Dynamics and performance of decentralized portfolios with size-induced fund flows

Huamao Wang, Jun Yang and Yumei Yao

Quantitative Finance, 2019, vol. 19, issue 6, 885-898

Abstract: Interpreting the effects of scale on fund performance, portfolio dynamics and management fees

Date: 2019
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DOI: 10.1080/14697688.2018.1550262

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