Salience and mutual fund investor demand for idiosyncratic volatility
Christopher P. Clifford, Jon A. Fulkerson, Russell Jame, Bradford D. Jordan
| Year of publication: |
2021
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|---|---|
| Authors: | Clifford, Christopher P. ; Filkerson, Jon A. ; Jame, Russell ; Jordan, Bradford D. |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 67.2021, 8, p. 5234-5254
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| Subject: | idiosyncratic volatility | limited attention | mutual funds | salience | Investmentfonds | Investment Fund | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2020.3716 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012625105