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Original Articles

Recent evidence on the persistence of fund performance—A note

(Head) &
Pages 99-109 | Received 01 Nov 2000, Accepted 01 Dec 2001, Published online: 24 Jul 2015

REFERENCES

  • Brown, S J and Goetzmann, W N (1995). “Performance Persistence”. The Journal of Finance, Vol. 1, No. 2, 679–698.
  • Elton, E J, Gruber, M J and Blake, C R (1996). “The Persistence of Risk-Adjusted Mutual Fund Performance.” Journal of Business, Vol. 69, No. 2, 133–157.
  • Grinblatt, M and Titman, S (1992). ‘The Persistence of Mutual fund Performance.’ The Journal of Finance, Vol. XLVII, No. 5, 1977–1984.
  • Malkiel, B G (1995). “Returns from investing in equity Mutual Funds 1971 to 1991.” The Journal of Finance, Vol L, No. 2, 549–573.
  • Meyer, M C (1997). “The Persistence of Unit Trust Performance for the period July 1985—June 1995.” Working Paper presented at the Southern African Finance Association conference, January 1997.

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