{"id":"https://openalex.org/W1985477394","doi":"https://doi.org/10.1108/03074350110767231","title":"Equity mutual fund managers performance in Greece","display_name":"Equity mutual fund managers performance in Greece","publication_year":2001,"publication_date":"2001-06-01","ids":{"openalex":"https://openalex.org/W1985477394","doi":"https://doi.org/10.1108/03074350110767231","mag":"1985477394"},"language":"en","primary_location":{"id":"doi:10.1108/03074350110767231","doi":"https://doi.org/10.1108/03074350110767231","is_oa":false,"landing_page_url":"https://doi.org/10.1108/03074350110767231","pdf_url":null,"source":{"id":"https://openalex.org/S184351885","display_name":"Managerial Finance","issn_l":"0307-4358","issn":["0307-4358","1758-7743"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-scientific","cwts-core","fnege-4","jufo-1","norway-1","poland-40","russia-white-list-3","vabb-shw"],"host_organization":"https://openalex.org/P4310319811","host_organization_name":"Emerald Publishing Limited","host_organization_lineage":["https://openalex.org/P4310319811"],"host_organization_lineage_names":["Emerald Publishing Limited"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Managerial Finance","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5154176355","display_name":"\u039d\u03b9\u03ba\u03cc\u03bb\u03b1\u03bf\u03c2 \u0394. \u03a6\u03af\u03bb\u03b9\u03c0\u03c0\u03b1\u03c2","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"N.D. Filippas","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5054205336","display_name":"Christine Psoma","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Christine Psoma","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":24,"citation_normalized_percentile":{"value":0.31369486,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"27","issue":"6","first_page":"68","last_page":"75"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12123","display_name":"Financial Analysis and Corporate Governance","score":9.999999747378752e-05,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10019","display_name":"Corporate Finance and Governance","score":9.999999747378752e-05,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/equity-funds","display_name":"equity funds","score":0.7940000295639038},{"id":"https://openalex.org/keywords/fund-manager-performance","display_name":"fund manager performance","score":0.8799999952316284},{"id":"https://openalex.org/keywords/treynor-mazuy-model","display_name":"Treynor-Mazuy model","score":0.8600000143051147},{"id":"https://openalex.org/keywords/jensen-s-alpha","display_name":"Jensen's alpha","score":0.800000011920929},{"id":"https://openalex.org/keywords/market-timing","display_name":"market timing","score":0.7020000219345093},{"id":"https://openalex.org/keywords/greek-mutual-funds","display_name":"Greek mutual funds","score":0.8080000281333923},{"id":"https://openalex.org/keywords/daily-returns","display_name":"daily returns","score":0.40700000524520874}],"concepts":[{"id":"https://openalex.org/C44723521","wikidata":"https://www.wikidata.org/wiki/Q746086","display_name":"Treynor ratio","level":4,"score":0.9410771131515503},{"id":"https://openalex.org/C199728807","wikidata":"https://www.wikidata.org/wiki/Q2578557","display_name":"Equity (law)","level":2,"score":0.7298685312271118},{"id":"https://openalex.org/C2777064782","wikidata":"https://www.wikidata.org/wiki/Q791974","display_name":"Mutual fund","level":2,"score":0.593621015548706},{"id":"https://openalex.org/C84355842","wikidata":"https://www.wikidata.org/wiki/Q361863","display_name":"Closed-end fund","level":3,"score":0.469440221786499},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4642769694328308},{"id":"https://openalex.org/C118315980","wikidata":"https://www.wikidata.org/wiki/Q375350","display_name":"Market timing","level":3,"score":0.45450785756111145},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.43879038095474243},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.43086352944374084},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.4278280735015869},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.37500324845314026},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.3353699743747711},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.3123849630355835},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.1814897656440735},{"id":"https://openalex.org/C139938925","wikidata":"https://www.wikidata.org/wiki/Q1501898","display_name":"Sharpe ratio","level":3,"score":0.10652446746826172},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0794505774974823},{"id":"https://openalex.org/C183582576","wikidata":"https://www.wikidata.org/wiki/Q184783","display_name":"Market liquidity","level":2,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1108/03074350110767231","doi":"https://doi.org/10.1108/03074350110767231","is_oa":false,"landing_page_url":"https://doi.org/10.1108/03074350110767231","pdf_url":null,"source":{"id":"https://openalex.org/S184351885","display_name":"Managerial Finance","issn_l":"0307-4358","issn":["0307-4358","1758-7743"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-scientific","cwts-core","fnege-4","jufo-1","norway-1","poland-40","russia-white-list-3","vabb-shw"],"host_organization":"https://openalex.org/P4310319811","host_organization_name":"Emerald Publishing Limited","host_organization_lineage":["https://openalex.org/P4310319811"],"host_organization_lineage_names":["Emerald Publishing Limited"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Managerial Finance","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":12,"referenced_works":["https://openalex.org/W595301350","https://openalex.org/W1977313991","https://openalex.org/W2018641581","https://openalex.org/W2027752836","https://openalex.org/W2039901356","https://openalex.org/W2092164622","https://openalex.org/W2137356674","https://openalex.org/W3122187992","https://openalex.org/W3123462387","https://openalex.org/W3124498979","https://openalex.org/W4231546411","https://openalex.org/W4301377693"],"related_works":["https://openalex.org/W149299231","https://openalex.org/W2176706974","https://openalex.org/W2182929922","https://openalex.org/W2613390986","https://openalex.org/W3122569859","https://openalex.org/W2078752518","https://openalex.org/W7015603553","https://openalex.org/W6893266004","https://openalex.org/W2176536830","https://openalex.org/W2992856563"],"abstract_inverted_index":{"Outlines":[0],"the":[1,15,25,44,55],"models":[2],"devised":[3],"by":[4],"Jensen":[5],"(1968,":[6],"1969)":[7],"and":[8,10,20,42],"Treynor":[9],"Mazuy":[11],"(1966)":[12],"for":[13,61],"measuring":[14],"performance":[16],"of":[17,31],"managed":[18],"portfolios":[19],"related":[21],"empirical":[22],"research.":[23],"Applies":[24],"Treynor\u2010Mazuy":[26],"model":[27],"to":[28],"a":[29],"sample":[30],"17":[32],"Greek":[33],"equity":[34],"mutual":[35],"funds":[36],"using":[37],"1995\u20101998":[38],"daily":[39],"returns":[40],"data":[41],"presents":[43],"results,":[45],"which":[46],"show":[47],"no":[48],"evidence":[49],"that":[50],"fund":[51],"managers":[52],"can":[53],"select":[54],"right":[56],"market":[57],"timing":[58],"or":[59],"(except":[60],"four)":[62],"undervalued":[63],"securities.":[64]},"counts_by_year":[{"year":2020,"cited_by_count":2},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":3},{"year":2016,"cited_by_count":3},{"year":2015,"cited_by_count":1},{"year":2013,"cited_by_count":5},{"year":2012,"cited_by_count":2}],"updated_date":"2026-10-12T09:40:04.860316","created_date":"2016-06-24T00:00:00"}
