| Reference: | Abdel-Kader, M. G., and Qing, K. Y. 2007. Risk-Adjusted Performance, Selectivity,
Timing Ability and Performance Persistence of Hong Kong Mutual Funds. Journal of
Asia-Pacific Business.8(2): 25-58
Ammann, M., and Zingg, A. 2008. Investment Performance of Swiss Pension Funds
and Investment Foundations. Swiss Journal of Economics and Statistics 144(II):153-
195.
Bauer, R.; Otten, R., and Rad, A. T. 2006. New Zealand mutual funds: measuring
performance and persistence in performance. Accounting and Finance 46: 347-363
Boney, V.; Comer, G., and Kelly, L. 2005. High quality bond funds: market timing
ability and performance. Working Paper SSRN. Available at:
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=670701.
Christensen, M. 2005. Danish mutual fund performance-selectivity, market timing
and persistence. Working Paper SSRN. Available at:
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=670701.
Elton, E. J.; Gruber, M. J., and Blake, C. R. 2009. An Examination of Mutual Fund
Timing Using Monthly Holdings Data. Working Paper SSRN. Available at:
http://ssrn.com/abstract=1343246 (Accessed 25 March 2009).
Fernando, M.; Luis, F.; Mercedes, A. 2010. Do pension funds managers display
stock-picking and market timing ability? Evidence from the United Kingdom and
Spain. Artículos Doctrinales: 349-365
Ferson, W. E., and Schadt, R. W. 1996. Measuring fund strategy and performance in
changing economic conditions. The Journal of Finance 51(2): 425-461
51
Ferson, W. E., and Quian, M. 2004. Conditional Performance Evaluation, Revisited.
Research Foundation Monograph of the CFA Institute (formerly AIMR), ISBN 0
943205-69-7, 84 pages.
Henriksson, R. D. and Merton, R. C. 1981, “On Market Timing and Investment
Performance 11: Statistical Procedure for Evaluating Forecasting Skills”, Journal of
Business 57: 73-96
Jensen M. C. 1968, “The Performance of Mutual Funds in the Period 1945-
1964”,Journal of Finance, Vol. 23, No. 2: 389-416
Treynor, J., and Mazuy, K. 1966. Can mutual funds outguess the market?. Harvard
Business Review 44. |
