Performance persistence: The case of Colombia’s pension and severance pay funds
This paper studies performance persistence for mandatory, voluntary and severance pay funds in Colombia. We test for persistence in terms of raw and style-adjusted returns for consecutive and multiple periods. This document also explores whether an investor following strategies based on persistence...
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| Publicado no: | Academia. Revista Latinoamericana de Administración |
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| Principais autores: | , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Consejo Latinoamericano de Escuelas de Administración
2011
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| Assuntos: | |
| Acesso em linha: | https://www.redalyc.org/articulo.oa?id=71623420003 |
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