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Russ Wermers
Russ Wermers
Professor of Finance
Dirección de correo verificada de umd.edu
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Measuring mutual fund performance with characteristic‐based benchmarks
K Daniel, M Grinblatt, S Titman, R Wermers
The Journal of finance 52 (3), 1035-1058, 1997
39511997
Momentum investment strategies, portfolio performance, and herding: A study of mutual fund behavior
M Grinblatt, S Titman, R Wermers
American Economic Review 85 (5), 1088-1105, 1995
30561995
Mutual fund performance: An empirical decomposition into stock‐picking talent, style, transactions costs, and expenses
R Wermers
The Journal of Finance 55 (4), 1655-1695, 2000
26112000
Mutual fund herding and the impact on stock prices
R Wermers
the Journal of Finance 54 (2), 581-622, 1999
25431999
Can mutual fund “stars” really pick stocks? New evidence from a bootstrap analysis
R Kosowski, A Timmermann, R Wermers, H White
The Journal of finance 61 (6), 2551-2595, 2006
13722006
The value of active mutual fund management: An examination of the stockholdings and trades of fund managers
HL Chen, N Jegadeesh, R Wermers
Journal of Financial and quantitative Analysis 35 (3), 343-368, 2000
10662000
False discoveries in mutual fund performance: Measuring luck in estimated alphas
L Barras, O Scaillet, R Wermers
The journal of finance 65 (1), 179-216, 2010
10342010
Is money really'smart'? New evidence on the relation between mutual fund flows, manager behavior, and performance persistence
R Wermers
New Evidence on the Relation Between Mutual Fund Flows, Manager Behavior …, 2003
6132003
Analyst recommendations, mutual fund herding, and overreaction in stock prices
NC Brown, KD Wei, R Wermers
Management Science 60 (1), 1-20, 2014
4872014
Asset allocation dynamics and pension fund performance
D Blake, BN Lehmann, A Timmermann
The Journal of Business 72 (4), 429-461, 1999
4621999
Investing in mutual funds when returns are predictable
D Avramov, R Wermers
Journal of Financial Economics 81 (2), 339-377, 2006
4122006
Runs on money market mutual funds
L Schmidt, A Timmermann, R Wermers
American Economic Review 106 (9), 2625-2657, 2016
3182016
Momentum investment strategies of mutual funds, performance persistence, and survivorship bias
R Wermers
working paper, University of Colorado, 1997
3151997
Do fund managers misestimate climatic disaster risk
S Alok, N Kumar, R Wermers
The Review of Financial Studies 33 (3), 1146-1183, 2020
2722020
Mutual fund performance and governance structure: The role of portfolio managers and boards of directors
B Ding, R Wermers
Available at SSRN 2207229, 2012
2622012
Seasonal asset allocation: Evidence from mutual fund flows
MJ Kamstra, LA Kramer, MD Levi, R Wermers
Journal of Financial and Quantitative Analysis 52 (1), 71-109, 2017
1642017
Mutual fund performance evaluation with active peer benchmarks
D Hunter, E Kandel, S Kandel, R Wermers
Journal of Financial economics 112 (1), 1-29, 2014
1522014
Matter of style: The causes and consequences of style drift in institutional portfolios
R Wermers
Available at SSRN 2024259, 2012
1482012
Decentralized investment management: Evidence from the pension fund industry
D Blake, AG Rossi, A Timmermann, I Tonks, R Wermers
The Journal of Finance 68 (3), 1133-1178, 2013
1412013
Is money really ‘smart’
R Wermers
New evidence on the relation between mutual fund flows, manager behavior …, 2003
1342003
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Artículos 1–20