Keywords: Holdings-based analysis
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Journal Articles
Managerial Finance (2023) 49 (7): 1202–1220.
Published: 23 December 2022
... to examine the relative contributions of the commonly known asset-pricing factors in mutual funds' performance. Design/methodology/approach To examine managers' ability to steer funds' returns, the authors conduct a two-dimensional holdings-based analysis using factor-specific decomposition of funds...

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