The beta anomaly and mutual fund performance
Paul Irvine, Jeong Ho (John) Kim, Jue Ren
| Year of publication: |
2024
|
|---|---|
| Authors: | Irvine, Paul ; Kim, Jeong-Ho ; Ren, Jue |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 70.2024, 1, p. 143-163
|
| Subject: | active alpha | beta anomaly | mutual fund | performance evaluation | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Betafaktor | Beta risk | CAPM | Kapitalmarktrendite | Capital market returns | Performance-Messung | Performance measurement | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2022.4639 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014469917