On the timing ability of mutual fund managers

Article Abstract:

Daily tests of mutual fund timing ability are more powerful than monthly tests. A set of synthetic fund returns shows most funds are significantly different from synthetic counterparts, suggesting mutual funds have more timing ability than previously suspected.

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Why do money fund managers voluntarily waive their fees?

Article Abstract:

Over half the money fund managers for low-performing institutional and retail funds waive their fees to improve net performance. High-performing retail funds use fee waivers to adjust net performance so as to increase expected fund flows.

Money market, Money markets

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Bayesian alphas and mutual fund persistence

Article Abstract:

A study is conducted using Bayesian estimates to analyze daily returns and performance of mutual funds.

Management dynamics, Usage, Bayesian statistical decision theory, Bayesian analysis, Company business management

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