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Communities and regularities in the behavior of investment fund managers
We analyze a large microlevel dataset on the full daily portfolio holdings and exposures of 22 complex investment funds to shed light on the behavior of professional investment fund managers. We introduce a set of quantitative attributes that capture essential distinctive features of manager allocat...
| Autores principales: | , , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
National Academy of Sciences
2019
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6452657/ https://www.ncbi.nlm.nih.gov/pubmed/30894494 http://dx.doi.org/10.1073/pnas.1802976116 |