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

Wang, Huamao; Yang, Jun; Yao, Yumei

Abstract

© 2019 Informa UK Limited, trading as Taylor & Francis Group. Interpreting the effects of scale on fund performance, portfolio dynamics and management fees.

Citation

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

• Journal Article Type: Article
• Acceptance Date: Nov 14, 2018
• Online Publication Date: Jan 16, 2019
• Publication Date: Jan 16, 2019
• Deposit Date: Apr 7, 2020
• Publicly Available Date: Jul 17, 2020
• Journal: Quantitative Finance
• Print ISSN: 1469-7688
• Electronic ISSN: 1469-7696
• Publisher: Routledge
• Peer Reviewed: Peer Reviewed
• Volume: 19
• Issue: 6
• Pages: 885-898
• DOI: https://doi.org/10.1080/14697688.2018.1550262
• Keywords: General Economics, Econometrics and Finance; Finance
• Public URL: https://nottingham-repository.worktribe.com/output/4267045
• Publisher URL: https://www.tandfonline.com/doi/full/10.1080/14697688.2018.1550262
• Additional Information: Peer Review Statement: The publishing and review policy for this title is described in its Aims & Scope.; Aim & Scope: http://www.tandfonline.com/action/journalInformation?show=aimsScope&journalCode=rquf20; Received: 2017-11-30; Accepted: 2018-11-14; Published: 2019-01-16