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Showing 1 to 1 of 1 for “"Managed volatility"”.
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Essays on Information Asymmetry, Active Management, and Performance
… management in influencing returns and return volatility of mutual funds. Chapter 1 investigates whether real estate mutual funds (REMFs) outperform Carhart’s (1997) four-factor and index benchmarks using daily return data from the CRSP survivorship bias-free mutual fund database from September …