On management risk and price in the mutual fund industry: style and performance distribution analysis
This study shows how investing in mutual funds involves an additional risk, which we call management risk as a consequence of the uncertainty in the results of active management. To address this issue, we analyze a sample of 2539 US equity mutual funds. For comparative purposes, we differentiate amo...
Gespeichert in:
Veröffentlicht in: | Risk management (Leicestershire, England) England), 2021-06, Vol.23 (1/2), p.150-171 |
---|---|
Hauptverfasser: | , , |
Format: | Artikel |
Sprache: | eng |
Schlagworte: | |
Online-Zugang: | Volltext |
Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
Schreiben Sie den ersten Kommentar!