Portfolio disclosure, portfolio selection and mutual fund performance evaluation
Download full text from publisher
References listed on IDEAS
- Harry Mamaysky & Matthew Spiegel & Hong Zhang, 2008.
"Estimating the Dynamics of Mutual Fund Alphas and Betas,"
Review of Financial Studies,
Society for Financial Studies, vol. 21(1), pages 233-264, January.
- Matthew Spiegel & Harry Mamaysky & Hong Zhang, 2005. "Estimating the Dynamics of Mutual Fund Alphas and Betas," Yale School of Management Working Papers ysm353, Yale School of Management, revised 01 Apr 2005.
- 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 515-541, October.
- 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.
More about this item
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:zbw:cfrwps:0409. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (ZBW - German National Library of Economics). General contact details of provider: http://edirc.repec.org/data/cfkoede.html .