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Original Articles

Portfolio performance: factors or benchmarks?

Pages 1167-1178 | Published online: 24 Sep 2007

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Read on this site (4)

Cesario Mateus, Irina Mateus & Natasa Todorovic. (2023) Searching for mutual fund winners? the strategy is to outbid both, the benchmark and the peer group. Applied Economics 0:0, pages 1-15.
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Irina B. Mateus, Cesario Mateus & Natasa Todorovic. (2019) Use of active peer benchmarks in assessing UK mutual fund performance and performance persistence. The European Journal of Finance 25:12, pages 1077-1098.
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Laura Andreu, José Luis Sarto & Miguel Serrano. (2015) Implications of manager replacement: evidence from the Spanish mutual fund industry. Applied Economics 47:13, pages 1366-1387.
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Juan Carlos Matallin-Saez, Amparo Soler-Dominguez & Emili Tortosa-Ausina. (2012) Mutual fund performance: banking versus independent managers. Applied Economics Letters 19:8, pages 755-758.
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Articles from other publishers (6)

Irina B. Mateus, Cesario Mateus & Natasa Todorovic. (2019) Review of new trends in the literature on factor models and mutual fund performance. International Review of Financial Analysis 63, pages 344-354.
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Javier Vidal-García, Marta Vidal, Sabri Boubaker & Majdi Hassan. (2017) The efficiency of mutual funds. Annals of Operations Research 267:1-2, pages 555-584.
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Wolfgang Karl Härdle, David Kuo Chuen Lee, Sergey Nasekin & Alla Petukhina. (2017) Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets. Journal of Asset Management 19:1, pages 49-63.
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Cesario Mateus, Irina B. Mateus & Natasa Todorovic. (2021) Mutual fund performance: Shouldn’t clear winners outperform both, the benchmark and the peer-group?. SSRN Electronic Journal.
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Wolfgang K. HHrdle, David Lee Kuo Chuen, Sergey Nasekin, Xinwen Ni & Alla Petukhina. (2015) Tail Event Driven ASset Allocation: Evidence from Equity and Mutual Fundss Markets. SSRN Electronic Journal.
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Javier Vidal-Garcca, Marta Vidal, Sabri Boubaker & Majdi Hassan. (2016) The Efficiency of Mutual Funds. SSRN Electronic Journal.
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