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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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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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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