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Keywords: Performance
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Journal Articles
Complex Instruments Have Increased Risk and Reduced Performance at Mutual Funds
Available to Purchase
Journal:
Critical Finance Review
Critical Finance Review (2025) 14 (1): 27–64.
Published: 19 March 2025
... that the allowance of these complex instruments is associated with poor performance and higher risk. The underperformance is most acute during market downturns, and among mutual funds that are allowed to use derivatives. We also find that mutual funds underperform when they actually use complex instruments. Overall...
Includes: Supplementary data
Journal Articles
Better Performance of Mutual Funds with Lower R2’s Does Not Suggest that Active Management Pays
Available to Purchase
Journal:
Critical Finance Review
Critical Finance Review (2023) 12 (1-4): 367–387.
Published: 08 August 2023
...Juan Carlos Matallín-Sáez We found a negative relation between mutual funds’ past R2 and their abnormal performance, as did Amihud and Goyenko (2013), who proposed measuring active management of mutual funds by 1−R2. The interpretation of this relationship...
Journal Articles
Fund of Funds Selection of Mutual Funds
Available to Purchase
Journal:
Critical Finance Review
Critical Finance Review (2018) 7 (2): 241–272.
Published: 31 December 2018
...Edwin J. Elton; Martin J. Gruber; Andre de Souza Managers of Fund of Funds have access to information not available to the general public in evaluating funds from their own family. However, they may have family or self-serving motives that can hurt shareholder performance. By examining a history...
