China's Open-end Fund Investment Style Drift and Fund Performance Empirical Analysis

Name: China's Open-end Fund Investment Style Drift and Fund Performance Empirical Analysis
Creator: Shubo Cao
Keywords: 0502 economics and business, 05 social sciences, 8. Economic growth, 1. No poverty

Shubo Cao

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https://doi.org/10.1109/bcgin....

Article . 2012 . Peer-reviewed

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https://dx.doi.org/10.1109/bcg...

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China's Open-end Fund Investment Style Drift and Fund Performance Empirical Analysis

descriptionPublicationkeyboard_double_arrow_right Article 01 Oct 2012Publisher:IEEEJournal:2012 Second International Conference on Business Computing and Global Informatization

Authors: Shubo Cao;

doi: 10.1109/bcgin.2012.23

China's Open-end Fund Investment Style Drift and Fund Performance Empirical Analysis

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Abstract

Based on the model of return-based style analysis put forward by Sharpe (1992), the paper made an empirical research on the thirty open-ended funds in China within the sample periods during 2008 and 2011. Through quantifying the degree of the fund style drift and fund performance, this paper studied the relationship between the fund style drift and fund performance. As a result, this paper shows that style drift and fund performance are negatively related in the sample period.

Related Organizations

Tianjin University
China (People's Republic of)
Tianjin University
China (People's Republic of)
Civil Aviation University of China
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