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The Shrouded Business of Style Drift in Active Mutual Funds

Chua, Angeline Kim Pei - 2020

This study investigates the motivation and performance consequence of intentional style drift in an exclusively in-house fund management industry in China. With style drift, fund investors are exposed to investment portfolio outside their risk-return preference but are generally unaware that...

Persistent link: https://www.econbiz.de/10012831377

Nonlinear relationships and volatility spillovers among house prices, interest rates and stock market prices

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