沙叶舟，首都经济贸易大学金融学院教授

主持人：郑祖玄教授

时间：4月17日16:00-18:00

地点：友兰南楼A304

内容简介：We construct a new variable to explore whether fund managers' style drift can be explained by the correlation among stocks held by mutual funds. Using a joint database from CMSAR and RESSET, we conducted the research within the framework of the HBSA-SD theory. Our findings show that style drift is common in China and can improve fund returns to some extent.

演讲人简介：沙叶舟，男，首都经济贸易大学金融学院教授、数据科学学院副院长。主要研究方向为实证资产定价。近两年在《管理科学学报》《Journal of Economic Behavior and Organization》等期刊发表三十余篇论文。