Central Connecticut State University

Displaying 1-3 of 3 results

  • White Papers // Jul 2010

    A Re-Examination Of The Impact Of Expenses On The Performance Of Actively Managed Equity Mutual Funds

    According to the Investment Company Institute, average mutual fund expense ratios declined sixty percent in recent years. The authors evaluate the performance of domestic equity mutual funds to determine whether this decline in expense ratios had a measurable impact on fund performance. They find that most mutual funds in the...

    Provided By Central Connecticut State University

  • White Papers // May 2010

    The Volatility Of Equity Mutual Fund Returns

    The author investigated both the volatility and the level of diversification of domestic equity mutual funds from 1988 to 2008. The author also investigated the Market Model's explanatory power for domestic equity funds during that 20 year period. The volatility of equity mutual funds did not change significantly from April...

    Provided By Central Connecticut State University

  • White Papers // Aug 2009

    The Performance Of U. S. Domestic Equity Mutual Funds During Recent Recessions

    In this paper, the author investigates the performance of five categories of U.S. domestic equity mutual funds during the recessions of 1990 and 2001 and during the 12 months following each recession. The author also shows that recessions identified by the National Bureau of Economic Research (NBER) are not all...

    Provided By Central Connecticut State University

  • White Papers // Jul 2010

    A Re-Examination Of The Impact Of Expenses On The Performance Of Actively Managed Equity Mutual Funds

    According to the Investment Company Institute, average mutual fund expense ratios declined sixty percent in recent years. The authors evaluate the performance of domestic equity mutual funds to determine whether this decline in expense ratios had a measurable impact on fund performance. They find that most mutual funds in the...

    Provided By Central Connecticut State University

  • White Papers // May 2010

    The Volatility Of Equity Mutual Fund Returns

    The author investigated both the volatility and the level of diversification of domestic equity mutual funds from 1988 to 2008. The author also investigated the Market Model's explanatory power for domestic equity funds during that 20 year period. The volatility of equity mutual funds did not change significantly from April...

    Provided By Central Connecticut State University

  • White Papers // Aug 2009

    The Performance Of U. S. Domestic Equity Mutual Funds During Recent Recessions

    In this paper, the author investigates the performance of five categories of U.S. domestic equity mutual funds during the recessions of 1990 and 2001 and during the 12 months following each recession. The author also shows that recessions identified by the National Bureau of Economic Research (NBER) are not all...

    Provided By Central Connecticut State University