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- W2362992170 abstract "This article analyzes the performance of Chinese mutual funds. We examine Jensen's alpha and Fama French three-factor model for 33 mutual funds from 1999 to 2000. The result shows that the FF model is preferable to the Jensen model in the Chinese mutual fund market. Specifically, the return of the Chinese mutual fund can be explained by market premium, size, and book to market ratio." @default.
- W2362992170 created "2016-06-24" @default.
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- W2362992170 date "2003-01-01" @default.
- W2362992170 modified "2023-09-25" @default.
- W2362992170 title "Empirical Study on Performance Evaluation Factor Models of Chinese Mutual Funds" @default.
- W2362992170 hasPublicationYear "2003" @default.
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