The Persistence of Mutual Fund Performance.

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Grinblatt, Mark; Titman, Sheridan;
  • Journal: Journal of Finance, volume 47, issue 5 December, pages 1,977-84
  • Subject:
    mesheuropmc: education | health care economics and organizations

This paper analyzes how mutual fund performance relates to past performance. These tests are based on a multiple portfolio benchmark that was formed on the basis of securities characteristics. The authors find evidence that differences in performance between funds persi... View more
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