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Market states and mutual fund risk shifting
Popescu, Marius, (2017)
Does equity mutual fund factor-risk-shifting pay off? : evidence from the US
Mateus, Cesario, (2023)
Limits to mutual funds' ability to rely on mean/variance optimization
Karagiannidis, Iordanis, (2016)
Fund performance and subsequent risk: a study of mutual fund tournaments using holdings-based measures
Karoui, Aymen, (2015)
A note on sorting bias correction in regression-based mutual fund tournament tests
Performance and characteristics of mutual fund starts
Karoui, Aymen, (2009)