Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.12540/176
DC FieldValueLanguage
dc.contributor.authorZhang, Jianingen_US
dc.date.accessioned2020-09-19T01:50:32Z-
dc.date.available2020-09-19T01:50:32Z-
dc.date.issued2011-
dc.identifier.citationZhang, J. (2011). Industry timing versus security selection: Evidence from mutual fund return decomposition. Financial Management Association Meeting.en_US
dc.identifier.urihttps://hdl.handle.net/20.500.12540/176-
dc.format.extent16 pagesen_US
dc.format.mimetypeapplication/pdfen_US
dc.language.isoengen_US
dc.rights.urihttps://creativecommons.org/licenses/by-nc/4.0/-
dc.titleIndustry timing versus security selection: Evidence from mutual fund return decompositionen_US
dc.typePresentationen_US
dc.rights.licenseAttribution-NonCommercial 4.0 International (CC BY-NC 4.0)en_US
dc.relation.conferenceFinancial Management Association Meetingen_US
dc.subject.keywordsIndustry Timingen_US
dc.subject.keywordsSecurity Selectionen_US
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