Mutual fund performance: Evidence from the UK

DOI10.1023/A:1009729630606MaRDI QIDQ4939317zbMATH OpenFDO

Authors David Blake, Allan Timmermann

Publication date 1 June 2000

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

Full work available at URL https://doi.org/10.1023/A:1009729630606

Mathematics Subject Classification ID

Cited in

(4)

• Determinants of mutual fund underperformance: A Bayesian stochastic frontier approach
• Improved inference in the evaluation of mutual fund performance using panel bootstrap methods
• Persistence of large-cap equity funds performance, market timing ability, and selectivity: evidence from India
• Bayesian evaluation of mutual fund performance with non-random missing data: application to the Chinese market

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