Mutual fund portfolio structure, risk taking and co-movement

Hu, Chengzi

doi:10.26174/thesis.lboro.25427956.v1

Mutual fund portfolio structure, risk taking and co-movement

thesis

posted on 2024-05-28, 13:35 authored by Chengzi Hu

Mutual fund portfolio structure, risk taking and co-movement

History

School

Loughborough Business School

Publisher

Loughborough University

Rights holder

Publication date

2023

Notes

A Doctoral Thesis. Submitted in partial fulfilment of the requirements for the award of the degree of Doctor of Philosophy of Loughborough University.

Language

en

Supervisor(s)

Baibing Li ; Kai-Hong Tee

Qualification name

PhD

Qualification level

Doctoral

This submission includes a signed certificate in addition to the thesis file(s)

I have submitted a signed certificate

Administrator link

https://repository.lboro.ac.uk/account/articles/25429147

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Keywords

Managerial Ownership Asset Structure Risk Taking Herding Behavior Momentum Trading Strategies Commonality in Liquidity Liquidity management Liquidity risk Risk Shifting performance co-movement mutual funds

Licence

CC BY-NC-ND 4.0

Mutual fund portfolio structure, risk taking and co-movement

History

School

Publisher

Rights holder

Publication date

Notes

Language

Supervisor(s)

Qualification name

Qualification level

This submission includes a signed certificate in addition to the thesis file(s)

Administrator link

Usage metrics

Categories

Keywords

Licence

Exports