Excess Return of US Mutual Funds

The paper examines the factors that contribute to the outperformance of mutual funds in relation to the market, with a particular emphasis on the macroeconomic indicators as the key variables of interest. The paper begins by providing a comprehensive literature review on various factors that can imp...

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Bibliographic Details
Main Authors: N. V. Artamonov, A. N. Kurbatskii
Format: Article
Language:English
Published: MGIMO University Press 2023-07-01
Series:Vestnik MGIMO-Universiteta
Subjects:
Online Access:https://www.vestnik.mgimo.ru/jour/article/view/3417