A Conditional Single Index model with Local Covariates for detecting and evaluating active portfolio management
Year of publication: |
2013
|
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Authors: | Caporin, Massimiliano ; Lisi, Francesco |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 26.2013, p. 236-249
|
Subject: | Single Index model | Conditional factor models | Active portfolio management | Mutual funds performance | Theorie | Theory | Portfolio-Management | Portfolio selection | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income |
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