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Report
Performance maximization of actively managed funds
Wang, Zhenyu; Huberman, Gur; Guasoni, Paolo (2010)
Ratios that indicate the statistical significance of a fund's alpha typically appraise its performance. A growing literature suggests that even in the absence of any ability to predict returns, holding options positions on the benchmark assets or trading frequently can significantly enhance performance ratios. This paper derives the performance-maximizing strategy--a variant of buy-write--and the least upper bound on such performance enhancement, thereby showing that if common equity indexes are used as benchmarks, the potential performance enhancement from trading frequently is usually ...
Staff Reports , Paper 427

Conference Paper
Mutual funds and monetary aggregates - introduction
Anderson, Richard G. (1994-11)
Proceedings , Issue Nov , Pages 3-6

Journal Article
Recent trends in the mutual fund industry
Mack, Phillip R. (1993-11)
Federal Reserve Bulletin , Issue Nov

Conference Paper
Symposium on Mutual Funds and Monetary Aggregates, held March 29, 1994
anonymous (1994-11)
Proceedings , Issue Nov

Report
A cross-sectional analysis of mutual funds' market timing and security selection skill
Lee, Cheng Few; Chan, Anthony; Rahman, Shafiqur; Chen, Carl R. (1990)
Research Paper , Paper 9014

Newsletter
Retirement Account Basics: Why You’re Never Too Young to Start Thinking About Retirement
Geiger, Amanda (2024-02)
In this February 2024 Issue of Page One Economics: Focus on Finance, we’ll explore the most common retirement savings plans and other things to consider as you begin thinking about retirement. We will compare employer-based defined-benefit and defined-contribution plans, as well as options available to individuals. Understanding the basics of retirement savings accounts can help you feel empowered to start making decisions today for your retirement!
Page One Economics Newsletter

Journal Article
Mutual fund myths
Fortune, Peter (1998-04-02)
Regional Review , Volume 8 , Issue Q 2 , Pages 5-7

Journal Article
Mutual funds, part II: fund flows and security returns
Fortune, Peter (1998-01)
Mutual funds played a very small role in the financial system until the 1970s, before which ownership of financial instruments was dominated by commercial banks, thrift institutions, insurance companies, and pension funds. The financial system of the 1990s is not simply the system of the 1970s with more mutual funds, however. Evolution in financial laws and regulations, increasing global interactions, the rise of new financial instruments, major shifts in the structure and nature of financial institutions, and a change in the locus of risk-bearing from institutions to individuals have also ...
New England Economic Review , Issue Jan , Pages 3-22

Working Paper
The cross section of money market fund risks and financial crises
McCabe, Patrick E. (2010)
This paper examines the relationship between money market fund (MMF) risks and outcomes during crises, with a focus on the ABCP crisis in 2007 and the run on money funds in 2008. I analyze three broad types of MMF risks: portfolio risks arising from a fund's assets, investor risk reflecting the likelihood that a fund's shareholders will redeem shares disruptively, and sponsor risk due to uncertainty about MMF sponsors' support for distressed funds. I find that during the run on MMFs in September and October 2008, outflows were larger for MMFs that had previously exhibited greater degrees of ...
Finance and Economics Discussion Series , Paper 2010-51

Journal Article
Mutual appeal: banks and investors flock to mutual funds
Darin, Robert (1994-10)
With the recent decline in bank deposits, many bankers see mutual funds as a natural extension of their product lines that allows them to perform better in an increasingly competitive market.
Cross Sections , Volume 11 , Issue Fall , Pages 25-30

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