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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

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

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

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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

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

Board overlaps in mutual fund families

Şişli-Ciamarra, Elif; Hornstein, Abigail - 2015

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The modern mutual fund family

Dannhauser, Caitlin D.; Spilker, Harold D. - In: Journal of financial economics 148 (2023) 1, pp. 1-20

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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

Estimation of large dimensional conditional factor models in finance

Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier - 2020

Persistent link: https://www.econbiz.de/10012392216

Portfolio efficiency tests with conditioning information : comparing GMM and GEL estimators

Vigo, Caio; Laurini, Márcio Poletti - 2020

Persistent link: https://www.econbiz.de/10012312843

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