Returns from investing in U.S. equity mutual funds 1992 to 2011.

• Main Authors: Chen, Si., Lui, Wen Jie., Chia, Jeslyn Ru Ling.
• Other Authors: Charlie Charoenwong
• Format: Final Year Project
• Language: English
• Published: 2013
• Subjects: DRNTU::Business::Finance::Funds
• Online Access: http://hdl.handle.net/10356/51353
• Institution: Nanyang Technological University

The purpose of this paper is to study survivorship bias and persistence of fund returns in equity mutual funds from 1992 to 2011. More specifically, we studied survivorship bias by comparing the returns of mutual funds that existed each year with those that survived till the end of the 20-year perio...