Conditioning information in mutual fund performance evaluation: Portuguese evidence

We estimate and compare the performance of Portuguese-based mutual funds that invest in the domestic market and in the European market using unconditional and conditional models of performance evaluation. Besides applying both partial and full conditional models, we use European information variable...

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Bibliographic Details
Main Author: Leite, Paulo (author)
Other Authors: Cortez, Maria Céu (author)
Format: article
Language:eng
Published: 2014
Subjects:
mutual funds
conditional performance evaluation
spurious regressions
survivorship bias
distance effect
Online Access:http://hdl.handle.net/11110/591
Country:Portugal
Oai:oai:ciencipca.ipca.pt:11110/591

Internet

http://hdl.handle.net/11110/591

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