St Lucia
Brisbane, Queensland 4072
Australia
http://https://www.business.uq.edu.au/staff/min-zhu
University of Queensland
Mutual Funds, Managerial Skill, Diseconomies of Scale, Investor Rationality
Mutual funds, managerial structure, diseconomies of scale, crowding, performance evaluation, decreasing returns to scale, alpha, capacity constraints, discretionary management, systematic management.
dividend growth, predictability, return decomposition
Managerial skills, stock-picking, market-timing, bootstrap
Weather, Abnormal Cumulative Precipitation, Yield Spread, Cash Flow Volatility, Equity Volatility, Climate Finance
Return distribution, Quantile regression, Copula, Heuristic Optimization, Portfolio selection
Predictive regressions, bias, augmented regression, return predictability
Risk-based capital requirements; Capital structure; De-risking; Security issues
Chinese mutual fund market, index funds, search cost, investor behaviour, distribution channels
