Browsing Conference Papers by Author "Casavecchia, Lorenzo"

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Browsing Conference Papers by Author "Casavecchia, Lorenzo"

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  • Casavecchia, Lorenzo; Hulley, Hardy (Financial Management Association, 2010)
    We identify for the first time the crucial role played by idiosyncratic risk as a determinant of performance persistence, flow-performance sensitivity and management fees charged to fund shareholders. Using a sample of ...