The devil in the style : mutual fund style drift, performance and common risk factors
Year of publication: |
2020
|
---|---|
Authors: | Sha, Yezhou |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 86.2020, p. 264-273
|
Subject: | Style drift modelling | Mutual fund performance | Risk-adjusted return | China | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection |
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