Investment style volatility and mutual fund performance
Year of publication: |
2021
|
---|---|
Authors: | Brown, Keith C. ; Harlow, W. V. ; Zhang, Hanjiang |
Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 19.2021, 1, p. 25-61
|
Subject: | Portfolio management | style investing | style volatility | performance persistence | Investmentfonds | Investment Fund | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance |
-
Drawdown risk in mutual funds performance
Kumaran, Sunitha, (2013)
-
The relation between bond fund investor flows and volatility
Lee, Joe-Ming, (2016)
-
Is volatility a friend or enemy of your stock and fund investments?
Chen, Longchong, (2022)
- More ...
-
Thorbecke, Willem, (2008)
-
Thorbecke, Willem, (2009)
-
Risk shifting and mutual fund performance
Huang, Jennifer, (2009)
- More ...