Mutual Fund Performance and the Incentive to Generate Alpha
By Diane Del Guercio, Jon Reuter. 2012
251 citations recorded by the source corpus.
View Paper: https://www.semanticscholar.org/paper/a7828bed0381ed2590355e8c395afd2d0707bfc6
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
- Jules H. van Binsbergen
- Montserrat Guillén
- Jens Perch Nielsen
- Catherine Donnelly
- Jonathan B. Berk
- Liangjun Su
- Berk A. Sensoy
- Peter R. Demerjian
Citations in the corpus
- Bringing cost transparency to the life annuity market (2014, background): “Email: Jens.Nielsen.1@city.ac.uk”
- Measuring skill in the mutual fund industry (2015, methodology): “The standard in the literature implicitly assumes the riskiness of the manager’s portfolio can be measured using the factors identified by Fama and French (1995) and Carhart (1997), hereafter, the FamaFrench-Carhart (FFC) factor specification.”
- Which Factors Matter to Investors? Evidence from Mutual Fund Flows (2016, unknown): “To set the stage, we estimate mutual fund alphas using six competing empirical models of managerial skill: market-adjusted returns, the capital asset pricing model, the Fama and French (1993) three-factor model, a four-factor model that adds momentum (Carhart 1997), a seven-factor model that adds th”