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

Mutual fund managers can enhance their returns by selecting assets with superior returns or by advantageously timing their portfolio allocation strategy to the stock market, or both. In the present study we examine the timing ability of mutual fund managers to denote the practice of these strategies...

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Bibliographic Details
Main Author: Salen, Tomás Coutinho Grosso de Oliveira (author)
Format: masterThesis
Language:eng
Published: 2017
Subjects:
Online Access:http://hdl.handle.net/10071/13814
Country:Portugal
Oai:oai:repositorio.iscte-iul.pt:10071/13814