Active share and the predictability of the performance of separate accounts
Year of publication: |
2022
|
---|---|
Authors: | Cremers, Martijn ; Fulkerson, Jon A. ; Riley, Timothy B. |
Published in: |
Financial analysts journal : FAJ. - [Abingdon] : Routledge, Taylor and Francis Group, ISSN 1938-3312, ZDB-ID 2066328-6. - Vol. 78.2022, 1, p. 39-57
|
Subject: | 2.0 | active share | alpha | mutual fund | out of sample | performance | persistence | predictability | separate account | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Schätzung | Estimation |
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