Active share and the predictability of the performance of separate accounts
K.J. Martijn Cremers, Jon A. Fulkerson and Timothy B. Riley, CFA
| Year of publication: |
2022
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|---|---|
| Authors: | Cremers, Martijn ; Fulkerson, Jon A. ; Riley, Timothy B. |
| Published in: |
Financial analysts journal : FAJ. - [Abingdon] : Routledge, Taylor and Francis Group, ISSN 1938-3312, ZDB-ID 2066328-6. - Vol. 78.2022, 1, p. 39-57
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| Subject: | 2.0 | active share | alpha | mutual fund | out of sample | performance | persistence | predictability | separate account | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Theorie | Theory | Portfolio-Management | Portfolio selection | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/0015198X.2021.1984826 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013167455