Behind The Markets Podcast: The 2022 Jacobs Levy Quantitative Finance Conference
Behind the Markets Podcast
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Typical Holding Period of a Mutual Fund
i was looking at how returns this month are related to a series of returns in the past month. And then when i looked at that, actually it was positive, positively related. So we decided, ok, will directly take a look at the horizon, tac momentum the mutual fonds are interested and directly see how they help. I think e sheridan have looked at it closely as well.
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