Mutual Fund Attributes and Performance

Authors

  • Yin-Ching Jan National Chin-Yi lnstitute of Technology, Taiwan
  • Mao-Wei Hung National Chin-Yi lnstitute of Technology, Taiwan

DOI:

https://doi.org/10.61190/fsr.v12i2.4762

Keywords:

Stochastic dominance, Attributes, Mutual fund

Abstract

This paper investigates the relationship between mutual fund attributes and performance. Funds in the same investment objective category are classified into two portfolios according to mutual fund attributes, including load/no-load, size, turnover, expense, and past performance. The stochastic dominance approach is used to test whether a specific characteristic of mutual funds is efficient relative to its counterpart. We find that the relationship between mutual fund attributes and performance differs among mutual funds with different objectives. 

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Published

2003-06-30

Issue

Vol. 12 No. 2 (2003): FSR Summer 2003

Section

New Original Submission

License

Copyright (c) 2003 Academy of Financial Services

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How to Cite

Mutual Fund Attributes and Performance. (2003). Financial Services Review, 12(2), 165-178. https://doi.org/10.61190/fsr.v12i2.4762