DOI10.1007/s10690-011-9140-xzbMath1243.91106MaRDI QIDQ431915
Pei-I Chou, Chia-Hao Lee
Publication date: 3 July 2012 Published in: Asia-Pacific Financial Markets (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1007/s10690-011-9140-x
zbMATH Keywords
mutual fund performance; market timing; industry concentration; stock-picking
Mathematics Subject Classification ID
91G70: Statistical methods; risk measures
91G10: Portfolio theory
Cites Work