Do Winners Repeat with Style?

Roger Ibbotson and Amita Patel

Yale School of Management Working Papers from Yale School of Management

Abstract: Several studies have found that considerable persistence exists in mutual fund performance. We study this phenomenon in fund managers who achieve superior performance, after adjusting for the investment style of the fund. Our data of domestic equity mutual funds indicates that winning funds do repeat good performance. Style-adjusted al

Date: 2002-01-01, Revised 2003-02-01
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