Market timing and selectivity: an empirical investigation of European mutual fund performance

Using the models proposed by (Treynor & Mazuy, 1966; Henriksson & Merton, 1981), the present study examines the selection and timing abilities of mutual fund managers to denote the practice of these strategies as a means to achieve superior performance. For the 163 European equity mu...

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Detalhes bibliográficos
Autor principal: Oliveira, L. (author)
Outros Autores: Salen, T. (author), Curto, J. D. (author), Ferreira, N. (author)
Formato: article
Idioma:eng
Publicado em: 2019
Assuntos:
Texto completo:http://hdl.handle.net/10071/17411
País:Portugal
Oai:oai:repositorio.iscte-iul.pt:10071/17411