References

Chapter 1

1 Jensen, M. (1968) ‘The performance of mutual funds in the period 1945–1964’, Journal of Finance, Vol. 23, May.

2 Gruber, M.J. (1996) ‘Another puzzle: the growth in actively managed mutual funds’, Journal of Finance, Vol. 51, pp. 783–810.

3 Carhart, M.M. (1997) ‘On persistence in mutual fund performance’, Journal of Finance, Vol. 52, pp. 57–82.

4 Elton, E., Gruber, M.J., Das, S. and Hlavka, M. (1993) ‘Efficiency with costly information: a reinterpretation of evidence from managed portfolios’, The Review of Financial Studies, http://ideas.repec.org/a/oup/rfinst/v6y1993i1p1-22.html.

5 Elton, E., Gruber, M. and Blake, C. (1995) ‘Fundamental economic variables, expected returns, and bond fund performance’, Journal of Finance ...

Get FT Guide to Exchange Traded Funds and Index Funds, 2nd Edition now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.