Market crises and benchmark-adjusted fund alphas in a small market context
Most mutual fund performance evaluation studies interpret fund alphas as the incremental performance of managers in relation to passive benchmark indices, which should exhibit statistically insignificant alphas. However, if these indices present significant non-zero alphas, standard (non-adjusted) f...
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| Publicado no: | Revista Galega de Economía |
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| Principais autores: | , , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Universidade de Santiago de Compostela
2023
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| Assuntos: | |
| Acesso em linha: | https://www.redalyc.org/articulo.oa?id=39180884004 https://www.redalyc.org/journal/391/39180884004/ https://www.redalyc.org/journal/391/39180884004/html/ https://www.redalyc.org/journal/391/39180884004/39180884004.epub https://www.redalyc.org/journal/391/39180884004/movil |
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