Mutual funds herding behavior, sentiment, and market volatility
Year of publication: |
2021
|
---|---|
Authors: | Kholdy, Shady ; Miller, John ; Sun, Libo |
Published in: |
The journal of wealth management : JWM. - New York, NY : Pageant Media Ltd., ISSN 2374-1368, ZDB-ID 2048837-3. - Vol. 24.2021, 2, p. 92-107
|
Subject: | Mutual funds/passive investing/indexing | risk management | VAR and use of alternative risk measures of trading risk | quantitative methods | statistical methods | legal/regulatory/public policy | exchanges/markets/clearinghouses | Risikomanagement | Risk management | Risikomaß | Risk measure | Investmentfonds | Investment Fund | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Statistische Methode | Statistical method | Anlageverhalten | Behavioural finance | Herdenverhalten | Herding | Messung | Measurement | Risiko | Risk |
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