International Mutual Funds
In this paper, the authors examine the performance of a sample of fifteen U.S.-based internationally diversified mutual funds between 1982 and 1988. Two performance measures are used, the Jensen measure and the positive period weighting measure proposed by Mark Grinblatt and Sheridan Titman. They find no evidence that the funds, either individually or as a whole, provide investors with performance that surpasses that of a broad, international equity index over this sample period. Copyright 1990 by American Finance Association.
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Volume (Year): 45 (1990)
Issue (Month): 2 (June)
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