Listar COFIN_Articles por fuente "J Financ Res. 2022;45:17–52"

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    • openAccess   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 ...