TY  - JOUR
AU  - Vidal García, Javier
AU  - Vidal García, Marta Esmeralda
AU  - Boubaker, Sabri
AU  - Manita, Riadh
PY  - 2019
DO  - 10.1007/s10479-018-2794-2
SN  - 0254-5330
UR  - https://hdl.handle.net/20.500.14352/124271
T2  - Annals of Operations Research
AB  - In this paper we present new evidence on the relation between idiosyncratic risk and mutual fund performance using asset pricing models. We use a unique data set containing monthly returns of 949 UK equity mutual funds over a 28-year period to measure...
LA  - eng
M2  - 349
PB  - Springer
KW  - Mutual fund performance
KW  - Idiosyncratic risk
KW  - Investment style
KW  - Market timing
TI  - Idiosyncratic risk and mutual fund performance
TY  - journal article
VL  - 281
ER  -