Trades of the Living Dead: Style Differences, Style Persistence and Performance of Currency Fund Managers
收藏NBER2008-09-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w14355
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资源简介：
We make use of a new database on daily currency fund manager returns over a three-year period, 2005-08. This higher frequency data allows us to estimate both alpha measures of performance and beta style factors on a yearly basis, which in turn allows us to test for persistence. We find no evidence
提供机构：
美国国家经济研究局
创建时间：
2008-09-01
