Idiosyncratic Risk and Fund Manager Skills
碩士 === 元智大學 === 財務金融學程 === 99 === This paper intends to exploit the information contained in the fund holdings as an identification of fund manager skills. Specifically, using the idiosyncratic risk contained in fund portfolio holdings as a proxy for fund manager`s private information, this study ex...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/51602175538619679350 |