Applying Portfolio Change and Conditional Performance Measures: The Case of Industry Rotation via the Dynamic Investment Model
| Year of publication: |
2001
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|---|---|
| Authors: | Grauer, Robert R. ; Hakansson, Nils H. |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 17.2001, 3, p. 237-266
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