A Conditional Single Index model with Local Covariates for detecting and evaluating active portfolio management
Massimiliano Caporin; Francesco Lisi
| 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
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| Subject: | Single Index model | Conditional factor models | Active portfolio management | Mutual funds performance | Portfolio-Management | Portfolio selection | Investmentfonds | Investment Fund | Theorie | Theory | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010365770