References
- Bollen , N and Busse , J . 2001 . On the timing ability of mutual fund managers . Journal of Finance , 56 : 1075 – 94 .
- Bollen , N and Busse , J . 2004 . Short term persistence in mutual fund performance . Review of Financial Studies , 18 : 569 – 97 .
- Brown , S and Goetzmann , W . 1995 . Performance persistence . Journal of Finance , 50 : 679 – 98 .
- Elton , E , Martin , G and Christopher , B . 1996 . Survivorship bias and mutual fund performance . Review of Financial Studies , 9 : 1097 – 120 .
- Elton , E , Martin , G , Sanjiv , D and Matthrew , H . 1993 . Efficiency with costly information: a reinterpretation of evidence from managed portfolios . Review of Financial Studies , 6 : 1 – 22 .
- Goetzmann , W , Ingersoll , J and Ivkovic , Z . 2000 . Monthly measurement of daily timers . Journal of Financial and Quantitative Analysis , 35 : 257 – 90 .
- Jensen , M . 1968 . The performance of mutual funds in the period 1945–1964 . Journal of Finance , 23 : 389 – 416 .
- Livingston , M and O’Neal , ES . 1998 . The cost of mutual fund distribution fees . The Journal of Financial Research , 21 : 205 – 18 .
- O’Neal , ES . 1999 . Mutual fund share classes and broker incentives . Financial Analyst Journal , 55 : 76 – 87 .
- Sharpe , W . 1992 . Asset allocation: management style and performance measurement . Journal of Portfolio Management , 18 : 7 – 19 .