Does the style drift caused by frequent cross-industry portfolio rebalancing harm fund performance? : evidence from China
Year of publication: |
2024
|
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Authors: | Liu, Jianxiang ; Yi, WenYu |
Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 60.2024, Art.-No. 104838, p. 1-10
|
Subject: | Future fund performance | Stock-picking ability | Style drift | China | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance |
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