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On the Industry Concentration of Actively Managed Equity Mutual Funds. (2004). Zheng, Lu ; Sialm, Clemens ; Kacperczyk, Marcin.
In: NBER Working Papers.
RePEc:nbr:nberwo:10770.

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Cited: 9

Citations received by this document

Cites: 33

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Cocites: 50

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Citations received by this document

  1. Determinants of Financial Market Spillovers; The Role of Portfolio Diversification, Trade, Home Bias, and Concentration. (2014). Shinagawa, Yoko.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/187.

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  2. City size and fund performance. (2009). Sarkissian, Sergei ; Christoffersen, Susan ; Christoffersen, Susan E. K., .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:92:y:2009:i:2:p:252-275.

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  3. Why Funds of Funds?. (2006). Lai, Richard.
    In: MPRA Paper.
    RePEc:pra:mprapa:4762.

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  4. Why Funds of Funds?. (2005). Lai, Richard.
    In: Finance.
    RePEc:wpa:wuwpfi:0509005.

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  5. Information Theory and Market Behavior. (2005). Chen, Jing.
    In: Finance.
    RePEc:wpa:wuwpfi:0503009.

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  6. Information Acquisition and Portfolio Underdiversification. (2005). Veldkamp, Laura ; Van Nieuwerburgh, Stijn.
    In: 2005 Meeting Papers.
    RePEc:red:sed005:77.

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  7. Asymmetric information and the lack of international portfolio diversification. (2005). Hatchondo, Juan.
    In: Working Paper.
    RePEc:fip:fedrwp:05-07.

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  8. PIPE Dreams? The Performance of Companies Issuing Equity Privately. (2004). Sialm, Clemens ; Brophy, David J. ; Ouimet, Paige P..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11011.

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  9. Portfolio Concentration and the Performance of Individual Investors. (2004). Sialm, Clemens ; Weisbenner, Scott ; Ivkovich, Zoran.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10675.

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References

References cited by this document

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Cocites

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  1. Can machine learning help to select portfolios of mutual funds?. (2021). Gil-Bazo, Javier ; Nogales, Francisco J ; Demiguel, Victor ; de Miguel, Victor .
    In: Economics Working Papers.
    RePEc:upf:upfgen:1772.

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  2. Can Machine Learning Help to Select Portfolios of Mutual Funds?. (2021). , Andre ; Nogales, Francisco J ; Gil-Bazo, Javier ; Demiguel, Victor ; de Miguel, Victor .
    In: Working Papers.
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  4. A new efficiency test for ranking investments: Application to hedge fund performance. (2019). Ye, Jiang ; Vanduffel, Steven ; Bernard, Carole.
    In: Economics Letters.
    RePEc:eee:ecolet:v:181:y:2019:i:c:p:203-207.

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  5. Skill and luck in private equity performance. (2017). Korteweg, Arthur ; Sorensen, Morten.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:124:y:2017:i:3:p:535-562.

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  6. Learning about individual managers’ performance in UK pension funds: The importance of specialization. (2017). Alda, Mercedes ; Sarto, Jose Luis ; Andreu, Laura.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:42:y:2017:i:c:p:654-667.

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  7. Rethinking Performance Evaluation. (2016). Harvey, Campbell ; Liu, Yan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:22134.

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  8. Bayesian Nonparametric Measurement of Factor Betas and Clustering with Application to Hedge Fund Returns. (2016). Garay, Urbi ; Molina, German ; Horst, Enrique Ter ; Rodriguez, Abel.
    In: Econometrics.
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  9. Fund Performance Evaluation in Greece Revisited: Evidence from the Impact of Operational Attributes. (2013). mamatzakis, emmanuel ; BABALOS, VASSILIOS ; filipas, n.
    In: MPRA Paper.
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  10. The cross section of conditional mutual fund performance in European stock markets. (2013). Timmermann, Allan ; Wermers, Russ ; Gillen, Ben ; Banegas, Ayelen.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:108:y:2013:i:3:p:699-726.

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  11. When active fund managers deviate from their peers: Implications for fund performance. (2013). Gupta-Mukherjee, Swasti .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:4:p:1286-1305.

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  12. Investment Performance: A Review and Synthesis. (2013). Ferson, Wayne E.
    In: Handbook of the Economics of Finance.
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  13. Mutual Funds. (2013). Elton, Edwin J ; Gruber, Martin J.
    In: Handbook of the Economics of Finance.
    RePEc:eee:finchp:2-b-1011-1061.

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  14. The cross-section of conditional mutual fund performance in European stock markets. (2012). Timmermann, Allan ; Wermers, Russ ; Gillen, Ben ; Banegas, Ayelen.
    In: CFR Working Papers.
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  15. Hedge funds and optimal asset allocation: Bayesian expectations and spanning tests. (2012). Bessler, Wolfgang ; Kurmann, Philipp ; Holler, Julian.
    In: Financial Markets and Portfolio Management.
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  16. A Linear Belief Function Approach to Portfolio Evaluation. (2012). Shenoy, Catherine ; Liu, Liping.
    In: Papers.
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  17. Asset allocation in a Bayesian copula-GARCH framework: An application to the ‘passive funds versus active funds’ problem. (2011). Kang, Long.
    In: Journal of Asset Management.
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  18. On the Size of the Active Management Industry. (2010). Stambaugh, Robert ; Pastor, Lubos.
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  19. On the Size of the Active Management Industry. (2010). Stambaugh, Robert ; Pastor, Lubos.
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  20. On the Size of the Active Management Industry. (2010). Stambaugh, Robert ; Pastor, Lubos.
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  21. Bayesian Portfolio Analysis. (2010). Zhou, Guofu ; Avramov, Doron.
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  22. False discoveries in mutual fund performance: Measuring luck in estimated alphas. (2009). Scaillet, Olivier ; Wermers, Russ.
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  23. Risk Shifting and Mutual Fund Performance. (2009). Sialm, Clemens ; Huang, Jennifer ; Zhang, Hanjiang .
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  24. What is the chance that the equity premium varies over time? evidence from predictive regressions. (2009). Wachter, Jessica.
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  25. Predictable returns and asset allocation: Should a skeptical investor time the market?. (2009). Wachter, Jessica ; Warusawitharana, Missaka.
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  26. On the Use of Multifactor Models to Evaluate Mutual Fund Performance. (2009). Verbeek, Marno ; Huij, Joop.
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  27. Performance information dissemination in the mutual fund industry. (2008). Goriaev, Alexei ; Werker, B. J. M., ; Nijman, T. E..
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  49. Investing in equity mutual funds. (2002). Stambaugh, Robert ; Pastor, Lubos ; Lubos, Pastor.
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  50. Mutual fund performance and seemingly unrelated assets. (2002). Stambaugh, Robert ; Pastor, Lubos ; Lubos, Pastor.
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