The beta anomaly and mutual fund performance
Year of publication: |
2024
|
---|---|
Authors: | Irvine, Paul ; Kim, Jeong-ho ; Ren, Jue |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 70.2024, 1, p. 143-163
|
Subject: | active alpha | beta anomaly | mutual fund | performance evaluation | CAPM | Investmentfonds | Investment Fund | Betafaktor | Beta risk | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Schätzung | Estimation |
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