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Does the size of a fund family matter when choosing an investment strategy? : evidence from spain
Ferruz Agudo, Luis; Muñoz, Fernando; Vargas, María - In: Review of quantitative finance and accounting 35 (2010) 3, pp. 315-334
Persistent link: https://www.econbiz.de/10009260273
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Portfolio returns and manager activity : how to decompose tracking error into security selection and market timing
Ekholm, Anders G. - In: Journal of empirical finance 19 (2012) 3, pp. 349-358
Persistent link: https://www.econbiz.de/10009615678
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A tale of two types : generalists vs. specialists in asset management
Zambrana, Rafael; Zapatero, Fernando - In: Journal of financial economics 142 (2021) 2, pp. 844-861
Persistent link: https://www.econbiz.de/10013260065
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An analysis of the investment concentration of equity mutual funds in China
Chen, Hsin-Hung; Chen, Long-Hui - In: Emerging markets finance & trade : a journal of the … 53 (2017) 3, pp. 511-520
Persistent link: https://www.econbiz.de/10011764282
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Empirical evidence of conditional asset pricing in the Indian stock market
Das, Sudipta - In: Economic systems 39 (2015) 2, pp. 225-239
Persistent link: https://www.econbiz.de/10011527498
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Estimation of large dimensional conditional factor models in finance
Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier - 2020
Persistent link: https://www.econbiz.de/10012392216
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Estimation of large dimensional conditional factor models in finance
Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier - 2019 - This version: August 2019
This chapter surveys recent econometric methodologies for inference in large dimensional conditional factor models in finance. Changes in the business cycle and asset characteristics induce time variation in factor loadings and risk premia to be accounted for. The growing trend in the use of...
Persistent link: https://www.econbiz.de/10012101166
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The invisible hand of internal markets in mutual fund families
Goncalves-Pinto, Luis; Sotes-Paladino, Juan; Xu, Jing - In: Journal of banking & finance 89 (2018), pp. 105-124
Persistent link: https://www.econbiz.de/10011963083
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Trading out of sight : an analysis of cross-trading in mutual fund families
Eisele, Alexander; Nefedova, Tamara; Parise, Gianpaolo; … - In: Journal of financial economics 135 (2020) 2, pp. 359-378
Persistent link: https://www.econbiz.de/10012543085
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Chapter 3. Estimation of large dimensional conditional factor models in finance
Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier - In: Handbook of econometrics : Volume 7A, (pp. 219-282). 2020
This chapter surveys recent econometric methodologies for inference in large dimensional conditional factor models in finance. Changes in the business cycle and asset characteristics induce time variation in factor loadings and risk premia to be accounted for. The growing trend in the use of...
Persistent link: https://www.econbiz.de/10014024924