Mutual fund style drift measured using higher moments and its cash flow incentive
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DOI: 10.1016/j.najef.2025.102373
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More about this item
Keywords
Style drift; Higher moments; Variance; Skewness; Cash flow;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- G29 - Financial Economics - - Financial Institutions and Services - - - Other
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