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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

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

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

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

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