Estimating the dynamics of mutual fund alphas and betas
Harry Mamaysky; Matthew Spiegel; Hong Zhang
| Year of publication: |
2008
|
|---|---|
| Authors: | Mamaysky, Harry ; Spiegel, Matthew ; Zhang, Hong |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 21.2008, 1, p. 233-264
|
| Subject: | Investmentfonds | Investment Fund | Zustandsraummodell | State space model | Institutioneller Investor | Institutional investor | Kapitaleinkommen | Capital income | USA | United States | 1970-2002 |
| Extent: | graph. Darst. |
|---|---|
| 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/10003716154