Measuring the impact of short and lending practices using the DGTW benchmarks
Mutual fund managers increasingly lend their holdings and/or use short sales to generate higher returns for their funds. This project presents a first look into the impact these practices on performance using the performance measures: i) Characteristic Selectivity (CS), the ability of the fund'...
| Autor principal: | |
|---|---|
| Formato: | masterThesis |
| Idioma: | eng |
| Publicado em: |
2015
|
| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10362/15350 |
| País: | Portugal |
| Oai: | oai:run.unl.pt:10362/15350 |