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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Detalhes bibliográficos
Autor principal: Salen, Tomás Coutinho Grosso de Oliveira (author)
Formato: masterThesis
Idioma:eng
Publicado em: 2017
Assuntos:
Texto completo:http://hdl.handle.net/10071/13814
País:Portugal
Oai:oai:repositorio.iscte-iul.pt:10071/13814