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Asymmetric relation in omitted benchmarks and market timing in mutual funds

Within portfolio management evaluation the aim of this study is to show the effect of omitting benchmarks with asymmetric correlation when measuring market timing ability. The results show the extent of this effect.
Year of publication:
2003
Authors: Matallin-Saez, J. C.
Published in:
Applied Economics Letters. - Taylor & Francis Journals, ISSN 1350-4851. - Vol. 10.2003, 12, p. 775-778
Publisher: Taylor & Francis Journals
Extent:
text/html
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005435165
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