St Lucia
Brisbane, Queensland 4072
Australia
http://https://www.business.uq.edu.au/staff/min-zhu
University of Queensland
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Mutual funds, managerial structure, diseconomies of scale, crowding, performance evaluation, decreasing returns to scale, alpha, capacity constraints, discretionary management, systematic management.
returns to scale, diseconomies of scale, active management, robust regression
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Active management, diseconomies of scale, Returns to Scale, robust regression
corporate weather exposure, abnormal cumulative precipitation, bond yield spread, cash flow risk, equity volatility, climate finance
Mutual Funds, Managerial Skill, Diseconomies of Scale, Investor Rationality
dividend growth, predictability, return decomposition
Managerial skills, stock-picking, market-timing, bootstrap
Predictive regressions, bias, augmented regression, return predictability
Equity mutual funds, capacity constraints, economies of scale
Risk-based capital requirements; Capital structure; De-risking; Security issues
Return distribution, Quantile regression, Copula, Heuristic Optimization, Portfolio selection
Chinese mutual fund market, index funds, search cost, investor behaviour, distribution channels