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...
Autor principal: | |
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Outros Autores: | , , |
Formato: | article |
Idioma: | eng |
Publicado em: |
2019
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Assuntos: | |
Texto completo: | http://hdl.handle.net/10071/17411 |
País: | Portugal |
Oai: | oai:repositorio.iscte-iul.pt:10071/17411 |