Is concentration a good idea? Evidence from active fund management

DOI10.1007/S10690-011-9140-XzbMath1243.91106OpenAlexW2081478902MaRDI QIDQ431915

Pei-I Chou, Chia-Hao Lee

Publication date: 3 July 2012

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10690-011-9140-x

zbMATH Keywords

mutual fund performancemarket timingindustry concentrationstock-picking

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Portfolio theory (91G10)

Cites Work

• Threshold effects in non-dynamic panels: Estimation, testing, and inference
• Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
• Investor familiarity and home bias: Japanese evidence
• Sample Splitting and Threshold Estimation

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