Jane Zhao

PanAgora Asset Management

Portfolio Manager

260 Franklin Street

Boston, MA 02110

United States

University of Arizona - Eller College of Management

McClelland Hall

P.O. Box 210108

Tucson, AZ 85721-0108

United States

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Forecasting Stock Returns through An Efficient Aggregation of Mutual Fund Holdings

Review of Financial Studies, Forthcoming, AFA 2007 Chicago Meetings Paper
Number of pages: 50 Posted: 19 Mar 2006 Last Revised: 17 Jul 2012
Russ Wermers, Tong Yao and Jane Zhao
University of Maryland - Robert H. Smith School of Business, University of Iowa - Henry B. Tippie College of Business and PanAgora Asset Management
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Citation 14

Abstract:

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mutual funds, performance persistence, portfolio disclosure, stock selection