The impact of performance-flow relationship and expected return on the dynamic portfolio strategy of funds—An analysis based on loss-averse fund managers

SHENG Jiliang, XU Si

Systems Engineering - Theory & Practice ›› 2021, Vol. 41 ›› Issue (6) : 1397-1411.

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Systems Engineering - Theory & Practice ›› 2021, Vol. 41 ›› Issue (6) : 1397-1411. DOI: 10.12011/SETP2020-0682

The impact of performance-flow relationship and expected return on the dynamic portfolio strategy of funds—An analysis based on loss-averse fund managers

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2021, 41(6): 1397-1411 https://doi.org/10.12011/SETP2020-0682

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