Equity fund performance : can momentum be explained by the pricing of idiosyncratic volatility?
Bin Liu, Amalia Di Iorio and Ashton De Silva
| Year of publication: |
2016
|
|---|---|
| Authors: | Liu, Bin ; Di Iorio, Amalia ; De Silva, Ashton |
| Published in: |
Studies in economics and finance. - Bradford : Emerald, ISSN 1086-7376, ZDB-ID 2364532-5. - Vol. 33.2016, 3, p. 359-376
|
| Subject: | Momentum | Australian equity funds | Equity fund performance | Fund size | Idiosyncratic volatility | Volatilität | Volatility | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Aktienfonds | Equity fund | Australien | Australia | Börsenkurs | Share price | CAPM | Performance-Messung | Performance measurement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/SEF-04-2016-0081 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011722529