New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods David P. Blake City University London – Cass Business School – The Pensions Institute Tristan Caulfield University College London Christos Ioannidis University of Bath-Department of Economics Ian Tonks […]
Tag: unit trusts
Size Matters: Small Mutual Funds Outperform Larger Peers
Fund inflows reduce returns of management team Fund size has a negative effect on average mutual funds’ performance. Chen, Hong, Huang and Kubik’s 2004 study and a 2008 study they conducted with Yan show that mutual funds with lower assets […]