Changes to mutual fund risk: Intentional or mean reverting?
Year of publication: |
2012
|
---|---|
Authors: | Cullen, Grant ; Gasbarro, Dominic ; Monroe, Gary S. ; Zumwalt, J. Kenton |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 36.2012, 1, p. 112-120
|
Publisher: |
Elsevier |
Subject: | Mutual funds | Tournament | Mean-reversion | Tracking error | Risk |
-
WSJ Category Kings - the impact of media attention on consumer and mutual fund investment decisions
Kaniel, Ron, (2015)
-
The relation between management fees and the mutual funds` performance in Poland in 2015
Fras, Alicja, (2017)
-
Synthetic leverage and fund risk-taking
Fricke, Daniel, (2021)
- More ...
-
Changes to mutual fund risk: Intentional or mean reverting?
Cullen, Grant, (2012)
-
Investor Sentiment and Momentum and Contrarian Trading Strategies : Mutual Fund Evidence
Cullen, Grant, (2011)
-
Mutual Fund Trades : Timing Sentiment and Managing Tracking Error Variance
Gasbarro, Dominic, (2013)
- More ...