---
title: Mutual Funds and Asset Pricing Anomalies
url: https://www.ml-quant.com/papers/ssrn/4918275/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4918275
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4918275
featured: 2024-08-07
citations: unknown
topic: Portfolio & Allocation
---


# Mutual Funds and Asset Pricing Anomalies

The anomalies in stock returns, specifically low-risk and momentum, are due to demand pressure from mutual funds, especially those with high-beta assets.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4918275
- Identifier: SSRN 4918275
- Released: 2024-08-06
- First featured: Quant Letter No. 60 (2024-08-07): https://www.ml-quant.com/issues/2024-08-07/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

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