A statistically robust decomposition of mutual fund performance
Julius Agnesens
| Year of publication: |
2013
|
|---|---|
| Authors: | Agnesens, Julius |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 10, p. 3867-3877
|
| Subject: | Mutual fund performance | Cross-sectional dependence | GCT-regression model | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Theorie | Theory | Portfolio-Management | Portfolio selection | Schätzung | Estimation |
| 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/10010127431