Persistence in style-adjusted mutual fund returns
The literature on mutual fund persistence took a hit with the finding that one-year stock momentum and expense ratios account for most of the persistence in mutual fund performance (Carhart, 1992; Carhart, 1997). However, since equity mutual funds are grouped into styles (e.g., large value, small gr...
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| 格式: | text |
| 語言: | English |
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Institutional Knowledge at Singapore Management University
2001
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| 在線閱讀: | https://ink.library.smu.edu.sg/lkcsb_research/5165 https://ink.library.smu.edu.sg/context/lkcsb_research/article/6164/viewcontent/SSRN_id291372__1_.pdf |
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