ACTIVE MANAGEMENT AND MUTUAL FUND PERFORMANCE

This paper analyses the relationship between active management and performance in US equity mutual funds over the period 2001-2011 for both gross and net returns. Active management is measured by time-varying parameters, idiosyncratic risk and turnover. A U-shaped relation is found, thus both the be...

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Veröffentlicht in:	Revista de economía aplicada 2018-10, Vol.26 (78), p.43-79
Hauptverfasser:	Matallín-Sáez, Juan Carlos, Soler-Domínguez, Amparo, Tortosa-Ausina, Emili
Format:	Artikel
Sprache:	eng
Schlagworte:	Benchmarks Hypotheses Management Mutual funds
Online-Zugang:	Volltext
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