Mutual Fund Systematic Risk for Bull and Bear Markets: An Empirical Examination

Authors

  • FRANK J. FABOZZI PH.D., C.F.A.,

  • JACK C. FRANCIS PH.D.

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    • Associate Professor of Finance, Hofstra University and Professor of Economics and Finance, B. M. Baruch College, CUNY. We wish to thank the referee for his helpful comments.

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