A one-sided refined symmetrized data aggregation approach to robust mutual fund selection
Long Feng, Binghui Liu, and Yanyuan Ma
| Year of publication: |
2024
|
|---|---|
| Authors: | Feng, Long ; Liu, Binghui ; Ma, Yanyuan |
| Subject: | Linear factor pricing model | Multiple testing | Symmetrized data aggregation | Aggregation | Investmentfonds | Investment Fund | CAPM | Portfolio-Management | Portfolio selection | Robustes Verfahren | Robust statistics | Statistischer Test | Statistical test | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2023.2174549 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014449920