FERRUZ AGUDO, LUIS; VARGAS MAGALLÓN, MARÍA; NIEVAS … - In: Estudios de Economía Aplicada 26 (2008) Septiembre, pp. 257-278
With this work we analyse the performance of a group of Spanish investment funds based on the CAPM and on the conditional model proposed by Ferson and Schadt. Prior to the empirical application of this second model, rigorous econometric multicollinearity analyses of the model variables are...