Online Appendix to 'Active Share and the Three Pillars of Active Management: Skill, Conviction and Opportunity'

18 Pages Posted: 31 Dec 2016

Date Written: December 28, 2016

Abstract

This is the appendix to “Active Share and the Three Pillars of Active Management: Skill, Conviction and Opportunity”, forthcoming in the Financial Analysts Journal.

Article can be found at: https://ssrn.com/abstract=2860356

Keywords: Active Share, mutual funds, costs, style, patience, fund holding duration

Suggested Citation

Cremers, K. J. Martijn, Online Appendix to 'Active Share and the Three Pillars of Active Management: Skill, Conviction and Opportunity' (December 28, 2016). Financial Analysts Journal, Forthcoming. Available at SSRN: https://ssrn.com/abstract=2891047

K. J. Martijn Cremers (Contact Author)

University of Notre Dame ( email )

P.O. Box 399
Notre Dame, IN 46556-0399
United States

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