Fundamental driver of fund style drift
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DOI: 10.1057/s41260-016-0009-4
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Cited by:
- Adiya Bayarmaa & Guglielmo Maria Caporale, 2019. "Style consistency and mutual fund returns: the case of Russia," CESifo Working Paper Series 7605, CESifo.
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Keywords
investment style; fundamental factors; capm; mixture model; financial crisis;All these keywords.
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