• Journal article

Dynamics and performance of decentralized portfolios with size-induced fund flows

Wang, H., Yang, J. and Yao, Y. 2019. Dynamics and performance of decentralized portfolios with size-induced fund flows. Quantitative Finance. 19 (6), pp. 885-898. https://doi.org/10.1080/14697688.2018.1550262

TitleDynamics and performance of decentralized portfolios with size-induced fund flows
TypeJournal article
AuthorsWang, H., Yang, J. and Yao, Y.
Abstract

Interpreting the effects of scale on fund performance, portfolio dynamics and management fees.

JournalQuantitative Finance
Journal citation19 (6), pp. 885-898
ISSN1469-7688
1469-7696
Year2019
PublisherTaylor & Francis
Digital Object Identifier (DOI)https://doi.org/10.1080/14697688.2018.1550262
Web address (URL)http://dx.doi.org/10.1080/14697688.2018.1550262
Publication dates
Published03 Jun 2019

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