Mutual fund performance and changes in factor exposure
Author:
Affiliation:
1. Deutsche Börse Senior Professor of Empirical Capital Market Research University of Hamburg Germany
2. Smurfit Graduate School of Business University College Dublin Ireland
3. Department of Finance and Accounting Universitat Jaume I Spain
Funder
Science Foundation Ireland
Universitat Jaume I
Publisher
Wiley
Subject
Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/jfir.12266
Reference60 articles.
1. Characteristic‐sorted portfolios and macroeconomic risks – An orthogonal decomposition;Adcock C.;Journal of Empirical Finance,2021
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3. Mutual fund flows and performance in rational markets;Berk J. B.;Journal of Political Economy,2004
4. Fund flows, manager changes, and performance persistence;Bessler W.;Review of Finance,2018
5. Capacity effects and winner fund performance: The relevance and interactions of fund size and family characteristics;Bessler W.;European Journal of Finance,2016
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