Investment Style and Performance Attribution Analysis on Chinese A Share Market
abstract: With the fast development of Chinese capital market, an increasing number of institutions and retail investors invest through professional managers. The key to evaluating investment manager’s skill and performance persistence largely lies in portfolio style research and attribution analysi...
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| Format: | Doctoral Thesis |
| Language: | English |
| Published: |
2016
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| Online Access: | http://hdl.handle.net/2286/R.I.38472 |