Maximum drawdown as predictor of mutual fund performance and flows
Year of publication: |
2022
|
---|---|
Authors: | Riley, Timothy B. ; Yan, Qing |
Published in: |
Financial analysts journal : FAJ. - [Abingdon] : Routledge, Taylor and Francis Group, ISSN 1938-3312, ZDB-ID 2066328-6. - Vol. 78.2022, 4, p. 59-76
|
Subject: | alpha | drawdown | flow | mutual fund | performance | skill | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Performance-Messung | Performance measurement | Portfolio-Management | Portfolio selection |
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