Mutual Fund Performance and Manager Style
By James L. Davis. 2001
147 citations recorded by the source corpus.
Subfields: Accounting, Finance
View Paper: https://www.semanticscholar.org/paper/ae39d3e93fce26027318a0357ef325192bcc0278
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Citations in the corpus
- Style momentum within the S&P-500 index (2004, methodology): “6 Our appraisal of the data is mildly contradicted by Davis (2001).”
- On Mutual Fund Investment Styles (2002, unknown): “Davis (2001) also finds differences in favor of growth-oriented mutual funds based on alphas from the three-factor model.”