Performance Attribution in Emerging Markets an Application to Chinese Open-End Active Mutual Funds
Valerio Potìa and Dengli Wangb, aUniversity College Dublin, Michael Smurfit Graduate Business School, Carysfort Avenue, Co. Dublin, Ireland, bAVIC Securities Co. Ltd., Department of Alternative Investment, Runfeng De Shang, Building 6, Floor 3, Anli Road 60A, Chaoyang District, Beijing 100 101, PR China, valerio.poti@ucd.ie; dengli.wang3@mail.dcu.ie
Abstract
In this study, we offer an overview of methods suitable for performance attribution in emerging markets and present an application of such methods to Chinese mutual funds. Our approach echoes the more recent literature on fund performance attribution that makes use of the ...
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