Conditional performance, portfolio rebalancing, and momentum of small-cap mutual funds

Review of Financial Economics

Volumn 12, Issue 3, 2003, Pages 287-300

  Gorman, Larry ^a  

^a CALIFORNIA POLYTECHNIC STATE UNIVERSITY   (United States)

Author keywords

Conditional estimation; Frictions; Momentum; Mutual funds; Size effect

Indexed keywords

EID: 0038119498     PISSN: 10583300     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1058-3300(02)00096-4     Document Type: Article

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