The DOI matches its Crossref record; 3 of the 3 references it cites were found in a registry or an index.
Evaluating the Performance of International Mutual Funds
Abstract
In this paper, we examine the performance of a sample of fifteen U.S.‐based internationally diversified mutual funds between 1982 and 1988. Two performance measures are used, the Jensen measure and the positive period weighting measure proposed by Grinblatt and Titman. We find no evidence that the funds, either individually or as a whole, provide investors with performance that surpasses that of a broad, international equity index over this sample period.
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Citations
Cites
The Jackknife, the Bootstrap and Other Resampling Plans
Efron, B. (1982) · Society for Industrial and Applied Mathematics eBooks · doi:10.1137/1.9781611970319 · Cited by 8,120
Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings
Grinblatt, M., & Titman, S. (1989) · The Journal of Business · doi:10.1086/296468 · Cited by 1,349
Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios
Jensen, M. C. (1969) · The Journal of Business · doi:10.1086/295182 · Cited by 942
Cited by
Measuring Fund Strategy and Performance in Changing Economic Conditions
FERSON, W. E., & SCHADT, R. W. (1996) · The Journal of Finance · doi:10.1111/j.1540-6261.1996.tb02690.x · Cited by 1,759
Predictable Risk and Returns in Emerging Markets
Harvey, C. (1994) · National Bureau of Economic Research · doi:10.3386/w4621 · Cited by 1,013
Predictable Risk and Returns in Emerging Markets
Harvey, C. R. (1995) · Review of Financial Studies · doi:10.1093/rfs/8.3.773 · Cited by 982
Diversification, Integration and Emerging Market Closed‐End Funds
BEKAERT, G., & URIAS, M. S. (1996) · The Journal of Finance · doi:10.1111/j.1540-6261.1996.tb02709.x · Cited by 358
De Roon, F. A., Nijman, T. E., & Werker, B. J. M. (2001) · The Journal of Finance · doi:10.1111/0022-1082.00343 · Cited by 293
Metadata
- Authors
- CUMBY, R. E., & GLEN, J. D.
- Venue
- The Journal of Finance
- Publisher
- Wiley
- Published
- 1990-06
- Volume
- 45
- Issue
- 2
- Pages
- 497-521
- ISSN
- 0022-1082 (ISSN-L)
- 1540-6261
- OpenAlex
- W2137356674
- Cited by
- 399
- References
- 3
- FWCI
- 10.54
- Type
- journal article
- Language
- en
- Open access
- closed
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- CUMBY, R. E., & GLEN, J. D. (1990). Evaluating the Performance of International Mutual Funds. The Journal of Finance. https://doi.org/10.1111/j.1540-6261.1990.tb03700.x
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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.