Về tính bền vững trong hiệu suất quỹ tương hỗ
Tóm tắt
Sử dụng một mẫu không có thiên kiến sinh tồn, tôi chứng minh rằng các yếu tố chung trong lợi tức cổ phiếu và chi phí đầu tư gần như hoàn toàn giải thích tính bền vững trong lợi tức trung bình và lợi tức điều chỉnh theo rủi ro của các quỹ tương hỗ cổ phiếu. Kết quả “bàn tay nóng” của
Từ khóa
Tài liệu tham khảo
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Carhart Mark M. 1992 Persistence in mutual fund performance re‐examined Working paper Graduate School of Business University of Chicago Chicago Ill.
Carhart Mark M. 1995a Survivor bias and persistence in mutual fund performance Unpublished Ph.D. dissertation Graduate School of Business University of Chicago Chicago Ill.
Carhart Mark M. 1995b Survivor bias and mutual fund performance Working paper School of Business Administration University of Southern California Los Angeles Cal.
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