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Review of Literature

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Book cover The Management of Mutual Funds

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Abstract

The fundamental aim of this chapter is to understand the management of mutual funds in the following areas:

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Notes

  1. 1.

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  2. 2.

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  23. 23.

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  24. 24.

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  32. 32.

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  37. 37.

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  42. 42.

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  47. 47.

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  48. 48.

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  49. 49.

    Jow-Ran Chang, Mao-Wei Hung & Cheng-few Lee (2003), “An Intertemporal CAPM approach to Evaluate Mutual Fund Performance”, Review of Quantitative Finance and Accounting, 20, pp. 425–33.

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  52. 52.

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  53. 53.

    Yoon K Choi (2006), Relative Portfolio Performance Evaluation and Incentive Structure, Journal of Business, Vol. 79, No. 2, pp. 903–21.

  54. 54.

    Ramesh Chander (2006), “Informational Efficiency, Parameter Stationarity and Bench Mark Consistency of Investment Performance, The ICFAI Journal of Applied Finance, March.

  55. 55.

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  56. 56.

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  57. 57.

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  58. 58.

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  59. 59.

    Massimo Massa and Lee Xhang (2008), ‘The Effects of Organizational Structure on Asset Management, http://ssrn.com/abstract=1328189.

  60. 60.

    Manuel Ammann and Michael Verhofen (2008), ‘The Impact of Prior Performance on the Risk-Taking of Mutual Fund Manager’ Annals of Finance, Issue 5, pp. 69–90.

  61. 61.

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Chapter-4

Chapter-5

    Chapter-6

    • Jayadev (1996) “Mutual Fund Performance: An Analysis of Monthly Returns”, Finance Indina, Vol X, No. 1, March, 1996

      Google Scholar 

    • Massimo Massa and Lee Xhang (2008) “The Effects of Organizational Structure on Asset Management”, http://ssrn.com/abstract=1328189

    • Ammann, M. and Verhofen, M. (2008) “The Impact of Prior Performance on the Risk-Taking of Mutual Fund Manager”, Annals of Finance, No 5, pp. 69–90.

      Google Scholar 

    • Smith, D.M. (2009) “The Economics of Mutual Funds”, Chapter-3 of forthcoming in John A Haslem (ed.) ‘A Companion to Mutual Funds’, John Wiley Sons, USA.

      Google Scholar 

    • Choi, Y.K. (2006) “Relative Portfolio Performance Evaluation and Incentive Structure”, Journal of Business, Vol. 79, No. 2, pp. 903–21.

      Google Scholar 

    • Gupta, M. and Aggarwal, N. (2009) “Mutual Fund Portfolio Creation Using Industry Concentration”, The ICFAI Journal of Management Research, Vol. Viii, No. 3, pp. 7–20.

      Google Scholar 

    • Sharpe, William F. (1964) “Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk”, Journal of Finance, 19: Sept, pp. 225–242.

      Google Scholar 

    • Treynor, J.L (1965) “ How to Rate Management of Investment Funds”, Harvard Business Review, Vol. 43, pp. 63–75.

      Google Scholar 

    • Treynor, J.L. and Mazuy, K.K. (1966) “Can Mutual Funds Outguess the Makrets”, Harvard Business Review, Vol. 44, pp. 131–136.

      Google Scholar 

    • Jensen, M.C. (1967) “The Performance of Mutual Funds in the Period 1945–64”, Journal of Finance, Vol. 23, No. 2, pp. 389–416.

      Google Scholar 

    • Fama, E.F. (1972) “Components of Investment Performance”, Journal of Finance, Vol. 27, pp. 551–567.

      Google Scholar 

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    1. GITAM University, Visakhapatnam, India

      Dr. G. V. Satya Sekhar MBA,Ph.D

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    1. Dr. G. V. Satya Sekhar MBA,Ph.D
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    Sekhar, G.V.S. (2017). Review of Literature. In: The Management of Mutual Funds . Palgrave Macmillan, Cham. https://doi.org/10.1007/978-3-319-34000-5_2

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    • DOI: https://doi.org/10.1007/978-3-319-34000-5_2

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