Fund flows, manager changes, and performance persistence

DOI10.1093/ROF/RFX017MaRDI QIDQ5237874zbMATH OpenOpenAlexFDO

Authors Wolfgang Bessler, David Blake, Peter Lückoff, Ian Tonks

Publication date 25 October 2019

Published in Review of Finance (Search for Journal in Brave)

Full work available at URL https://openaccess.city.ac.uk/id/eprint/17527/1/wp1009.pdf

zbMATH Keywords

fund flowsmanager changesmutual fundsperformance persistence

Mathematics Subject Classification ID

Portfolio theory (91G10)

Recommendations

• How much does size erode mutual fund performance? A regression discontinuity approach
• How rational and competitive is the market for mutual funds?
• Private equity fund returns and performance persistence
• MUTUAL FUND PORTFOLIO CHOICE IN THE PRESENCE OF DYNAMIC FLOWS
• Product market linkages, manager quality, and mutual fund performance

Cited in

(9)

• Determinants of mutual fund underperformance: A Bayesian stochastic frontier approach
• Is concentration a good idea? Evidence from active fund management
• Product market linkages, manager quality, and mutual fund performance
• Private equity fund returns and performance persistence
• How much does size erode mutual fund performance? A regression discontinuity approach
• Investor redemptions and fund manager sales of emerging market bonds: how are they related?
• Fund Liquidation, Self-selection, and Look-ahead Bias in the Hedge Fund Industry*
• Persistence of large-cap equity funds performance, market timing ability, and selectivity: evidence from India
• Performance cycles

This page was built for publication: Fund flows, manager changes, and performance persistence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5237874)