Listar COFIN_Articles por autoría "bf75fc98-d4f0-44fc-ba9b-f77cc0094319"
Mostrando ítems 1-1 de 1
-
Mutual fund performance and changes in factor exposure
Bessler, Wolfgang; Conlon, Thomas; de Mingo-López, Diego Víctor; Matallín Sáez, Juan Carlos Wiley (2022-03-21)In this article, we examine whether active mutual funds that markedly change their exposure to systematic risk factors subsequently outperform. We propose a new returns-based approach to assess the degree to which mutual ...