SSRN Electronic Journal · 2019 · 13 citations · 70 references
BusinessEconomicsFinanceFinancial EconometricsFinancial EconomicsFinancial MarketsCapital MarketsExchange-traded FundsFactor-based InvestingInvestmentInvestment FundsMutual FundsActive Exchange-traded FundsFactor-based Portfolio ModelsFlow SensitivityMutual Fund FlowsMutual Fund Performance EvaluationPerformance Sensitivity AnalysisStock Market ReturnsVehicle Performance Metrics
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Common risk factors in the returns on stocks and bonds
Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.7K citations
On Persistence in Mutual Fund Performance
Mark M. Carhart · The Journal of Finance · 1997 · 17K citations · Full text
Risk Taking by Mutual Funds as a Response to Incentives
Judith A. Chevalier, Glenn Ellison · Journal of Political Economy · 1997 · 2.4K citations
Business, Finance, Risk Management +17
Another Puzzle: The Growth in Actively Managed Mutual Funds
Martin J. Gruber · The Journal of Finance · 1996 · 2.2K citations
Mutual Fund Flows and Performance in Rational Markets
Jonathan Berk, Richard C. Green · Journal of Political Economy · 2004 · 2.2K citations