Assessment of window dressing using fund returns and portfolio holdings
ABSTRACT: This paper presents the analysis of the monthly portfolio holdings and daily returns of a large sample of Spanish domestic equity funds to test the potential manipulation of portfolios in mandatory reports. The comparison between the return of the fund portfolio holdings and the observed f...
- Autores:
-
Ramírez Córdoba, Gloria Lucía
Ortiz, Cristina
Sarto, José Luis
- Tipo de recurso:
- Article of investigation
- Fecha de publicación:
- 2013
- Institución:
- Universidad de Antioquia
- Repositorio:
- Repositorio UdeA
- Idioma:
- eng
- OAI Identifier:
- oai:bibliotecadigital.udea.edu.co:10495/39615
- Acceso en línea:
- https://hdl.handle.net/10495/39615
- Palabra clave:
- Fondos mutuos
Mutual funds
Rentabilidad
Ganancia
- Rights
- openAccess
- License
- http://creativecommons.org/licenses/by-nc-nd/2.5/co/