Information content when mutual funds deviate from benchmarks
Year of publication: |
2014
|
---|---|
Authors: | Jiang, Hao ; Verbeek, Marno ; Wang, Yu |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 60.2014, 8, p. 2038-2053
|
Subject: | mutual funds | benchmarks | private information | market efficiency | fund performance | Investmentfonds | Investment Fund | Benchmarking | Portfolio-Management | Portfolio selection | Asymmetrische Information | Asymmetric information | Kapitaleinkommen | Capital income | Effizienzmarkthypothese | Efficient market hypothesis | Performance-Messung | Performance measurement | Informationswert | Information value |
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