The interaction of market risk and idiosyncratic risk on equity mutual fund returns
John Murugesu & Chandra Sakaran
| Year of publication: |
2019
|
|---|---|
| Authors: | Murugesu, John ; Sakaran, Chandra |
| Published in: |
International journal of financial research. - Toronto : Sciedu Press, ISSN 1923-4023, ZDB-ID 2611282-6. - Vol. 10.2019, 6, p. 1-14
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| Subject: | equity mutual fund returns | idiosyncratic risk | systematic risk | moderating effect | Kapitaleinkommen | Capital income | Risiko | Risk | Investmentfonds | Investment Fund | Aktienfonds | Equity fund | CAPM | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5430/ijfr.v10n6p1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012300792