Three essays on mutual funds
In essay one, for an actively managed equity mutual fund, style dispersion describes how widely fund stockholdings are dispersed along size, value, and momentum dimensions. A simple benefit-cost analysis suggests that style dispersion can reflect a fund manager's investment ability and predict...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
2014
|
| Subjects: | |
| Online Access: | https://hdl.handle.net/10356/59236 |