Disentangling risk and change: Internal and external social comparison in the mutual fund industry
A Kacperczyk, CM Beckman… - Administrative Science …, 2015 - journals.sagepub.com
Using data on 3,225 actively managed US mutual funds from 1980 to 2006, we test
hypotheses designed to disentangle risk and change as outcomes of behavioral …
hypotheses designed to disentangle risk and change as outcomes of behavioral …
Mutual fund misclassification: Evidence based on style analysis
D DiBartolomeo, E Witkowski - Financial Analysts Journal, 1997 - Taylor & Francis
An iterative application of William Sharpe's method of style analysis is applied to the
classification of equity mutual funds. A new methodology for creating purified mutual fund …
classification of equity mutual funds. A new methodology for creating purified mutual fund …