Leverage constraints and asset prices : insights from mutual fund risk taking
Year of publication: |
February 2018
|
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Authors: | Boguth, Oliver ; Simutin, Mikhail |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 127.2018, 2, p. 325-341
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Subject: | Leverage constraints | Asset prices | Betting-against-beta | Mutual fund performance | Cross-section of stock returns | Investmentfonds | Investment Fund | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | CAPM | Theorie | Theory | Kapitalmarktrendite | Capital market returns | Kapitalstruktur | Capital structure |
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