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The devil in the style : mutual fund style drift, performance and common risk factors
Sha, Yezhou - In: Economic modelling 86 (2020), pp. 264-273
Persistent link: https://www.econbiz.de/10012415770
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Which is the best : a comparison of asset pricing factor models in Chinese mutual fund industry
Sha, Yezhou; Gao, Ran - In: Economic modelling 83 (2019), pp. 8-16
Persistent link: https://www.econbiz.de/10012204236