variables (monthly and quarterly)
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The data should be opened by stata The TRjl is calculated by Generalized Extreme Value Distribution Rrf, alpha3, alpha4, alpha5, and alpha6 representing the actual return of fund i in month t minor risk free interest rate, abnormal returns measured by the Fama French three factor model, four factor model, five factor model, and six factor model Fundasset, fundbm, fundreturn, fundroe, fundvalue representing the AssetRatio, BM ratio, Return, ROE, market value of RMB value weighted average of the top 10 stocks in the fund portfolio
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Mingzhe Wang创建时间：
2024-01-20
