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'...
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| Format: | masterThesis |
| Language: | eng |
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2015
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| Online Access: | http://hdl.handle.net/10362/15350 |
| Country: | Portugal |
| Oai: | oai:run.unl.pt:10362/15350 |