Seasonal asset allocation: Evidence from mutual fund flows
Year of publication: |
2013
|
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Authors: | Kamstra, Mark J. ; Kramer, Lisa A. ; Levi, Maurice D. ; Wermers, Russ |
Publisher: |
Cologne : University of Cologne, Centre for Financial Research (CFR) |
Subject: | time-varying risk aversion | sentiment | mutual fund ow seasonality | net exchanges | net ows | risk tolerance | risk aversion |
Series: | CFR Working Paper ; 13-09 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 775125024 [GVK] hdl:10419/88632 [Handle] RePEc:zbw:cfrwps:1309 [RePEc] |
Classification: | G11 - Portfolio Choice |
Source: |
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