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Is Concentration a Good Idea? Evidence from Active Fund Management

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  • Pei-I Chou
  • Chia-Hao Lee

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  • Pei-I Chou & Chia-Hao Lee, 2012. "Is Concentration a Good Idea? Evidence from Active Fund Management," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 19(1), pages 23-41, March.
  • Handle: RePEc:kap:apfinm:v:19:y:2012:i:1:p:23-41
    DOI: 10.1007/s10690-011-9140-x
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    References listed on IDEAS

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    13. Bruce E. Hansen, 2000. "Sample Splitting and Threshold Estimation," Econometrica, Econometric Society, vol. 68(3), pages 575-604, May.
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    15. Takato Hiraki & Akitoshi Ito & Fumiaki Kuroki, 2003. "Investor Familiarity and Home Bias: Japanese Evidence," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 10(4), pages 281-300, December.
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