Does active management add value? : new evidence from a quantile regression approach
Juan Carlos Matallín-Sáez, Amparo Soler-Domínguez & Emili Tortosa-Ausina
| Year of publication: |
2019
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|---|---|
| Authors: | Matallín-Sáez, Juan Carlos ; Soler-Domínguez, Amparo ; Tortosa-Ausina, Emili |
| Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 70.2019, 10, p. 1734-1751
|
| Subject: | Mutual fund | partial frontier | performance | quantile regression | Investmentfonds | Investment Fund | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Unternehmenserfolg | Firm performance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/01605682.2019.1612549 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012214768