Do machines beat humans? Evidence from mutual fund performance persistence
Sign Up to like & getrecommendations! Published in 2021 at "International Review of Financial Analysis"
DOI: 10.1016/j.irfa.2021.101913
Abstract: Abstract We study the performance persistence of quantitative actively managed US equity funds. We show that the persistence of quantitative funds originates from poor performers and that there are reversals at the top of the… read more here.
Keywords: mutual fund; evidence mutual; performance; performance persistence ... See more keywords
Ethical strategy focus and mutual fund management: Performance and persistence
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Cleaner Production"
DOI: 10.1016/j.jclepro.2018.12.130
Abstract: Abstract The aim of this study is to analyze whether managers, practitioners and individual investors could obtain higher risk-adjusted returns by allocating their investments to funds that integrate specific levels of socially responsible (SR) criteria… read more here.
Keywords: ethical strategy; performance; performance persistence; mutual fund ... See more keywords