On the timing ability of mutual fund managers
Article Abstract:
Daily tests of mutual fund timing ability are more powerful than monthly tests. A set of synthetic fund returns shows most funds are significantly different from synthetic counterparts, suggesting mutual funds have more timing ability than previously suspected.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2001
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Why do money fund managers voluntarily waive their fees?
Article Abstract:
Over half the money fund managers for low-performing institutional and retail funds waive their fees to improve net performance. High-performing retail funds use fee waivers to adjust net performance so as to increase expected fund flows.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2001
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Bayesian alphas and mutual fund persistence
Article Abstract:
A study is conducted using Bayesian estimates to analyze daily returns and performance of mutual funds.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2006
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