Another Look at the Performance of Actively Managed Equity Mutual Funds

Research English OPEN
Blitz, David; Huij, Joop;
  • Subject: mutual fund performance | active versus passive | persistence | index funds | momentum
    mesheuropmc: health care economics and organizations

textabstractIn this study we evaluate the performance of actively managed equity mutual funds against a set of passively managed index funds. We find that the return spread between the best performing actively managed funds and a factor-mimicking portfolio of passive fu... View more
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