Persistence in Equity Fund Performance in Brazil
We examine performance persistence in the large and growing Brazilian equity fund market from 2000 to 2012. We find a significant risk-adjusted spread between a portfolio of top- and bottom-performing funds, which supports the idea that performance persists. This spread remains after controlling for...
- Autores:
-
Berggrun Preciado, Luis
- Tipo de recurso:
- Article of investigation
- Fecha de publicación:
- 2014
- Institución:
- Universidad ICESI
- Repositorio:
- Repositorio ICESI
- Idioma:
- eng
- OAI Identifier:
- oai:repository.icesi.edu.co:10906/79790
- Acceso en línea:
- http://www.tandfonline.com/doi/abs/10.2753/REE1540-496X500202
http://www.scopus.com/inward/record.url?eid=2-s2.0-84904957789&partnerID=tZOtx3y1
http://hdl.handle.net/10906/79790
https://doi.org/10.2753/REE1540-496X500202
- Palabra clave:
- Economía
Negocios y management
Economics
Business
Capital - Brasil
Mercado
Fondos
- Rights
- openAccess
- License
- https://creativecommons.org/licenses/by-nc-nd/4.0/