Out-of-sample performance of mutual fund predictors
Year of publication: |
2021
|
---|---|
Authors: | Jones, Christopher S. ; Mo, Haitao |
Published in: |
The review of financial studies. - Oxford : Oxford University Press, ISSN 1465-7368, ZDB-ID 1467494-4. - Vol. 34.2021, 1, p. 149-193
|
Subject: | Investmentfonds | Investment Fund | Prognoseverfahren | Forecasting model | Wettbewerb | Competition | Arbitrage | Unternehmensanleihe | Corporate bond | Rentenfonds | Bond fund | USA | United States | 1980-2014 |
-
Out-of-Sample Performance of Mutual Fund Predictors
Jones, Christopher S., (2019)
-
Investigating the factors affecting the performance of offshore high-yield bond funds
Ni, Yensen, (2018)
-
Swing pricing and fragility in open-end mutual funds
Jin, Dunhong, (2019)
- More ...
-
Heston, Steven L., (2023)
-
Do Option Prices Forecast Aggregate Stock Returns?
Jones, Christopher S., (2018)
-
Out-of-Sample Performance of Mutual Fund Predictors
Jones, Christopher S., (2019)
- More ...