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Time-Varying Fund Manager Skill

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NBER2011-11-01 更新2025-01-04 收录
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https://www.nber.org/papers/w17615
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资源简介:
Mutual fund managers can outperform the market by picking stocks or timing the market successfully. Previous work has estimated picking and timing skill, assuming that each manager is endowed with a fixed amount of each and found some evidence of picking skills and little evidence of timing skills
提供机构:
美国国家经济研究局
创建时间:
2011-11-01
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