Do mutual funds have consistency in their performance?

Using a comprehensive data set of 714 Chinese mutual funds from 2004 to 2015, the study investigates these funds’ performance persistence by using the Capital Asset Pricing model, the Fama-French three-factor model and the Carhart Four-factor model. For persistence analysis, we categorize mutual fun...

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Detalhes bibliográficos
Autor principal: Rao, Zia-ur-Rehman (author)
Outros Autores: Tauni, Muhammad Zubair (author), Ahsan, Tanveer (author), Umar, Muhammad (author)
Formato: article
Idioma:eng
Publicado em: 2020
Assuntos:
China
Consistency
Emerging market
Mutual fund
Performance
Texto completo:http://hdl.handle.net/10400.5/20067
País:Portugal
Oai:oai:www.repository.utl.pt:10400.5/20067

Texto Completo

http://hdl.handle.net/10400.5/20067

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