Decomposing mutual fund alpha into security selection and security weighting
Jeffrey R.Stark
| Year of publication: |
2019
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|---|---|
| Authors: | Stark, Jeffrey R. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 52.2019, p. 76-91
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| Subject: | Mutual fund | Alpha | Portfolio weighting | Portfolio selection | Investmentfonds | Investment Fund | Portfolio-Management | Kapitaleinkommen | Capital income | Institutioneller Investor | Institutional investor |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2019.03.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012170636