Listar COFIN_Articles por autoría "d01f5800-52f0-4139-8e91-42a85478fa84"
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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 ...