Market conditions and the effect of diversification on mutual fund performance: should funds be more concentrative under crisis?
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DOI: 10.1007/s11123-012-0331-x
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Cited by:
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- Alsubaiei, Bader Jawid & Calice, Giovanni & Vivian, Andrew, 2024. "How does oil market volatility impact mutual fund performance?," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1601-1621.
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More about this item
Keywords
Diversification; Market conditions; Mutual funds; Non-monotonic effect; Stochastic frontier; Crisis; C30; G11;All these keywords.
JEL classification:
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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