Essays on empirical asset pricing
Thesis: Ph. D., Massachusetts Institute of Technology, Sloan School of Management, 2018. === Cataloged from PDF version of thesis. === Includes bibliographical references. === This dissertation consists of three chapters. Chapter 1 shows that, for active mutual funds, historical in-sample alpha is a...
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| Format: | Others |
| Language: | English |
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Massachusetts Institute of Technology
2018
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| Online Access: | http://hdl.handle.net/1721.1/118017 |