Analysing the performance of managed funds using the wavelet multiscaling method
| Year of publication: |
2008
|
|---|---|
| Authors: | In, Francis ; Kim, Sangbae ; Marisetty, Vijaya ; Faff, Robert |
| Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 31.2008, 1, p. 55-70
|
| Publisher: |
Springer |
| Subject: | Performance measure | Wavelet analysis | Sharpe ratio | Australian managed funds |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005542113