Assessing the Performance and Risk-Adjusted Returns of Financial Mutual Funds
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- Rafaela Dezidério dos Santos Rocha & Márcio Laurini, 2023. "Factor Sufficiency in Asset Pricing: An Application for the Brazilian Market," IJFS, MDPI, vol. 11(4), pages 1-31, December.
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Keywords
financial mutual funds; specialty sector financial; risk-adjusted performance; unconditional and conditional multifactor analysis; market timing; selectivity;All these keywords.
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