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...
| Main Author: | |
|---|---|
| Other Authors: | , , |
| Format: | article |
| Language: | eng |
| Published: |
2019
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/10071/17411 |
| Country: | Portugal |
| Oai: | oai:repositorio.iscte-iul.pt:10071/17411 |