Mutual fund style drift measured using higher moments and its cash flow incentive
Qi Chen, Peng Wang, Dong Yang
| Year of publication: |
2025
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| Authors: | Chen, Qi ; Wang, Peng ; Yang, Dong |
| Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 76.2025, Art.-No. 102373, p. 1-19
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| Subject: | Cash flow | Higher moments | Skewness | Style drift | Variance | Investmentfonds | Investment Fund | Cash Flow | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Theorie | Theory | Statistische Verteilung | Statistical distribution | Volatilität | Volatility | Kapitalflussrechnung | Cash flow statement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2025.102373 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015372664