000 | 01186nam a2200169 4500 | ||
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003 | OSt | ||
005 | 20190911175741.0 | ||
008 | 190911b ||||| |||| 00| 0 eng d | ||
100 |
_aDeb, Soumya Guha _934599 |
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245 | _aPersistence in performance of actively managed equity mutual funds: New Indian evidence. | ||
300 | _a145-156. p. | ||
520 | _aThis paper examines the persistence in performance of actively managed equity mutual funds after controlling for market risk, size, value, momentum, and expenses, and whether such performance persistence depends on investor holding period, fund size, age, style or expense ratio. The paper finds overall evidence of persistence over shorter time horizons. It also finds that larger, older, and high expense ratio funds are more persistent. However, some of that persistence is due to the relatively poor performers in the group. The robustness of the results is affirmed by using a number of robustness tests. [ABSTRACT FROM AUTHOR] | ||
653 | _aStock funds | ||
653 | _aMutual funds | ||
773 | 0 |
_026346 _976543 _aRAVI aNSHUMAN V. _dBANGOLRE IIM BANGALORE 2011 _o55510746 _tIIMB Management Review _x09793896 |
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942 |
_2ddc _cJA-ARTICLE |