Three essays on mutual funds and benchmarking
In essay one, we introduce a five-characteristic benchmark model and benchmark this model against other characteristic-based and factor-based models commonly used in mutual fund studies. We find that characteristic-based benchmarks are better-specified and more sensitive than factor-based mode...
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| Format: | Thesis-Doctor of Philosophy |
| Language: | English |
| Published: |
Nanyang Technological University
2022
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| Online Access: | https://hdl.handle.net/10356/160584 |
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| Institution: | Nanyang Technological University |
| Language: | English |