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Publikováno v:
Mateus, C, Sarwar, S & Todorovic, N 2022, ' Does equity mutual fund factor-risk-shifting pay off? Evidence from the US ', European Journal of Finance . https://doi.org/10.1080/1351847X.2022.2071629
In this paper, we assess the relationship between risk-shifting of mutual funds, measured as benchmark-adjusted factor-based investment style change following a structural break, and their risk-adjusted performance. We isolate only the breaks in styl
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::841b1cff9abcb7dbeced0d9be0d279e7