TY  - JOUR
AU  - Vidal-Garcia, Javier
AU  - Vidal, Marta
PY  - 2014
DO  - 10.1016/j.ejor.2013.09.011
SN  - 0377-2217
UR  - https://hdl.handle.net/20.500.14352/109991
T2  - European journal of operational research
AB  - This paper examines the relationship between seasonality, idiosyncratic risk and mutual fund returns using multifactor models. We use a large sample containing the return histories of 728 UK mutual funds over a 23-year period to measure fund...
LA  - eng
M2  - 613
PB  - ELSEVIER
KW  - Mutual fund performance
KW  - Seasonality
KW  - Idiosyncratic risk
KW  - Tax-loss selling
TI  - Seasonality and idiosyncratic risk in mutual fund performance
TY  - journal article
VL  - 233
ER  -