Active fund management: Global asset allocation funds
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- Jensen, Michael C, 1969. "Risk, The Pricing of Capital Assets, and the Evaluation of Investment Portfolios," The Journal of Business, University of Chicago Press, vol. 42(2), pages 167-247, April.
- Blake, Christopher R & Elton, Edwin J & Gruber, Martin J, 1993. "The Performance of Bond Mutual Funds," The Journal of Business, University of Chicago Press, vol. 66(3), pages 370-403, July.
- William N. Goetzmann & Stephen J. Brown, 1998.
"Mutual Fund Styles,"
Yale School of Management Working Papers
ysm40, Yale School of Management.
- Bhargava, Rahul & Gallo, John G & Swanson, Peggy E, 2001. " The Performance, Asset Allocation, and Investment Style of International Equity Managers," Review of Quantitative Finance and Accounting, Springer, vol. 17(4), pages 377-95, December.
- 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.
- Grinblatt, Mark & Titman, Sheridan, 1994. "A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 29(03), pages 419-444, September.
- Cumby, Robert E & Glen, Jack D, 1990. " Evaluating the Performance of International Mutual Funds," Journal of Finance, American Finance Association, vol. 45(2), pages 497-521, June.
- Mary Margaret Myers & James M. Poterba & Douglas A. Shackelford, 2001.
"Copycat Funds: Information Disclosure Regulation and the Returns to Active Management in the Mutual Fund Industry,"
NBER Working Papers
8653, National Bureau of Economic Research, Inc.
- Frank, Mary Margaret & Poterba, James M & Shackelford, Douglas A & Shoven, John B, 2004. "Copycat Funds: Information Disclosure Regulation and the Returns to Active Management in the Mutual Fund Industry," Journal of Law and Economics, University of Chicago Press, vol. 47(2), pages 515-41, October.
- Fung, William & Hsieh, David A, 1997. "Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds," Review of Financial Studies, Society for Financial Studies, vol. 10(2), pages 275-302.
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