Back to Results
First PageMeta Content
Finance / Funds / Institutional investors / Financial risk / Investment management / Fund of funds / Stock fund / Rate of return / Mutual fund / Financial economics / Investment / Financial services


Style factor timing: An application to the portfolio holdings of US fund managers     David R Gallagher a,b,c Peter A Gardner d and Camille H Schmidt a,b Current Draft: July 2013 a
Add to Reading List

Document Date: 2013-09-18 19:45:23


Open Document

File Size: 1,58 MB

Share Result on Facebook

Company

AMEX / Thomson Reuters / Capital Markets CRC Limited / Kao / /

Country

Australia / United States / /

Currency

USD / /

/

Event

Second Stock Issuance / /

Facility

Macquarie University / /

IndustryTerm

real estate funds / /

MarketIndex

set 25 / /

Organization

Graduate School / Macquarie University / Sydney / School of Management / Bureau of Economic Analysis / U.S. Securities and Exchange Commission / Centre for International Finance and Regulation / Macquarie University AUSTRALIA / /

Person

Camille Schmidt / Camille H Schmidt / David R Gallagher / Peter A Gardner / Van Nieuwerburgh / /

Position

representative / advisors / Corresponding author / /

ProvinceOrState

Bali / Copeland / /

Technology

t-1 / /

SocialTag