[PDF][PDF] The effect of common stock beta variability on the variability of the portfolio beta

HJ Weinraub, BR Kuhlman - Journal of Financial …, 1994 - financialdecisionsonline.org
The relationship between the variability of individual stock betas and the variability of small
portfolio betas is tested. Stocks are combined into small portfolios using two measures of …

Testing the predictability of mutual fund returns

GA Walker - Review of Business, 1997 - search.proquest.com
A study was designed to evaluate frequently used fund characteristics to predict the future
performance of mutual funds. The study tests the reliability of causal relationships between a …

[BOOK][B] Long-run consistency in mutual fund performance

JE Briley III - 1998 - search.proquest.com
The tendency for mutual funds to repeat either superior or inferior performance (measured
by alpha) relative to other funds over consecutive holding periods has been termed …