Mutual fund performance attribution and market timing using portfolio holdings
Laura Andreu, Juan Carlos Matallín-Sáez, José Luis Sarto
| Year of publication: |
2018
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|---|---|
| Authors: | Andreu, Laura ; Matallín-Sáez, Juan Carlos ; Sarto, José Luis |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 57.2018, p. 353-370
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| Subject: | Market timing | Mutual fund | Passive timing | Performance attribution | Security selection | Investmentfonds | Investment Fund | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Finanzanalyse | Financial analysis | Performance-Messung | Performance measurement | Zeit | Time | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2018.02.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012033883