This article examines the performance of 1374 actively managed mutual funds over the
period 2000-2011 in order to identify trading strategies which may be used by financial …

Since the opening up of the economy in the early 1990s, Indian mutual fund industry has
witnessed fabulous quantitative growth. Funds which invest a larger proportion of their …

Quantitative analysis of fund manager performance has been seen for some time as not
being a reliable predictor of future performance, but there is a sizeable global industry that …

In this paper we evaluate the performance of the US mutual fund industry over the past 15
years, using a novel methodology developed by AQR Management's Quality Minus Junk …

This paper sheds light on the entanglement of index weighting schemes. First, we show that
a high degree of absolute holdings overlap is not a sufficient measure of the level of …