investment value of mutual fund portfolio disclosure

Public Archive Access - SQA Society of Quantitative Analysts
10.26.11, Russell Wermers, The Investment Value of Mutual Fund Portfolio Disclosure, [agenda]. 09.22.11, Daniel Burnside, Designing Alpha Models that .
http://sqa-us.org/displaycommon.cfm?an=1&subarticlenbr=110

The investment value of mutual fund portfolio disclosure - EconStor
The Investment Value of Mutual Fund Portfolio Disclosure . This paper shows that publicly disclosed mutual fund portfolio holdings have investment value.
https://www.econstor.eu/dspace/bitstream/10419/57761/1/702962171.pdf

Step 1

Forecasting Stock Returns through An Efficient Aggregation of - SSRN
Forecasting Stock Returns through An Efficient Aggregation of Mutual Fund . quantitative predictors, such as momentum, value, and earnings quality, nor is it . Keywords: mutual funds, performance persistence, portfolio disclosure, stock .
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=891728

Mutual Fund Investor Disclosure Statement Before investing in ...
Mutual Fund Investor Disclosure Statement. Before investing in mutual funds, it is important that you understand the sales charges, expenses, and management .
http://www.opco.com/public/images/mf_bill_of_rights.pdf

Step 2

Alpha of Mutual Fund Holdings – SQA event in NYC on Oct 26, 2011 ...
Oct 26, 2011 . In their paper “Investment Value of Mutual Fund Portfolio Disclosure”, Prof. Wermers and his co-authors develop a model to identify these .
http://www.linkedin.com/groups/Alpha-Mutual-Fund-Holdings-SQA-3825142.S.76533165

Stockpicking: Follow That Guru - Businessweek
Aug 5, 2007 . According to a new research paper, "The Investment Value of Mutual Fund Portfolio Disclosure," stock picks from top-performing funds beat .
http://www.businessweek.com/stories/2007-08-05/stockpicking-follow-that-guru

Step 3

Are mutual funds sitting ducks? - Smeal College of Business
mutual funds can invest in, along with detailed portfolio disclosure . monthly hedge fund returns and net asset values, along with many mutual fund .
http://www.smeal.psu.edu/csfm/SophieShivePaper.pdf

Step 4

The investment value of mutual fund portfolio disclosure
Downloadable! This paper shows that publicly disclosed mutual fund portfolio holdings have investment value. Our approach is based on the intuition that an .
http://ideas.repec.org/p/zbw/cfrwps/0609.html

Step 5

The Investment Value of Mutual Fund Portfolio Disclosure Russ ...
The Investment Value of Mutual Fund Portfolio Disclosure. Abstract. This paper uses disclosed mutual fund portfolio holdings to develop stock selection mod- .
http://www.inquire-europe.org/seminars/2007/papers%20Brighton/holding_200610.pdf

Step 6

CURRICULUM VITAE RUSSELL R. WERMERS - Robert H. Smith ...
Sep 4, 2012 . Presentation of “The Investment Value of Mutual Fund Portfolio Disclosure,” Denver CFA. Luncheon, March 2009. Discussion of “Dynamic .
http://www.rhsmith.umd.edu/faculty/rwermers/vitae.pdf

Improving on Morningstar's Ratings: Moving ... - Advisor Perspectives
Jun 22, 2010 . (2007), The Investment Value of Mutual Fund Portfolio Disclosure.) Strategy is the way the manager analyzes, buys, and sells stocks in an .
http://www.advisorperspectives.com/newsletters10/pdfs/Improving_on_Morningstars_Ratings.pdf

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About the Author

The Frequency of Mutual Fund Portfolio Disclosure
Introduction. The potential effects of frequent mutual fund portfolio disclosure have been the focus of a . disclosure of portfolio holdings by investment companies in a theoretical model. . Third, the prior disclosure literature measures the value .
http://faculty.washington.edu/geweili/disclosure11%2015%202006.pdf

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